CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9877 |
0.9853 |
-0.0024 |
-0.2% |
0.9974 |
| High |
0.9891 |
0.9890 |
-0.0001 |
0.0% |
1.0050 |
| Low |
0.9820 |
0.9845 |
0.0025 |
0.3% |
0.9872 |
| Close |
0.9844 |
0.9885 |
0.0041 |
0.4% |
0.9877 |
| Range |
0.0071 |
0.0045 |
-0.0026 |
-36.6% |
0.0178 |
| ATR |
0.0068 |
0.0066 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
5,616 |
1,149 |
-4,467 |
-79.5% |
2,481 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0008 |
0.9992 |
0.9910 |
|
| R3 |
0.9963 |
0.9947 |
0.9897 |
|
| R2 |
0.9918 |
0.9918 |
0.9893 |
|
| R1 |
0.9902 |
0.9902 |
0.9889 |
0.9910 |
| PP |
0.9873 |
0.9873 |
0.9873 |
0.9878 |
| S1 |
0.9857 |
0.9857 |
0.9881 |
0.9865 |
| S2 |
0.9828 |
0.9828 |
0.9877 |
|
| S3 |
0.9783 |
0.9812 |
0.9873 |
|
| S4 |
0.9738 |
0.9767 |
0.9860 |
|
|
| 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 |
1.0023 |
0.9820 |
0.0203 |
2.1% |
0.0059 |
0.6% |
32% |
False |
False |
1,725 |
| 10 |
1.0106 |
0.9820 |
0.0286 |
2.9% |
0.0062 |
0.6% |
23% |
False |
False |
1,044 |
| 20 |
1.0250 |
0.9820 |
0.0430 |
4.4% |
0.0065 |
0.7% |
15% |
False |
False |
638 |
| 40 |
1.0358 |
0.9820 |
0.0538 |
5.4% |
0.0063 |
0.6% |
12% |
False |
False |
374 |
| 60 |
1.0358 |
0.9820 |
0.0538 |
5.4% |
0.0062 |
0.6% |
12% |
False |
False |
272 |
| 80 |
1.0398 |
0.9820 |
0.0578 |
5.8% |
0.0051 |
0.5% |
11% |
False |
False |
205 |
| 100 |
1.0398 |
0.9820 |
0.0578 |
5.8% |
0.0044 |
0.4% |
11% |
False |
False |
166 |
| 120 |
1.0643 |
0.9820 |
0.0823 |
8.3% |
0.0044 |
0.4% |
8% |
False |
False |
139 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0081 |
|
2.618 |
1.0008 |
|
1.618 |
0.9963 |
|
1.000 |
0.9935 |
|
0.618 |
0.9918 |
|
HIGH |
0.9890 |
|
0.618 |
0.9873 |
|
0.500 |
0.9868 |
|
0.382 |
0.9862 |
|
LOW |
0.9845 |
|
0.618 |
0.9817 |
|
1.000 |
0.9800 |
|
1.618 |
0.9772 |
|
2.618 |
0.9727 |
|
4.250 |
0.9654 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9879 |
0.9878 |
| PP |
0.9873 |
0.9872 |
| S1 |
0.9868 |
0.9865 |
|