CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9884 |
0.9877 |
-0.0007 |
-0.1% |
0.9974 |
| High |
0.9910 |
0.9891 |
-0.0019 |
-0.2% |
1.0050 |
| Low |
0.9873 |
0.9820 |
-0.0053 |
-0.5% |
0.9872 |
| Close |
0.9877 |
0.9844 |
-0.0033 |
-0.3% |
0.9877 |
| Range |
0.0037 |
0.0071 |
0.0034 |
91.9% |
0.0178 |
| ATR |
0.0068 |
0.0068 |
0.0000 |
0.4% |
0.0000 |
| Volume |
680 |
5,616 |
4,936 |
725.9% |
2,481 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0065 |
1.0025 |
0.9883 |
|
| R3 |
0.9994 |
0.9954 |
0.9864 |
|
| R2 |
0.9923 |
0.9923 |
0.9857 |
|
| R1 |
0.9883 |
0.9883 |
0.9851 |
0.9868 |
| PP |
0.9852 |
0.9852 |
0.9852 |
0.9844 |
| S1 |
0.9812 |
0.9812 |
0.9837 |
0.9797 |
| S2 |
0.9781 |
0.9781 |
0.9831 |
|
| S3 |
0.9710 |
0.9741 |
0.9824 |
|
| S4 |
0.9639 |
0.9670 |
0.9805 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0350 |
0.9975 |
|
| R3 |
1.0289 |
1.0172 |
0.9926 |
|
| R2 |
1.0111 |
1.0111 |
0.9910 |
|
| R1 |
0.9994 |
0.9994 |
0.9893 |
0.9964 |
| PP |
0.9933 |
0.9933 |
0.9933 |
0.9918 |
| S1 |
0.9816 |
0.9816 |
0.9861 |
0.9786 |
| S2 |
0.9755 |
0.9755 |
0.9844 |
|
| S3 |
0.9577 |
0.9638 |
0.9828 |
|
| S4 |
0.9399 |
0.9460 |
0.9779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9820 |
0.0230 |
2.3% |
0.0063 |
0.6% |
10% |
False |
True |
1,559 |
| 10 |
1.0106 |
0.9820 |
0.0286 |
2.9% |
0.0064 |
0.7% |
8% |
False |
True |
948 |
| 20 |
1.0250 |
0.9820 |
0.0430 |
4.4% |
0.0065 |
0.7% |
6% |
False |
True |
584 |
| 40 |
1.0358 |
0.9820 |
0.0538 |
5.5% |
0.0063 |
0.6% |
4% |
False |
True |
347 |
| 60 |
1.0358 |
0.9820 |
0.0538 |
5.5% |
0.0062 |
0.6% |
4% |
False |
True |
253 |
| 80 |
1.0398 |
0.9820 |
0.0578 |
5.9% |
0.0051 |
0.5% |
4% |
False |
True |
191 |
| 100 |
1.0398 |
0.9820 |
0.0578 |
5.9% |
0.0044 |
0.4% |
4% |
False |
True |
154 |
| 120 |
1.0643 |
0.9820 |
0.0823 |
8.4% |
0.0045 |
0.5% |
3% |
False |
True |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0193 |
|
2.618 |
1.0077 |
|
1.618 |
1.0006 |
|
1.000 |
0.9962 |
|
0.618 |
0.9935 |
|
HIGH |
0.9891 |
|
0.618 |
0.9864 |
|
0.500 |
0.9856 |
|
0.382 |
0.9847 |
|
LOW |
0.9820 |
|
0.618 |
0.9776 |
|
1.000 |
0.9749 |
|
1.618 |
0.9705 |
|
2.618 |
0.9634 |
|
4.250 |
0.9518 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9856 |
0.9897 |
| PP |
0.9852 |
0.9879 |
| S1 |
0.9848 |
0.9862 |
|