CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 01-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Oct-2013 |
01-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0167 |
1.0175 |
0.0008 |
0.1% |
1.0253 |
| High |
1.0195 |
1.0230 |
0.0035 |
0.3% |
1.0267 |
| Low |
1.0167 |
1.0126 |
-0.0041 |
-0.4% |
1.0126 |
| Close |
1.0179 |
1.0134 |
-0.0045 |
-0.4% |
1.0134 |
| Range |
0.0028 |
0.0104 |
0.0076 |
271.4% |
0.0141 |
| ATR |
0.0062 |
0.0065 |
0.0003 |
4.9% |
0.0000 |
| Volume |
34 |
113 |
79 |
232.4% |
285 |
|
| Daily Pivots for day following 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0475 |
1.0409 |
1.0191 |
|
| R3 |
1.0371 |
1.0305 |
1.0163 |
|
| R2 |
1.0267 |
1.0267 |
1.0153 |
|
| R1 |
1.0201 |
1.0201 |
1.0144 |
1.0182 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0154 |
| S1 |
1.0097 |
1.0097 |
1.0124 |
1.0078 |
| S2 |
1.0059 |
1.0059 |
1.0115 |
|
| S3 |
0.9955 |
0.9993 |
1.0105 |
|
| S4 |
0.9851 |
0.9889 |
1.0077 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0507 |
1.0212 |
|
| R3 |
1.0458 |
1.0366 |
1.0173 |
|
| R2 |
1.0317 |
1.0317 |
1.0160 |
|
| R1 |
1.0225 |
1.0225 |
1.0147 |
1.0201 |
| PP |
1.0176 |
1.0176 |
1.0176 |
1.0163 |
| S1 |
1.0084 |
1.0084 |
1.0121 |
1.0060 |
| S2 |
1.0035 |
1.0035 |
1.0108 |
|
| S3 |
0.9894 |
0.9943 |
1.0095 |
|
| S4 |
0.9753 |
0.9802 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0267 |
1.0126 |
0.0141 |
1.4% |
0.0051 |
0.5% |
6% |
False |
True |
57 |
| 10 |
1.0318 |
1.0126 |
0.0192 |
1.9% |
0.0049 |
0.5% |
4% |
False |
True |
60 |
| 20 |
1.0358 |
1.0114 |
0.0244 |
2.4% |
0.0058 |
0.6% |
8% |
False |
False |
102 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0062 |
0.6% |
42% |
False |
False |
93 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0048 |
0.5% |
38% |
False |
False |
63 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0041 |
0.4% |
38% |
False |
False |
49 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0040 |
0.4% |
31% |
False |
False |
41 |
| 120 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0042 |
0.4% |
45% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0672 |
|
2.618 |
1.0502 |
|
1.618 |
1.0398 |
|
1.000 |
1.0334 |
|
0.618 |
1.0294 |
|
HIGH |
1.0230 |
|
0.618 |
1.0190 |
|
0.500 |
1.0178 |
|
0.382 |
1.0166 |
|
LOW |
1.0126 |
|
0.618 |
1.0062 |
|
1.000 |
1.0022 |
|
1.618 |
0.9958 |
|
2.618 |
0.9854 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 01-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0178 |
1.0178 |
| PP |
1.0163 |
1.0163 |
| S1 |
1.0149 |
1.0149 |
|