CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 26-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9843 |
0.9891 |
0.0048 |
0.5% |
1.0001 |
High |
0.9850 |
0.9891 |
0.0041 |
0.4% |
1.0050 |
Low |
0.9826 |
0.9891 |
0.0065 |
0.7% |
0.9883 |
Close |
0.9850 |
0.9891 |
0.0041 |
0.4% |
0.9883 |
Range |
0.0024 |
0.0000 |
-0.0024 |
-100.0% |
0.0167 |
ATR |
0.0043 |
0.0042 |
0.0000 |
-0.3% |
0.0000 |
Volume |
11 |
2 |
-9 |
-81.8% |
8 |
|
Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9891 |
0.9891 |
0.9891 |
|
R3 |
0.9891 |
0.9891 |
0.9891 |
|
R2 |
0.9891 |
0.9891 |
0.9891 |
|
R1 |
0.9891 |
0.9891 |
0.9891 |
0.9891 |
PP |
0.9891 |
0.9891 |
0.9891 |
0.9891 |
S1 |
0.9891 |
0.9891 |
0.9891 |
0.9891 |
S2 |
0.9891 |
0.9891 |
0.9891 |
|
S3 |
0.9891 |
0.9891 |
0.9891 |
|
S4 |
0.9891 |
0.9891 |
0.9891 |
|
|
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 |
1.0005 |
0.9826 |
0.0179 |
1.8% |
0.0023 |
0.2% |
36% |
False |
False |
3 |
10 |
1.0078 |
0.9826 |
0.0252 |
2.5% |
0.0019 |
0.2% |
26% |
False |
False |
3 |
20 |
1.0232 |
0.9826 |
0.0406 |
4.1% |
0.0016 |
0.2% |
16% |
False |
False |
2 |
40 |
1.0343 |
0.9826 |
0.0517 |
5.2% |
0.0010 |
0.1% |
13% |
False |
False |
3 |
60 |
1.0343 |
0.9826 |
0.0517 |
5.2% |
0.0008 |
0.1% |
13% |
False |
False |
4 |
80 |
1.0410 |
0.9826 |
0.0584 |
5.9% |
0.0006 |
0.1% |
11% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9891 |
2.618 |
0.9891 |
1.618 |
0.9891 |
1.000 |
0.9891 |
0.618 |
0.9891 |
HIGH |
0.9891 |
0.618 |
0.9891 |
0.500 |
0.9891 |
0.382 |
0.9891 |
LOW |
0.9891 |
0.618 |
0.9891 |
1.000 |
0.9891 |
1.618 |
0.9891 |
2.618 |
0.9891 |
4.250 |
0.9891 |
|
|
Fisher Pivots for day following 26-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9891 |
0.9882 |
PP |
0.9891 |
0.9873 |
S1 |
0.9891 |
0.9864 |
|