CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 15-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Nov-2013 |
15-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0002 |
-0.0083 |
-0.8% |
1.0095 |
| High |
1.0093 |
1.0007 |
-0.0086 |
-0.9% |
1.0115 |
| Low |
0.9992 |
0.9965 |
-0.0027 |
-0.3% |
0.9965 |
| Close |
1.0002 |
0.9985 |
-0.0017 |
-0.2% |
0.9985 |
| Range |
0.0101 |
0.0042 |
-0.0059 |
-58.4% |
0.0150 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
241 |
668 |
427 |
177.2% |
2,009 |
|
| Daily Pivots for day following 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0112 |
1.0090 |
1.0008 |
|
| R3 |
1.0070 |
1.0048 |
0.9997 |
|
| R2 |
1.0028 |
1.0028 |
0.9993 |
|
| R1 |
1.0006 |
1.0006 |
0.9989 |
0.9996 |
| PP |
0.9986 |
0.9986 |
0.9986 |
0.9981 |
| S1 |
0.9964 |
0.9964 |
0.9981 |
0.9954 |
| S2 |
0.9944 |
0.9944 |
0.9977 |
|
| S3 |
0.9902 |
0.9922 |
0.9973 |
|
| S4 |
0.9860 |
0.9880 |
0.9962 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0378 |
1.0068 |
|
| R3 |
1.0322 |
1.0228 |
1.0026 |
|
| R2 |
1.0172 |
1.0172 |
1.0013 |
|
| R1 |
1.0078 |
1.0078 |
0.9999 |
1.0050 |
| PP |
1.0022 |
1.0022 |
1.0022 |
1.0008 |
| S1 |
0.9928 |
0.9928 |
0.9971 |
0.9900 |
| S2 |
0.9872 |
0.9872 |
0.9958 |
|
| S3 |
0.9722 |
0.9778 |
0.9944 |
|
| S4 |
0.9572 |
0.9628 |
0.9903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0115 |
0.9965 |
0.0150 |
1.5% |
0.0062 |
0.6% |
13% |
False |
True |
401 |
| 10 |
1.0250 |
0.9965 |
0.0285 |
2.9% |
0.0071 |
0.7% |
7% |
False |
True |
334 |
| 20 |
1.0318 |
0.9965 |
0.0353 |
3.5% |
0.0060 |
0.6% |
6% |
False |
True |
197 |
| 40 |
1.0358 |
0.9965 |
0.0393 |
3.9% |
0.0064 |
0.6% |
5% |
False |
True |
155 |
| 60 |
1.0358 |
0.9965 |
0.0393 |
3.9% |
0.0059 |
0.6% |
5% |
False |
True |
119 |
| 80 |
1.0398 |
0.9965 |
0.0433 |
4.3% |
0.0047 |
0.5% |
5% |
False |
True |
90 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
5.0% |
0.0042 |
0.4% |
17% |
False |
False |
74 |
| 120 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0046 |
0.5% |
11% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0186 |
|
2.618 |
1.0117 |
|
1.618 |
1.0075 |
|
1.000 |
1.0049 |
|
0.618 |
1.0033 |
|
HIGH |
1.0007 |
|
0.618 |
0.9991 |
|
0.500 |
0.9986 |
|
0.382 |
0.9981 |
|
LOW |
0.9965 |
|
0.618 |
0.9939 |
|
1.000 |
0.9923 |
|
1.618 |
0.9897 |
|
2.618 |
0.9855 |
|
4.250 |
0.9787 |
|
|
| Fisher Pivots for day following 15-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9986 |
1.0036 |
| PP |
0.9986 |
1.0019 |
| S1 |
0.9985 |
1.0002 |
|