CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0161 |
1.0157 |
-0.0004 |
0.0% |
1.0253 |
| High |
1.0195 |
1.0163 |
-0.0032 |
-0.3% |
1.0267 |
| Low |
1.0147 |
1.0137 |
-0.0010 |
-0.1% |
1.0126 |
| Close |
1.0152 |
1.0142 |
-0.0010 |
-0.1% |
1.0134 |
| Range |
0.0048 |
0.0026 |
-0.0022 |
-45.8% |
0.0141 |
| ATR |
0.0061 |
0.0058 |
-0.0002 |
-4.1% |
0.0000 |
| Volume |
100 |
293 |
193 |
193.0% |
285 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0225 |
1.0210 |
1.0156 |
|
| R3 |
1.0199 |
1.0184 |
1.0149 |
|
| R2 |
1.0173 |
1.0173 |
1.0147 |
|
| R1 |
1.0158 |
1.0158 |
1.0144 |
1.0153 |
| PP |
1.0147 |
1.0147 |
1.0147 |
1.0145 |
| S1 |
1.0132 |
1.0132 |
1.0140 |
1.0127 |
| S2 |
1.0121 |
1.0121 |
1.0137 |
|
| S3 |
1.0095 |
1.0106 |
1.0135 |
|
| S4 |
1.0069 |
1.0080 |
1.0128 |
|
|
| 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 |
1.0230 |
1.0126 |
0.0104 |
1.0% |
0.0046 |
0.4% |
15% |
False |
False |
124 |
| 10 |
1.0318 |
1.0126 |
0.0192 |
1.9% |
0.0042 |
0.4% |
8% |
False |
False |
86 |
| 20 |
1.0318 |
1.0114 |
0.0204 |
2.0% |
0.0055 |
0.5% |
14% |
False |
False |
99 |
| 40 |
1.0358 |
1.0039 |
0.0319 |
3.1% |
0.0061 |
0.6% |
32% |
False |
False |
104 |
| 60 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0049 |
0.5% |
44% |
False |
False |
71 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0041 |
0.4% |
40% |
False |
False |
54 |
| 100 |
1.0518 |
0.9902 |
0.0616 |
6.1% |
0.0039 |
0.4% |
39% |
False |
False |
45 |
| 120 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0042 |
0.4% |
46% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0274 |
|
2.618 |
1.0231 |
|
1.618 |
1.0205 |
|
1.000 |
1.0189 |
|
0.618 |
1.0179 |
|
HIGH |
1.0163 |
|
0.618 |
1.0153 |
|
0.500 |
1.0150 |
|
0.382 |
1.0147 |
|
LOW |
1.0137 |
|
0.618 |
1.0121 |
|
1.000 |
1.0111 |
|
1.618 |
1.0095 |
|
2.618 |
1.0069 |
|
4.250 |
1.0027 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0165 |
| PP |
1.0147 |
1.0157 |
| S1 |
1.0145 |
1.0150 |
|