CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9886 |
0.9875 |
-0.0011 |
-0.1% |
0.9974 |
| High |
0.9907 |
0.9888 |
-0.0019 |
-0.2% |
1.0045 |
| Low |
0.9867 |
0.9812 |
-0.0055 |
-0.6% |
0.9867 |
| Close |
0.9871 |
0.9838 |
-0.0033 |
-0.3% |
0.9871 |
| Range |
0.0040 |
0.0076 |
0.0036 |
90.0% |
0.0178 |
| ATR |
0.0074 |
0.0074 |
0.0000 |
0.2% |
0.0000 |
| Volume |
98,810 |
96,567 |
-2,243 |
-2.3% |
565,322 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0074 |
1.0032 |
0.9880 |
|
| R3 |
0.9998 |
0.9956 |
0.9859 |
|
| R2 |
0.9922 |
0.9922 |
0.9852 |
|
| R1 |
0.9880 |
0.9880 |
0.9845 |
0.9863 |
| PP |
0.9846 |
0.9846 |
0.9846 |
0.9838 |
| S1 |
0.9804 |
0.9804 |
0.9831 |
0.9787 |
| S2 |
0.9770 |
0.9770 |
0.9824 |
|
| S3 |
0.9694 |
0.9728 |
0.9817 |
|
| S4 |
0.9618 |
0.9652 |
0.9796 |
|
|
| 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 |
0.9812 |
0.0233 |
2.4% |
0.0069 |
0.7% |
11% |
False |
True |
114,366 |
| 10 |
1.0098 |
0.9812 |
0.0286 |
2.9% |
0.0070 |
0.7% |
9% |
False |
True |
115,516 |
| 20 |
1.0263 |
0.9812 |
0.0451 |
4.6% |
0.0075 |
0.8% |
6% |
False |
True |
120,114 |
| 40 |
1.0357 |
0.9812 |
0.0545 |
5.5% |
0.0076 |
0.8% |
5% |
False |
True |
115,534 |
| 60 |
1.0357 |
0.9812 |
0.0545 |
5.5% |
0.0081 |
0.8% |
5% |
False |
True |
104,881 |
| 80 |
1.0442 |
0.9812 |
0.0630 |
6.4% |
0.0085 |
0.9% |
4% |
False |
True |
78,813 |
| 100 |
1.0442 |
0.9812 |
0.0630 |
6.4% |
0.0088 |
0.9% |
4% |
False |
True |
63,082 |
| 120 |
1.0670 |
0.9812 |
0.0858 |
8.7% |
0.0097 |
1.0% |
3% |
False |
True |
52,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0211 |
|
2.618 |
1.0087 |
|
1.618 |
1.0011 |
|
1.000 |
0.9964 |
|
0.618 |
0.9935 |
|
HIGH |
0.9888 |
|
0.618 |
0.9859 |
|
0.500 |
0.9850 |
|
0.382 |
0.9841 |
|
LOW |
0.9812 |
|
0.618 |
0.9765 |
|
1.000 |
0.9736 |
|
1.618 |
0.9689 |
|
2.618 |
0.9613 |
|
4.250 |
0.9489 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9850 |
0.9905 |
| PP |
0.9846 |
0.9883 |
| S1 |
0.9842 |
0.9860 |
|