CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
0.9999 |
-0.0021 |
-0.2% |
1.0095 |
| High |
1.0050 |
1.0023 |
-0.0027 |
-0.3% |
1.0115 |
| Low |
0.9983 |
0.9985 |
0.0002 |
0.0% |
0.9965 |
| Close |
0.9988 |
0.9998 |
0.0010 |
0.1% |
0.9985 |
| Range |
0.0067 |
0.0038 |
-0.0029 |
-43.3% |
0.0150 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
318 |
618 |
300 |
94.3% |
2,009 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0116 |
1.0095 |
1.0019 |
|
| R3 |
1.0078 |
1.0057 |
1.0008 |
|
| R2 |
1.0040 |
1.0040 |
1.0005 |
|
| R1 |
1.0019 |
1.0019 |
1.0001 |
1.0011 |
| PP |
1.0002 |
1.0002 |
1.0002 |
0.9998 |
| S1 |
0.9981 |
0.9981 |
0.9995 |
0.9973 |
| S2 |
0.9964 |
0.9964 |
0.9991 |
|
| S3 |
0.9926 |
0.9943 |
0.9988 |
|
| S4 |
0.9888 |
0.9905 |
0.9977 |
|
|
| 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 |
1.0093 |
0.9965 |
0.0128 |
1.3% |
0.0061 |
0.6% |
26% |
False |
False |
428 |
| 10 |
1.0250 |
0.9965 |
0.0285 |
2.9% |
0.0077 |
0.8% |
12% |
False |
False |
410 |
| 20 |
1.0318 |
0.9965 |
0.0353 |
3.5% |
0.0060 |
0.6% |
9% |
False |
False |
248 |
| 40 |
1.0358 |
0.9965 |
0.0393 |
3.9% |
0.0064 |
0.6% |
8% |
False |
False |
180 |
| 60 |
1.0358 |
0.9965 |
0.0393 |
3.9% |
0.0060 |
0.6% |
8% |
False |
False |
139 |
| 80 |
1.0398 |
0.9965 |
0.0433 |
4.3% |
0.0048 |
0.5% |
8% |
False |
False |
105 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
5.0% |
0.0043 |
0.4% |
19% |
False |
False |
86 |
| 120 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0047 |
0.5% |
13% |
False |
False |
73 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0185 |
|
2.618 |
1.0122 |
|
1.618 |
1.0084 |
|
1.000 |
1.0061 |
|
0.618 |
1.0046 |
|
HIGH |
1.0023 |
|
0.618 |
1.0008 |
|
0.500 |
1.0004 |
|
0.382 |
1.0000 |
|
LOW |
0.9985 |
|
0.618 |
0.9962 |
|
1.000 |
0.9947 |
|
1.618 |
0.9924 |
|
2.618 |
0.9886 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0004 |
1.0010 |
| PP |
1.0002 |
1.0006 |
| S1 |
1.0000 |
1.0002 |
|