CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 25-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Nov-2013 |
25-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9887 |
0.9843 |
-0.0044 |
-0.4% |
1.0001 |
| High |
0.9902 |
0.9850 |
-0.0052 |
-0.5% |
1.0050 |
| Low |
0.9883 |
0.9826 |
-0.0057 |
-0.6% |
0.9883 |
| Close |
0.9883 |
0.9850 |
-0.0033 |
-0.3% |
0.9883 |
| Range |
0.0019 |
0.0024 |
0.0005 |
26.3% |
0.0167 |
| ATR |
0.0041 |
0.0043 |
0.0001 |
2.7% |
0.0000 |
| Volume |
2 |
11 |
9 |
450.0% |
8 |
|
| Daily Pivots for day following 25-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9914 |
0.9906 |
0.9863 |
|
| R3 |
0.9890 |
0.9882 |
0.9857 |
|
| R2 |
0.9866 |
0.9866 |
0.9854 |
|
| R1 |
0.9858 |
0.9858 |
0.9852 |
0.9862 |
| PP |
0.9842 |
0.9842 |
0.9842 |
0.9844 |
| S1 |
0.9834 |
0.9834 |
0.9848 |
0.9838 |
| S2 |
0.9818 |
0.9818 |
0.9846 |
|
| S3 |
0.9794 |
0.9810 |
0.9843 |
|
| S4 |
0.9770 |
0.9786 |
0.9837 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0440 |
1.0328 |
0.9975 |
|
| R3 |
1.0273 |
1.0161 |
0.9929 |
|
| R2 |
1.0106 |
1.0106 |
0.9914 |
|
| R1 |
0.9994 |
0.9994 |
0.9898 |
0.9967 |
| PP |
0.9939 |
0.9939 |
0.9939 |
0.9925 |
| S1 |
0.9827 |
0.9827 |
0.9868 |
0.9800 |
| S2 |
0.9772 |
0.9772 |
0.9852 |
|
| S3 |
0.9605 |
0.9660 |
0.9837 |
|
| S4 |
0.9438 |
0.9493 |
0.9791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9826 |
0.0224 |
2.3% |
0.0034 |
0.3% |
11% |
False |
True |
3 |
| 10 |
1.0078 |
0.9826 |
0.0252 |
2.6% |
0.0019 |
0.2% |
10% |
False |
True |
3 |
| 20 |
1.0232 |
0.9826 |
0.0406 |
4.1% |
0.0016 |
0.2% |
6% |
False |
True |
2 |
| 40 |
1.0343 |
0.9826 |
0.0517 |
5.2% |
0.0010 |
0.1% |
5% |
False |
True |
3 |
| 60 |
1.0343 |
0.9826 |
0.0517 |
5.2% |
0.0008 |
0.1% |
5% |
False |
True |
4 |
| 80 |
1.0410 |
0.9826 |
0.0584 |
5.9% |
0.0006 |
0.1% |
4% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9952 |
|
2.618 |
0.9913 |
|
1.618 |
0.9889 |
|
1.000 |
0.9874 |
|
0.618 |
0.9865 |
|
HIGH |
0.9850 |
|
0.618 |
0.9841 |
|
0.500 |
0.9838 |
|
0.382 |
0.9835 |
|
LOW |
0.9826 |
|
0.618 |
0.9811 |
|
1.000 |
0.9802 |
|
1.618 |
0.9787 |
|
2.618 |
0.9763 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 25-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9846 |
0.9902 |
| PP |
0.9842 |
0.9884 |
| S1 |
0.9838 |
0.9867 |
|