CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 05-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.0163 |
1.0159 |
-0.0004 |
0.0% |
1.0255 |
High |
1.0163 |
1.0159 |
-0.0004 |
0.0% |
1.0255 |
Low |
1.0163 |
1.0159 |
-0.0004 |
0.0% |
1.0141 |
Close |
1.0163 |
1.0159 |
-0.0004 |
0.0% |
1.0141 |
Range |
|
|
|
|
|
ATR |
0.0037 |
0.0034 |
-0.0002 |
-6.4% |
0.0000 |
Volume |
1 |
1 |
0 |
0.0% |
13 |
|
Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0159 |
1.0159 |
1.0159 |
|
R3 |
1.0159 |
1.0159 |
1.0159 |
|
R2 |
1.0159 |
1.0159 |
1.0159 |
|
R1 |
1.0159 |
1.0159 |
1.0159 |
1.0159 |
PP |
1.0159 |
1.0159 |
1.0159 |
1.0159 |
S1 |
1.0159 |
1.0159 |
1.0159 |
1.0159 |
S2 |
1.0159 |
1.0159 |
1.0159 |
|
S3 |
1.0159 |
1.0159 |
1.0159 |
|
S4 |
1.0159 |
1.0159 |
1.0159 |
|
|
Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0521 |
1.0445 |
1.0204 |
|
R3 |
1.0407 |
1.0331 |
1.0172 |
|
R2 |
1.0293 |
1.0293 |
1.0162 |
|
R1 |
1.0217 |
1.0217 |
1.0151 |
1.0198 |
PP |
1.0179 |
1.0179 |
1.0179 |
1.0170 |
S1 |
1.0103 |
1.0103 |
1.0131 |
1.0084 |
S2 |
1.0065 |
1.0065 |
1.0120 |
|
S3 |
0.9951 |
0.9989 |
1.0110 |
|
S4 |
0.9837 |
0.9875 |
1.0078 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0190 |
1.0141 |
0.0049 |
0.5% |
0.0001 |
0.0% |
37% |
False |
False |
1 |
10 |
1.0293 |
1.0141 |
0.0152 |
1.5% |
0.0000 |
0.0% |
12% |
False |
False |
2 |
20 |
1.0305 |
1.0141 |
0.0164 |
1.6% |
0.0004 |
0.0% |
11% |
False |
False |
3 |
40 |
1.0343 |
1.0027 |
0.0316 |
3.1% |
0.0002 |
0.0% |
42% |
False |
False |
4 |
60 |
1.0343 |
0.9986 |
0.0357 |
3.5% |
0.0003 |
0.0% |
48% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0159 |
2.618 |
1.0159 |
1.618 |
1.0159 |
1.000 |
1.0159 |
0.618 |
1.0159 |
HIGH |
1.0159 |
0.618 |
1.0159 |
0.500 |
1.0159 |
0.382 |
1.0159 |
LOW |
1.0159 |
0.618 |
1.0159 |
1.000 |
1.0159 |
1.618 |
1.0159 |
2.618 |
1.0159 |
4.250 |
1.0159 |
|
|
Fisher Pivots for day following 05-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0159 |
1.0157 |
PP |
1.0159 |
1.0154 |
S1 |
1.0159 |
1.0152 |
|