CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 07-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0137 |
-0.0020 |
-0.2% |
1.0253 |
| High |
1.0163 |
1.0250 |
0.0087 |
0.9% |
1.0267 |
| Low |
1.0137 |
1.0070 |
-0.0067 |
-0.7% |
1.0126 |
| Close |
1.0142 |
1.0224 |
0.0082 |
0.8% |
1.0134 |
| Range |
0.0026 |
0.0180 |
0.0154 |
592.3% |
0.0141 |
| ATR |
0.0058 |
0.0067 |
0.0009 |
14.9% |
0.0000 |
| Volume |
293 |
236 |
-57 |
-19.5% |
285 |
|
| Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0721 |
1.0653 |
1.0323 |
|
| R3 |
1.0541 |
1.0473 |
1.0274 |
|
| R2 |
1.0361 |
1.0361 |
1.0257 |
|
| R1 |
1.0293 |
1.0293 |
1.0241 |
1.0327 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0199 |
| S1 |
1.0113 |
1.0113 |
1.0208 |
1.0147 |
| S2 |
1.0001 |
1.0001 |
1.0191 |
|
| S3 |
0.9821 |
0.9933 |
1.0175 |
|
| S4 |
0.9641 |
0.9753 |
1.0125 |
|
|
| 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 |
1.0250 |
1.0070 |
0.0180 |
1.8% |
0.0076 |
0.7% |
86% |
True |
True |
165 |
| 10 |
1.0318 |
1.0070 |
0.0248 |
2.4% |
0.0058 |
0.6% |
62% |
False |
True |
105 |
| 20 |
1.0318 |
1.0070 |
0.0248 |
2.4% |
0.0060 |
0.6% |
62% |
False |
True |
102 |
| 40 |
1.0358 |
1.0039 |
0.0319 |
3.1% |
0.0064 |
0.6% |
58% |
False |
False |
110 |
| 60 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0052 |
0.5% |
66% |
False |
False |
75 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0043 |
0.4% |
59% |
False |
False |
57 |
| 100 |
1.0500 |
0.9902 |
0.0598 |
5.8% |
0.0041 |
0.4% |
54% |
False |
False |
48 |
| 120 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0043 |
0.4% |
55% |
False |
False |
41 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1015 |
|
2.618 |
1.0721 |
|
1.618 |
1.0541 |
|
1.000 |
1.0430 |
|
0.618 |
1.0361 |
|
HIGH |
1.0250 |
|
0.618 |
1.0181 |
|
0.500 |
1.0160 |
|
0.382 |
1.0139 |
|
LOW |
1.0070 |
|
0.618 |
0.9959 |
|
1.000 |
0.9890 |
|
1.618 |
0.9779 |
|
2.618 |
0.9599 |
|
4.250 |
0.9305 |
|
|
| Fisher Pivots for day following 07-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0203 |
| PP |
1.0181 |
1.0181 |
| S1 |
1.0160 |
1.0160 |
|