CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9995 |
0.9886 |
-0.0109 |
-1.1% |
0.9974 |
| High |
0.9998 |
0.9907 |
-0.0091 |
-0.9% |
1.0045 |
| Low |
0.9885 |
0.9867 |
-0.0018 |
-0.2% |
0.9867 |
| Close |
0.9892 |
0.9871 |
-0.0021 |
-0.2% |
0.9871 |
| Range |
0.0113 |
0.0040 |
-0.0073 |
-64.6% |
0.0178 |
| ATR |
0.0077 |
0.0074 |
-0.0003 |
-3.4% |
0.0000 |
| Volume |
136,447 |
98,810 |
-37,637 |
-27.6% |
565,322 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0002 |
0.9976 |
0.9893 |
|
| R3 |
0.9962 |
0.9936 |
0.9882 |
|
| R2 |
0.9922 |
0.9922 |
0.9878 |
|
| R1 |
0.9896 |
0.9896 |
0.9875 |
0.9889 |
| PP |
0.9882 |
0.9882 |
0.9882 |
0.9878 |
| S1 |
0.9856 |
0.9856 |
0.9867 |
0.9849 |
| S2 |
0.9842 |
0.9842 |
0.9864 |
|
| S3 |
0.9802 |
0.9816 |
0.9860 |
|
| S4 |
0.9762 |
0.9776 |
0.9849 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0344 |
0.9969 |
|
| R3 |
1.0284 |
1.0166 |
0.9920 |
|
| R2 |
1.0106 |
1.0106 |
0.9904 |
|
| R1 |
0.9988 |
0.9988 |
0.9887 |
0.9958 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9913 |
| S1 |
0.9810 |
0.9810 |
0.9855 |
0.9780 |
| S2 |
0.9750 |
0.9750 |
0.9838 |
|
| S3 |
0.9572 |
0.9632 |
0.9822 |
|
| S4 |
0.9394 |
0.9454 |
0.9773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0045 |
0.9867 |
0.0178 |
1.8% |
0.0066 |
0.7% |
2% |
False |
True |
113,064 |
| 10 |
1.0110 |
0.9867 |
0.0243 |
2.5% |
0.0066 |
0.7% |
2% |
False |
True |
111,556 |
| 20 |
1.0274 |
0.9867 |
0.0407 |
4.1% |
0.0073 |
0.7% |
1% |
False |
True |
118,585 |
| 40 |
1.0357 |
0.9867 |
0.0490 |
5.0% |
0.0077 |
0.8% |
1% |
False |
True |
116,618 |
| 60 |
1.0357 |
0.9867 |
0.0490 |
5.0% |
0.0081 |
0.8% |
1% |
False |
True |
103,300 |
| 80 |
1.0442 |
0.9867 |
0.0575 |
5.8% |
0.0086 |
0.9% |
1% |
False |
True |
77,610 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.9% |
0.0088 |
0.9% |
2% |
False |
False |
62,119 |
| 120 |
1.0670 |
0.9860 |
0.0810 |
8.2% |
0.0100 |
1.0% |
1% |
False |
False |
51,798 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0077 |
|
2.618 |
1.0012 |
|
1.618 |
0.9972 |
|
1.000 |
0.9947 |
|
0.618 |
0.9932 |
|
HIGH |
0.9907 |
|
0.618 |
0.9892 |
|
0.500 |
0.9887 |
|
0.382 |
0.9882 |
|
LOW |
0.9867 |
|
0.618 |
0.9842 |
|
1.000 |
0.9827 |
|
1.618 |
0.9802 |
|
2.618 |
0.9762 |
|
4.250 |
0.9697 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9887 |
0.9945 |
| PP |
0.9882 |
0.9920 |
| S1 |
0.9876 |
0.9896 |
|