CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0040 |
1.0085 |
0.0045 |
0.4% |
1.0136 |
| High |
1.0106 |
1.0093 |
-0.0013 |
-0.1% |
1.0250 |
| Low |
1.0040 |
0.9992 |
-0.0048 |
-0.5% |
1.0070 |
| Close |
1.0072 |
1.0002 |
-0.0070 |
-0.7% |
1.0094 |
| Range |
0.0066 |
0.0101 |
0.0035 |
53.0% |
0.0180 |
| ATR |
0.0069 |
0.0071 |
0.0002 |
3.4% |
0.0000 |
| Volume |
293 |
241 |
-52 |
-17.7% |
1,334 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0268 |
1.0058 |
|
| R3 |
1.0231 |
1.0167 |
1.0030 |
|
| R2 |
1.0130 |
1.0130 |
1.0021 |
|
| R1 |
1.0066 |
1.0066 |
1.0011 |
1.0048 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0020 |
| S1 |
0.9965 |
0.9965 |
0.9993 |
0.9947 |
| S2 |
0.9928 |
0.9928 |
0.9983 |
|
| S3 |
0.9827 |
0.9864 |
0.9974 |
|
| S4 |
0.9726 |
0.9763 |
0.9946 |
|
|
| 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 |
1.0210 |
0.9992 |
0.0218 |
2.2% |
0.0077 |
0.8% |
5% |
False |
True |
392 |
| 10 |
1.0250 |
0.9992 |
0.0258 |
2.6% |
0.0077 |
0.8% |
4% |
False |
True |
278 |
| 20 |
1.0318 |
0.9992 |
0.0326 |
3.3% |
0.0061 |
0.6% |
3% |
False |
True |
170 |
| 40 |
1.0358 |
0.9992 |
0.0366 |
3.7% |
0.0064 |
0.6% |
3% |
False |
True |
156 |
| 60 |
1.0358 |
0.9969 |
0.0389 |
3.9% |
0.0059 |
0.6% |
8% |
False |
False |
108 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0046 |
0.5% |
8% |
False |
False |
82 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
5.0% |
0.0042 |
0.4% |
20% |
False |
False |
67 |
| 120 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0046 |
0.5% |
13% |
False |
False |
57 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0522 |
|
2.618 |
1.0357 |
|
1.618 |
1.0256 |
|
1.000 |
1.0194 |
|
0.618 |
1.0155 |
|
HIGH |
1.0093 |
|
0.618 |
1.0054 |
|
0.500 |
1.0043 |
|
0.382 |
1.0031 |
|
LOW |
0.9992 |
|
0.618 |
0.9930 |
|
1.000 |
0.9891 |
|
1.618 |
0.9829 |
|
2.618 |
0.9728 |
|
4.250 |
0.9563 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0049 |
| PP |
1.0029 |
1.0033 |
| S1 |
1.0016 |
1.0018 |
|