CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 29-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9881 |
0.9791 |
-0.0090 |
-0.9% |
0.9877 |
| High |
0.9883 |
0.9816 |
-0.0067 |
-0.7% |
0.9891 |
| Low |
0.9777 |
0.9753 |
-0.0024 |
-0.2% |
0.9753 |
| Close |
0.9799 |
0.9767 |
-0.0032 |
-0.3% |
0.9767 |
| Range |
0.0106 |
0.0063 |
-0.0043 |
-40.6% |
0.0138 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
920 |
1,011 |
91 |
9.9% |
8,696 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9968 |
0.9930 |
0.9802 |
|
| R3 |
0.9905 |
0.9867 |
0.9784 |
|
| R2 |
0.9842 |
0.9842 |
0.9779 |
|
| R1 |
0.9804 |
0.9804 |
0.9773 |
0.9792 |
| PP |
0.9779 |
0.9779 |
0.9779 |
0.9772 |
| S1 |
0.9741 |
0.9741 |
0.9761 |
0.9729 |
| S2 |
0.9716 |
0.9716 |
0.9755 |
|
| S3 |
0.9653 |
0.9678 |
0.9750 |
|
| S4 |
0.9590 |
0.9615 |
0.9732 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0130 |
0.9843 |
|
| R3 |
1.0080 |
0.9992 |
0.9805 |
|
| R2 |
0.9942 |
0.9942 |
0.9792 |
|
| R1 |
0.9854 |
0.9854 |
0.9780 |
0.9829 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9791 |
| S1 |
0.9716 |
0.9716 |
0.9754 |
0.9691 |
| S2 |
0.9666 |
0.9666 |
0.9742 |
|
| S3 |
0.9528 |
0.9578 |
0.9729 |
|
| S4 |
0.9390 |
0.9440 |
0.9691 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9910 |
0.9753 |
0.0157 |
1.6% |
0.0064 |
0.7% |
9% |
False |
True |
1,875 |
| 10 |
1.0050 |
0.9753 |
0.0297 |
3.0% |
0.0063 |
0.6% |
5% |
False |
True |
1,184 |
| 20 |
1.0250 |
0.9753 |
0.0497 |
5.1% |
0.0070 |
0.7% |
3% |
False |
True |
731 |
| 40 |
1.0358 |
0.9753 |
0.0605 |
6.2% |
0.0062 |
0.6% |
2% |
False |
True |
415 |
| 60 |
1.0358 |
0.9753 |
0.0605 |
6.2% |
0.0064 |
0.7% |
2% |
False |
True |
304 |
| 80 |
1.0398 |
0.9753 |
0.0645 |
6.6% |
0.0052 |
0.5% |
2% |
False |
True |
229 |
| 100 |
1.0398 |
0.9753 |
0.0645 |
6.6% |
0.0046 |
0.5% |
2% |
False |
True |
185 |
| 120 |
1.0643 |
0.9753 |
0.0890 |
9.1% |
0.0045 |
0.5% |
2% |
False |
True |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0084 |
|
2.618 |
0.9981 |
|
1.618 |
0.9918 |
|
1.000 |
0.9879 |
|
0.618 |
0.9855 |
|
HIGH |
0.9816 |
|
0.618 |
0.9792 |
|
0.500 |
0.9785 |
|
0.382 |
0.9777 |
|
LOW |
0.9753 |
|
0.618 |
0.9714 |
|
1.000 |
0.9690 |
|
1.618 |
0.9651 |
|
2.618 |
0.9588 |
|
4.250 |
0.9485 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9785 |
0.9822 |
| PP |
0.9779 |
0.9803 |
| S1 |
0.9773 |
0.9785 |
|