CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 04-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Nov-2013 |
04-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0136 |
-0.0039 |
-0.4% |
1.0253 |
| High |
1.0230 |
1.0156 |
-0.0074 |
-0.7% |
1.0267 |
| Low |
1.0126 |
1.0134 |
0.0008 |
0.1% |
1.0126 |
| Close |
1.0134 |
1.0156 |
0.0022 |
0.2% |
1.0134 |
| Range |
0.0104 |
0.0022 |
-0.0082 |
-78.8% |
0.0141 |
| ATR |
0.0065 |
0.0062 |
-0.0003 |
-4.7% |
0.0000 |
| Volume |
113 |
83 |
-30 |
-26.5% |
285 |
|
| Daily Pivots for day following 04-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0207 |
1.0168 |
|
| R3 |
1.0193 |
1.0185 |
1.0162 |
|
| R2 |
1.0171 |
1.0171 |
1.0160 |
|
| R1 |
1.0163 |
1.0163 |
1.0158 |
1.0167 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0151 |
| S1 |
1.0141 |
1.0141 |
1.0154 |
1.0145 |
| S2 |
1.0127 |
1.0127 |
1.0152 |
|
| S3 |
1.0105 |
1.0119 |
1.0150 |
|
| S4 |
1.0083 |
1.0097 |
1.0144 |
|
|
| 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 |
1.0232 |
1.0126 |
0.0106 |
1.0% |
0.0050 |
0.5% |
28% |
False |
False |
66 |
| 10 |
1.0318 |
1.0126 |
0.0192 |
1.9% |
0.0049 |
0.5% |
16% |
False |
False |
63 |
| 20 |
1.0358 |
1.0114 |
0.0244 |
2.4% |
0.0056 |
0.6% |
17% |
False |
False |
102 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0063 |
0.6% |
48% |
False |
False |
95 |
| 60 |
1.0361 |
0.9969 |
0.0392 |
3.9% |
0.0048 |
0.5% |
48% |
False |
False |
64 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0041 |
0.4% |
44% |
False |
False |
50 |
| 100 |
1.0632 |
0.9902 |
0.0730 |
7.2% |
0.0039 |
0.4% |
35% |
False |
False |
42 |
| 120 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0042 |
0.4% |
48% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0250 |
|
2.618 |
1.0214 |
|
1.618 |
1.0192 |
|
1.000 |
1.0178 |
|
0.618 |
1.0170 |
|
HIGH |
1.0156 |
|
0.618 |
1.0148 |
|
0.500 |
1.0145 |
|
0.382 |
1.0142 |
|
LOW |
1.0134 |
|
0.618 |
1.0120 |
|
1.000 |
1.0112 |
|
1.618 |
1.0098 |
|
2.618 |
1.0076 |
|
4.250 |
1.0041 |
|
|
| Fisher Pivots for day following 04-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0152 |
1.0178 |
| PP |
1.0149 |
1.0171 |
| S1 |
1.0145 |
1.0163 |
|