CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 08-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.0130 |
1.0101 |
-0.0029 |
-0.3% |
1.0163 |
High |
1.0232 |
1.0101 |
-0.0131 |
-1.3% |
1.0232 |
Low |
1.0124 |
1.0101 |
-0.0023 |
-0.2% |
1.0101 |
Close |
1.0232 |
1.0101 |
-0.0131 |
-1.3% |
1.0101 |
Range |
0.0108 |
0.0000 |
-0.0108 |
-100.0% |
0.0131 |
ATR |
0.0038 |
0.0045 |
0.0007 |
17.5% |
0.0000 |
Volume |
2 |
4 |
2 |
100.0% |
9 |
|
Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0101 |
1.0101 |
1.0101 |
|
R3 |
1.0101 |
1.0101 |
1.0101 |
|
R2 |
1.0101 |
1.0101 |
1.0101 |
|
R1 |
1.0101 |
1.0101 |
1.0101 |
1.0101 |
PP |
1.0101 |
1.0101 |
1.0101 |
1.0101 |
S1 |
1.0101 |
1.0101 |
1.0101 |
1.0101 |
S2 |
1.0101 |
1.0101 |
1.0101 |
|
S3 |
1.0101 |
1.0101 |
1.0101 |
|
S4 |
1.0101 |
1.0101 |
1.0101 |
|
|
Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0538 |
1.0450 |
1.0173 |
|
R3 |
1.0407 |
1.0319 |
1.0137 |
|
R2 |
1.0276 |
1.0276 |
1.0125 |
|
R1 |
1.0188 |
1.0188 |
1.0113 |
1.0167 |
PP |
1.0145 |
1.0145 |
1.0145 |
1.0134 |
S1 |
1.0057 |
1.0057 |
1.0089 |
1.0036 |
S2 |
1.0014 |
1.0014 |
1.0077 |
|
S3 |
0.9883 |
0.9926 |
1.0065 |
|
S4 |
0.9752 |
0.9795 |
1.0029 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0232 |
1.0101 |
0.0131 |
1.3% |
0.0022 |
0.2% |
0% |
False |
True |
1 |
10 |
1.0255 |
1.0101 |
0.0154 |
1.5% |
0.0011 |
0.1% |
0% |
False |
True |
2 |
20 |
1.0293 |
1.0101 |
0.0192 |
1.9% |
0.0006 |
0.1% |
0% |
False |
True |
2 |
40 |
1.0343 |
1.0086 |
0.0257 |
2.5% |
0.0005 |
0.1% |
6% |
False |
False |
4 |
60 |
1.0343 |
0.9986 |
0.0357 |
3.5% |
0.0005 |
0.1% |
32% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0101 |
2.618 |
1.0101 |
1.618 |
1.0101 |
1.000 |
1.0101 |
0.618 |
1.0101 |
HIGH |
1.0101 |
0.618 |
1.0101 |
0.500 |
1.0101 |
0.382 |
1.0101 |
LOW |
1.0101 |
0.618 |
1.0101 |
1.000 |
1.0101 |
1.618 |
1.0101 |
2.618 |
1.0101 |
4.250 |
1.0101 |
|
|
Fisher Pivots for day following 08-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0101 |
1.0167 |
PP |
1.0101 |
1.0145 |
S1 |
1.0101 |
1.0123 |
|