CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9983 |
0.9995 |
0.0012 |
0.1% |
1.0084 |
| High |
1.0023 |
0.9998 |
-0.0025 |
-0.2% |
1.0110 |
| Low |
0.9976 |
0.9885 |
-0.0091 |
-0.9% |
0.9957 |
| Close |
0.9992 |
0.9892 |
-0.0100 |
-1.0% |
0.9979 |
| Range |
0.0047 |
0.0113 |
0.0066 |
140.4% |
0.0153 |
| ATR |
0.0074 |
0.0077 |
0.0003 |
3.8% |
0.0000 |
| Volume |
133,704 |
136,447 |
2,743 |
2.1% |
550,242 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0264 |
1.0191 |
0.9954 |
|
| R3 |
1.0151 |
1.0078 |
0.9923 |
|
| R2 |
1.0038 |
1.0038 |
0.9913 |
|
| R1 |
0.9965 |
0.9965 |
0.9902 |
0.9945 |
| PP |
0.9925 |
0.9925 |
0.9925 |
0.9915 |
| S1 |
0.9852 |
0.9852 |
0.9882 |
0.9832 |
| S2 |
0.9812 |
0.9812 |
0.9871 |
|
| S3 |
0.9699 |
0.9739 |
0.9861 |
|
| S4 |
0.9586 |
0.9626 |
0.9830 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0474 |
1.0380 |
1.0063 |
|
| R3 |
1.0321 |
1.0227 |
1.0021 |
|
| R2 |
1.0168 |
1.0168 |
1.0007 |
|
| R1 |
1.0074 |
1.0074 |
0.9993 |
1.0045 |
| PP |
1.0015 |
1.0015 |
1.0015 |
1.0001 |
| S1 |
0.9921 |
0.9921 |
0.9965 |
0.9892 |
| S2 |
0.9862 |
0.9862 |
0.9951 |
|
| S3 |
0.9709 |
0.9768 |
0.9937 |
|
| S4 |
0.9556 |
0.9615 |
0.9895 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0045 |
0.9885 |
0.0160 |
1.6% |
0.0068 |
0.7% |
4% |
False |
True |
113,680 |
| 10 |
1.0218 |
0.9885 |
0.0333 |
3.4% |
0.0076 |
0.8% |
2% |
False |
True |
119,959 |
| 20 |
1.0318 |
0.9885 |
0.0433 |
4.4% |
0.0074 |
0.7% |
2% |
False |
True |
118,773 |
| 40 |
1.0357 |
0.9885 |
0.0472 |
4.8% |
0.0078 |
0.8% |
1% |
False |
True |
117,080 |
| 60 |
1.0357 |
0.9885 |
0.0472 |
4.8% |
0.0082 |
0.8% |
1% |
False |
True |
101,671 |
| 80 |
1.0442 |
0.9885 |
0.0557 |
5.6% |
0.0088 |
0.9% |
1% |
False |
True |
76,377 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.9% |
0.0090 |
0.9% |
5% |
False |
False |
61,133 |
| 120 |
1.0670 |
0.9860 |
0.0810 |
8.2% |
0.0100 |
1.0% |
4% |
False |
False |
50,975 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0478 |
|
2.618 |
1.0294 |
|
1.618 |
1.0181 |
|
1.000 |
1.0111 |
|
0.618 |
1.0068 |
|
HIGH |
0.9998 |
|
0.618 |
0.9955 |
|
0.500 |
0.9942 |
|
0.382 |
0.9928 |
|
LOW |
0.9885 |
|
0.618 |
0.9815 |
|
1.000 |
0.9772 |
|
1.618 |
0.9702 |
|
2.618 |
0.9589 |
|
4.250 |
0.9405 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9942 |
0.9965 |
| PP |
0.9925 |
0.9941 |
| S1 |
0.9909 |
0.9916 |
|