CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 11-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0195 |
1.0095 |
-0.0100 |
-1.0% |
1.0136 |
| High |
1.0210 |
1.0115 |
-0.0095 |
-0.9% |
1.0250 |
| Low |
1.0089 |
1.0078 |
-0.0011 |
-0.1% |
1.0070 |
| Close |
1.0094 |
1.0084 |
-0.0010 |
-0.1% |
1.0094 |
| Range |
0.0121 |
0.0037 |
-0.0084 |
-69.4% |
0.0180 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.5% |
0.0000 |
| Volume |
622 |
619 |
-3 |
-0.5% |
1,334 |
|
| Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0203 |
1.0181 |
1.0104 |
|
| R3 |
1.0166 |
1.0144 |
1.0094 |
|
| R2 |
1.0129 |
1.0129 |
1.0091 |
|
| R1 |
1.0107 |
1.0107 |
1.0087 |
1.0100 |
| PP |
1.0092 |
1.0092 |
1.0092 |
1.0089 |
| S1 |
1.0070 |
1.0070 |
1.0081 |
1.0063 |
| S2 |
1.0055 |
1.0055 |
1.0077 |
|
| S3 |
1.0018 |
1.0033 |
1.0074 |
|
| S4 |
0.9981 |
0.9996 |
1.0064 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0566 |
1.0193 |
|
| R3 |
1.0498 |
1.0386 |
1.0144 |
|
| R2 |
1.0318 |
1.0318 |
1.0127 |
|
| R1 |
1.0206 |
1.0206 |
1.0111 |
1.0172 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0121 |
| S1 |
1.0026 |
1.0026 |
1.0078 |
0.9992 |
| S2 |
0.9958 |
0.9958 |
1.0061 |
|
| S3 |
0.9778 |
0.9846 |
1.0045 |
|
| S4 |
0.9598 |
0.9666 |
0.9995 |
|
|
| 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% |
0.0082 |
0.8% |
8% |
False |
False |
374 |
| 10 |
1.0250 |
1.0070 |
0.0180 |
1.8% |
0.0066 |
0.7% |
8% |
False |
False |
220 |
| 20 |
1.0318 |
1.0070 |
0.0248 |
2.5% |
0.0063 |
0.6% |
6% |
False |
False |
151 |
| 40 |
1.0358 |
1.0048 |
0.0310 |
3.1% |
0.0066 |
0.7% |
12% |
False |
False |
139 |
| 60 |
1.0358 |
0.9969 |
0.0389 |
3.9% |
0.0055 |
0.5% |
30% |
False |
False |
96 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0044 |
0.4% |
27% |
False |
False |
73 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0041 |
0.4% |
37% |
False |
False |
60 |
| 120 |
1.0643 |
0.9820 |
0.0823 |
8.2% |
0.0045 |
0.4% |
32% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0272 |
|
2.618 |
1.0212 |
|
1.618 |
1.0175 |
|
1.000 |
1.0152 |
|
0.618 |
1.0138 |
|
HIGH |
1.0115 |
|
0.618 |
1.0101 |
|
0.500 |
1.0097 |
|
0.382 |
1.0092 |
|
LOW |
1.0078 |
|
0.618 |
1.0055 |
|
1.000 |
1.0041 |
|
1.618 |
1.0018 |
|
2.618 |
0.9981 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 11-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0097 |
1.0160 |
| PP |
1.0092 |
1.0135 |
| S1 |
1.0088 |
1.0109 |
|