CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 19-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Nov-2013 |
19-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
1.0020 |
0.0046 |
0.5% |
1.0095 |
| High |
1.0025 |
1.0050 |
0.0025 |
0.2% |
1.0115 |
| Low |
0.9970 |
0.9983 |
0.0013 |
0.1% |
0.9965 |
| Close |
1.0001 |
0.9988 |
-0.0013 |
-0.1% |
0.9985 |
| Range |
0.0055 |
0.0067 |
0.0012 |
21.8% |
0.0150 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
299 |
318 |
19 |
6.4% |
2,009 |
|
| Daily Pivots for day following 19-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0208 |
1.0165 |
1.0025 |
|
| R3 |
1.0141 |
1.0098 |
1.0006 |
|
| R2 |
1.0074 |
1.0074 |
1.0000 |
|
| R1 |
1.0031 |
1.0031 |
0.9994 |
1.0019 |
| PP |
1.0007 |
1.0007 |
1.0007 |
1.0001 |
| S1 |
0.9964 |
0.9964 |
0.9982 |
0.9952 |
| S2 |
0.9940 |
0.9940 |
0.9976 |
|
| S3 |
0.9873 |
0.9897 |
0.9970 |
|
| S4 |
0.9806 |
0.9830 |
0.9951 |
|
|
| 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% |
0.0066 |
0.7% |
16% |
False |
False |
363 |
| 10 |
1.0250 |
0.9965 |
0.0285 |
2.9% |
0.0076 |
0.8% |
8% |
False |
False |
377 |
| 20 |
1.0318 |
0.9965 |
0.0353 |
3.5% |
0.0062 |
0.6% |
7% |
False |
False |
222 |
| 40 |
1.0358 |
0.9965 |
0.0393 |
3.9% |
0.0064 |
0.6% |
6% |
False |
False |
167 |
| 60 |
1.0358 |
0.9965 |
0.0393 |
3.9% |
0.0061 |
0.6% |
6% |
False |
False |
129 |
| 80 |
1.0398 |
0.9965 |
0.0433 |
4.3% |
0.0048 |
0.5% |
5% |
False |
False |
98 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
5.0% |
0.0043 |
0.4% |
17% |
False |
False |
80 |
| 120 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0047 |
0.5% |
12% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0335 |
|
2.618 |
1.0225 |
|
1.618 |
1.0158 |
|
1.000 |
1.0117 |
|
0.618 |
1.0091 |
|
HIGH |
1.0050 |
|
0.618 |
1.0024 |
|
0.500 |
1.0017 |
|
0.382 |
1.0009 |
|
LOW |
0.9983 |
|
0.618 |
0.9942 |
|
1.000 |
0.9916 |
|
1.618 |
0.9875 |
|
2.618 |
0.9808 |
|
4.250 |
0.9698 |
|
|
| Fisher Pivots for day following 19-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0017 |
1.0008 |
| PP |
1.0007 |
1.0001 |
| S1 |
0.9998 |
0.9995 |
|