CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 11-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Nov-2013 |
11-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
1.0101 |
1.0103 |
0.0002 |
0.0% |
1.0163 |
High |
1.0101 |
1.0103 |
0.0002 |
0.0% |
1.0232 |
Low |
1.0101 |
1.0092 |
-0.0009 |
-0.1% |
1.0101 |
Close |
1.0101 |
1.0092 |
-0.0009 |
-0.1% |
1.0101 |
Range |
0.0000 |
0.0011 |
0.0011 |
|
0.0131 |
ATR |
0.0045 |
0.0042 |
-0.0002 |
-5.4% |
0.0000 |
Volume |
4 |
4 |
0 |
0.0% |
9 |
|
Daily Pivots for day following 11-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0129 |
1.0121 |
1.0098 |
|
R3 |
1.0118 |
1.0110 |
1.0095 |
|
R2 |
1.0107 |
1.0107 |
1.0094 |
|
R1 |
1.0099 |
1.0099 |
1.0093 |
1.0098 |
PP |
1.0096 |
1.0096 |
1.0096 |
1.0095 |
S1 |
1.0088 |
1.0088 |
1.0091 |
1.0087 |
S2 |
1.0085 |
1.0085 |
1.0090 |
|
S3 |
1.0074 |
1.0077 |
1.0089 |
|
S4 |
1.0063 |
1.0066 |
1.0086 |
|
|
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 |
1.0092 |
0.0140 |
1.4% |
0.0024 |
0.2% |
0% |
False |
True |
2 |
10 |
1.0232 |
1.0092 |
0.0140 |
1.4% |
0.0012 |
0.1% |
0% |
False |
True |
2 |
20 |
1.0293 |
1.0092 |
0.0201 |
2.0% |
0.0006 |
0.1% |
0% |
False |
True |
2 |
40 |
1.0343 |
1.0086 |
0.0257 |
2.5% |
0.0005 |
0.1% |
2% |
False |
False |
4 |
60 |
1.0343 |
0.9986 |
0.0357 |
3.5% |
0.0005 |
0.1% |
30% |
False |
False |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0150 |
2.618 |
1.0132 |
1.618 |
1.0121 |
1.000 |
1.0114 |
0.618 |
1.0110 |
HIGH |
1.0103 |
0.618 |
1.0099 |
0.500 |
1.0098 |
0.382 |
1.0096 |
LOW |
1.0092 |
0.618 |
1.0085 |
1.000 |
1.0081 |
1.618 |
1.0074 |
2.618 |
1.0063 |
4.250 |
1.0045 |
|
|
Fisher Pivots for day following 11-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0098 |
1.0162 |
PP |
1.0096 |
1.0139 |
S1 |
1.0094 |
1.0115 |
|