CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 18-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Nov-2013 |
18-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0002 |
0.9974 |
-0.0028 |
-0.3% |
1.0095 |
| High |
1.0007 |
1.0025 |
0.0018 |
0.2% |
1.0115 |
| Low |
0.9965 |
0.9970 |
0.0005 |
0.1% |
0.9965 |
| Close |
0.9985 |
1.0001 |
0.0016 |
0.2% |
0.9985 |
| Range |
0.0042 |
0.0055 |
0.0013 |
31.0% |
0.0150 |
| ATR |
0.0069 |
0.0068 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
668 |
299 |
-369 |
-55.2% |
2,009 |
|
| Daily Pivots for day following 18-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0164 |
1.0137 |
1.0031 |
|
| R3 |
1.0109 |
1.0082 |
1.0016 |
|
| R2 |
1.0054 |
1.0054 |
1.0011 |
|
| R1 |
1.0027 |
1.0027 |
1.0006 |
1.0041 |
| PP |
0.9999 |
0.9999 |
0.9999 |
1.0005 |
| S1 |
0.9972 |
0.9972 |
0.9996 |
0.9986 |
| S2 |
0.9944 |
0.9944 |
0.9991 |
|
| S3 |
0.9889 |
0.9917 |
0.9986 |
|
| S4 |
0.9834 |
0.9862 |
0.9971 |
|
|
| 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 |
1.0106 |
0.9965 |
0.0141 |
1.4% |
0.0065 |
0.7% |
26% |
False |
False |
337 |
| 10 |
1.0250 |
0.9965 |
0.0285 |
2.8% |
0.0074 |
0.7% |
13% |
False |
False |
355 |
| 20 |
1.0318 |
0.9965 |
0.0353 |
3.5% |
0.0062 |
0.6% |
10% |
False |
False |
209 |
| 40 |
1.0358 |
0.9965 |
0.0393 |
3.9% |
0.0064 |
0.6% |
9% |
False |
False |
160 |
| 60 |
1.0358 |
0.9965 |
0.0393 |
3.9% |
0.0060 |
0.6% |
9% |
False |
False |
124 |
| 80 |
1.0398 |
0.9965 |
0.0433 |
4.3% |
0.0048 |
0.5% |
8% |
False |
False |
94 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
5.0% |
0.0042 |
0.4% |
20% |
False |
False |
77 |
| 120 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0047 |
0.5% |
13% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0259 |
|
2.618 |
1.0169 |
|
1.618 |
1.0114 |
|
1.000 |
1.0080 |
|
0.618 |
1.0059 |
|
HIGH |
1.0025 |
|
0.618 |
1.0004 |
|
0.500 |
0.9998 |
|
0.382 |
0.9991 |
|
LOW |
0.9970 |
|
0.618 |
0.9936 |
|
1.000 |
0.9915 |
|
1.618 |
0.9881 |
|
2.618 |
0.9826 |
|
4.250 |
0.9736 |
|
|
| Fisher Pivots for day following 18-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
1.0029 |
| PP |
0.9999 |
1.0020 |
| S1 |
0.9998 |
1.0010 |
|