CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 07-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Nov-2013 |
07-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.0150 |
1.0130 |
-0.0020 |
-0.2% |
1.0255 |
High |
1.0150 |
1.0232 |
0.0082 |
0.8% |
1.0255 |
Low |
1.0149 |
1.0124 |
-0.0025 |
-0.2% |
1.0141 |
Close |
1.0149 |
1.0232 |
0.0083 |
0.8% |
1.0141 |
Range |
0.0001 |
0.0108 |
0.0107 |
10,700.0% |
0.0114 |
ATR |
0.0033 |
0.0038 |
0.0005 |
16.6% |
0.0000 |
Volume |
1 |
2 |
1 |
100.0% |
13 |
|
Daily Pivots for day following 07-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0520 |
1.0484 |
1.0291 |
|
R3 |
1.0412 |
1.0376 |
1.0262 |
|
R2 |
1.0304 |
1.0304 |
1.0252 |
|
R1 |
1.0268 |
1.0268 |
1.0242 |
1.0286 |
PP |
1.0196 |
1.0196 |
1.0196 |
1.0205 |
S1 |
1.0160 |
1.0160 |
1.0222 |
1.0178 |
S2 |
1.0088 |
1.0088 |
1.0212 |
|
S3 |
0.9980 |
1.0052 |
1.0202 |
|
S4 |
0.9872 |
0.9944 |
1.0173 |
|
|
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 |
1.0232 |
1.0124 |
0.0108 |
1.1% |
0.0022 |
0.2% |
100% |
True |
True |
1 |
10 |
1.0289 |
1.0124 |
0.0165 |
1.6% |
0.0011 |
0.1% |
65% |
False |
True |
2 |
20 |
1.0293 |
1.0124 |
0.0169 |
1.7% |
0.0006 |
0.1% |
64% |
False |
True |
2 |
40 |
1.0343 |
1.0086 |
0.0257 |
2.5% |
0.0005 |
0.0% |
57% |
False |
False |
4 |
60 |
1.0343 |
0.9986 |
0.0357 |
3.5% |
0.0005 |
0.1% |
69% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0691 |
2.618 |
1.0515 |
1.618 |
1.0407 |
1.000 |
1.0340 |
0.618 |
1.0299 |
HIGH |
1.0232 |
0.618 |
1.0191 |
0.500 |
1.0178 |
0.382 |
1.0165 |
LOW |
1.0124 |
0.618 |
1.0057 |
1.000 |
1.0016 |
1.618 |
0.9949 |
2.618 |
0.9841 |
4.250 |
0.9665 |
|
|
Fisher Pivots for day following 07-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0214 |
1.0214 |
PP |
1.0196 |
1.0196 |
S1 |
1.0178 |
1.0178 |
|