CME Japanese Yen Future September 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0175 |
0.0037 |
0.4% |
1.0172 |
| High |
1.0241 |
1.0175 |
-0.0066 |
-0.6% |
1.0241 |
| Low |
1.0138 |
1.0110 |
-0.0028 |
-0.3% |
1.0110 |
| Close |
1.0241 |
1.0110 |
-0.0131 |
-1.3% |
1.0110 |
| Range |
0.0103 |
0.0065 |
-0.0038 |
-36.9% |
0.0131 |
| ATR |
|
|
|
|
|
| Volume |
2 |
2 |
0 |
0.0% |
7 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0327 |
1.0283 |
1.0146 |
|
| R3 |
1.0262 |
1.0218 |
1.0128 |
|
| R2 |
1.0197 |
1.0197 |
1.0122 |
|
| R1 |
1.0153 |
1.0153 |
1.0116 |
1.0143 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0126 |
| S1 |
1.0088 |
1.0088 |
1.0104 |
1.0078 |
| S2 |
1.0067 |
1.0067 |
1.0098 |
|
| S3 |
1.0002 |
1.0023 |
1.0092 |
|
| S4 |
0.9937 |
0.9958 |
1.0074 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0459 |
1.0182 |
|
| R3 |
1.0416 |
1.0328 |
1.0146 |
|
| R2 |
1.0285 |
1.0285 |
1.0134 |
|
| R1 |
1.0197 |
1.0197 |
1.0122 |
1.0176 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0143 |
| S1 |
1.0066 |
1.0066 |
1.0098 |
1.0045 |
| S2 |
1.0023 |
1.0023 |
1.0086 |
|
| S3 |
0.9892 |
0.9935 |
1.0074 |
|
| S4 |
0.9761 |
0.9804 |
1.0038 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0451 |
|
2.618 |
1.0345 |
|
1.618 |
1.0280 |
|
1.000 |
1.0240 |
|
0.618 |
1.0215 |
|
HIGH |
1.0175 |
|
0.618 |
1.0150 |
|
0.500 |
1.0143 |
|
0.382 |
1.0135 |
|
LOW |
1.0110 |
|
0.618 |
1.0070 |
|
1.000 |
1.0045 |
|
1.618 |
1.0005 |
|
2.618 |
0.9940 |
|
4.250 |
0.9834 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0143 |
1.0176 |
| PP |
1.0132 |
1.0154 |
| S1 |
1.0121 |
1.0132 |
|