CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 12-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Nov-2013 |
12-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0095 |
1.0094 |
-0.0001 |
0.0% |
1.0136 |
| High |
1.0115 |
1.0094 |
-0.0021 |
-0.2% |
1.0250 |
| Low |
1.0078 |
1.0032 |
-0.0046 |
-0.5% |
1.0070 |
| Close |
1.0084 |
1.0041 |
-0.0043 |
-0.4% |
1.0094 |
| Range |
0.0037 |
0.0062 |
0.0025 |
67.6% |
0.0180 |
| ATR |
0.0069 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
619 |
188 |
-431 |
-69.6% |
1,334 |
|
| Daily Pivots for day following 12-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0242 |
1.0203 |
1.0075 |
|
| R3 |
1.0180 |
1.0141 |
1.0058 |
|
| R2 |
1.0118 |
1.0118 |
1.0052 |
|
| R1 |
1.0079 |
1.0079 |
1.0047 |
1.0068 |
| PP |
1.0056 |
1.0056 |
1.0056 |
1.0050 |
| S1 |
1.0017 |
1.0017 |
1.0035 |
1.0006 |
| S2 |
0.9994 |
0.9994 |
1.0030 |
|
| S3 |
0.9932 |
0.9955 |
1.0024 |
|
| S4 |
0.9870 |
0.9893 |
1.0007 |
|
|
| 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 |
1.0032 |
0.0218 |
2.2% |
0.0085 |
0.8% |
4% |
False |
True |
391 |
| 10 |
1.0250 |
1.0032 |
0.0218 |
2.2% |
0.0068 |
0.7% |
4% |
False |
True |
232 |
| 20 |
1.0318 |
1.0032 |
0.0286 |
2.8% |
0.0062 |
0.6% |
3% |
False |
True |
157 |
| 40 |
1.0358 |
1.0032 |
0.0326 |
3.2% |
0.0067 |
0.7% |
3% |
False |
True |
144 |
| 60 |
1.0358 |
0.9969 |
0.0389 |
3.9% |
0.0056 |
0.6% |
19% |
False |
False |
99 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0045 |
0.4% |
17% |
False |
False |
75 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0041 |
0.4% |
28% |
False |
False |
62 |
| 120 |
1.0643 |
0.9820 |
0.0823 |
8.2% |
0.0045 |
0.4% |
27% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0358 |
|
2.618 |
1.0256 |
|
1.618 |
1.0194 |
|
1.000 |
1.0156 |
|
0.618 |
1.0132 |
|
HIGH |
1.0094 |
|
0.618 |
1.0070 |
|
0.500 |
1.0063 |
|
0.382 |
1.0056 |
|
LOW |
1.0032 |
|
0.618 |
0.9994 |
|
1.000 |
0.9970 |
|
1.618 |
0.9932 |
|
2.618 |
0.9870 |
|
4.250 |
0.9769 |
|
|
| Fisher Pivots for day following 12-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0063 |
1.0121 |
| PP |
1.0056 |
1.0094 |
| S1 |
1.0048 |
1.0068 |
|