CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 29-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Nov-2013 |
29-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9873 |
0.9773 |
-0.0100 |
-1.0% |
0.9843 |
High |
0.9873 |
0.9773 |
-0.0100 |
-1.0% |
0.9891 |
Low |
0.9805 |
0.9773 |
-0.0032 |
-0.3% |
0.9773 |
Close |
0.9805 |
0.9773 |
-0.0032 |
-0.3% |
0.9773 |
Range |
0.0068 |
0.0000 |
-0.0068 |
-100.0% |
0.0118 |
ATR |
0.0046 |
0.0045 |
-0.0001 |
-2.1% |
0.0000 |
Volume |
10 |
14 |
4 |
40.0% |
37 |
|
Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9773 |
0.9773 |
0.9773 |
|
R3 |
0.9773 |
0.9773 |
0.9773 |
|
R2 |
0.9773 |
0.9773 |
0.9773 |
|
R1 |
0.9773 |
0.9773 |
0.9773 |
0.9773 |
PP |
0.9773 |
0.9773 |
0.9773 |
0.9773 |
S1 |
0.9773 |
0.9773 |
0.9773 |
0.9773 |
S2 |
0.9773 |
0.9773 |
0.9773 |
|
S3 |
0.9773 |
0.9773 |
0.9773 |
|
S4 |
0.9773 |
0.9773 |
0.9773 |
|
|
Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0166 |
1.0088 |
0.9838 |
|
R3 |
1.0048 |
0.9970 |
0.9805 |
|
R2 |
0.9930 |
0.9930 |
0.9795 |
|
R1 |
0.9852 |
0.9852 |
0.9784 |
0.9832 |
PP |
0.9812 |
0.9812 |
0.9812 |
0.9803 |
S1 |
0.9734 |
0.9734 |
0.9762 |
0.9714 |
S2 |
0.9694 |
0.9694 |
0.9751 |
|
S3 |
0.9576 |
0.9616 |
0.9741 |
|
S4 |
0.9458 |
0.9498 |
0.9708 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9902 |
0.9773 |
0.0129 |
1.3% |
0.0022 |
0.2% |
0% |
False |
True |
7 |
10 |
1.0050 |
0.9773 |
0.0277 |
2.8% |
0.0026 |
0.3% |
0% |
False |
True |
4 |
20 |
1.0232 |
0.9773 |
0.0459 |
4.7% |
0.0019 |
0.2% |
0% |
False |
True |
3 |
40 |
1.0343 |
0.9773 |
0.0570 |
5.8% |
0.0012 |
0.1% |
0% |
False |
True |
3 |
60 |
1.0343 |
0.9773 |
0.0570 |
5.8% |
0.0009 |
0.1% |
0% |
False |
True |
4 |
80 |
1.0410 |
0.9773 |
0.0637 |
6.5% |
0.0007 |
0.1% |
0% |
False |
True |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9773 |
2.618 |
0.9773 |
1.618 |
0.9773 |
1.000 |
0.9773 |
0.618 |
0.9773 |
HIGH |
0.9773 |
0.618 |
0.9773 |
0.500 |
0.9773 |
0.382 |
0.9773 |
LOW |
0.9773 |
0.618 |
0.9773 |
1.000 |
0.9773 |
1.618 |
0.9773 |
2.618 |
0.9773 |
4.250 |
0.9773 |
|
|
Fisher Pivots for day following 29-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9773 |
0.9832 |
PP |
0.9773 |
0.9812 |
S1 |
0.9773 |
0.9793 |
|