CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 21-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Nov-2013 |
21-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
0.9977 |
-0.0028 |
-0.3% |
1.0103 |
| High |
1.0005 |
0.9977 |
-0.0028 |
-0.3% |
1.0103 |
| Low |
1.0005 |
0.9904 |
-0.0101 |
-1.0% |
0.9992 |
| Close |
1.0005 |
0.9904 |
-0.0101 |
-1.0% |
0.9992 |
| Range |
0.0000 |
0.0073 |
0.0073 |
|
0.0111 |
| ATR |
0.0039 |
0.0043 |
0.0004 |
11.6% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
16 |
|
| Daily Pivots for day following 21-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0147 |
1.0099 |
0.9944 |
|
| R3 |
1.0074 |
1.0026 |
0.9924 |
|
| R2 |
1.0001 |
1.0001 |
0.9917 |
|
| R1 |
0.9953 |
0.9953 |
0.9911 |
0.9941 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9922 |
| S1 |
0.9880 |
0.9880 |
0.9897 |
0.9868 |
| S2 |
0.9855 |
0.9855 |
0.9891 |
|
| S3 |
0.9782 |
0.9807 |
0.9884 |
|
| S4 |
0.9709 |
0.9734 |
0.9864 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0288 |
1.0053 |
|
| R3 |
1.0251 |
1.0177 |
1.0023 |
|
| R2 |
1.0140 |
1.0140 |
1.0012 |
|
| R1 |
1.0066 |
1.0066 |
1.0002 |
1.0048 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0020 |
| S1 |
0.9955 |
0.9955 |
0.9982 |
0.9937 |
| S2 |
0.9918 |
0.9918 |
0.9972 |
|
| S3 |
0.9807 |
0.9844 |
0.9961 |
|
| S4 |
0.9696 |
0.9733 |
0.9931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9904 |
0.0146 |
1.5% |
0.0029 |
0.3% |
0% |
False |
True |
1 |
| 10 |
1.0103 |
0.9904 |
0.0199 |
2.0% |
0.0016 |
0.2% |
0% |
False |
True |
2 |
| 20 |
1.0289 |
0.9904 |
0.0385 |
3.9% |
0.0014 |
0.1% |
0% |
False |
True |
2 |
| 40 |
1.0343 |
0.9904 |
0.0439 |
4.4% |
0.0009 |
0.1% |
0% |
False |
True |
3 |
| 60 |
1.0343 |
0.9904 |
0.0439 |
4.4% |
0.0007 |
0.1% |
0% |
False |
True |
4 |
| 80 |
1.0410 |
0.9904 |
0.0506 |
5.1% |
0.0006 |
0.1% |
0% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0287 |
|
2.618 |
1.0168 |
|
1.618 |
1.0095 |
|
1.000 |
1.0050 |
|
0.618 |
1.0022 |
|
HIGH |
0.9977 |
|
0.618 |
0.9949 |
|
0.500 |
0.9941 |
|
0.382 |
0.9932 |
|
LOW |
0.9904 |
|
0.618 |
0.9859 |
|
1.000 |
0.9831 |
|
1.618 |
0.9786 |
|
2.618 |
0.9713 |
|
4.250 |
0.9594 |
|
|
| Fisher Pivots for day following 21-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9941 |
0.9977 |
| PP |
0.9928 |
0.9953 |
| S1 |
0.9916 |
0.9928 |
|