CME Japanese Yen Future December 2013
| 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 |
1.0188 |
0.0050 |
0.5% |
1.0131 |
| High |
1.0246 |
1.0218 |
-0.0028 |
-0.3% |
1.0246 |
| Low |
1.0060 |
1.0080 |
0.0020 |
0.2% |
1.0060 |
| Close |
1.0218 |
1.0087 |
-0.0131 |
-1.3% |
1.0087 |
| Range |
0.0186 |
0.0138 |
-0.0048 |
-25.8% |
0.0186 |
| ATR |
0.0079 |
0.0083 |
0.0004 |
5.4% |
0.0000 |
| Volume |
265,745 |
182,837 |
-82,908 |
-31.2% |
711,897 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0542 |
1.0453 |
1.0163 |
|
| R3 |
1.0404 |
1.0315 |
1.0125 |
|
| R2 |
1.0266 |
1.0266 |
1.0112 |
|
| R1 |
1.0177 |
1.0177 |
1.0100 |
1.0153 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0116 |
| S1 |
1.0039 |
1.0039 |
1.0074 |
1.0015 |
| S2 |
0.9990 |
0.9990 |
1.0062 |
|
| S3 |
0.9852 |
0.9901 |
1.0049 |
|
| S4 |
0.9714 |
0.9763 |
1.0011 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0689 |
1.0574 |
1.0189 |
|
| R3 |
1.0503 |
1.0388 |
1.0138 |
|
| R2 |
1.0317 |
1.0317 |
1.0121 |
|
| R1 |
1.0202 |
1.0202 |
1.0104 |
1.0167 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0113 |
| S1 |
1.0016 |
1.0016 |
1.0070 |
0.9981 |
| S2 |
0.9945 |
0.9945 |
1.0053 |
|
| S3 |
0.9759 |
0.9830 |
1.0036 |
|
| S4 |
0.9573 |
0.9644 |
0.9985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0246 |
1.0060 |
0.0186 |
1.8% |
0.0089 |
0.9% |
15% |
False |
False |
142,379 |
| 10 |
1.0274 |
1.0060 |
0.0214 |
2.1% |
0.0081 |
0.8% |
13% |
False |
False |
125,613 |
| 20 |
1.0318 |
1.0060 |
0.0258 |
2.6% |
0.0076 |
0.8% |
10% |
False |
False |
114,721 |
| 40 |
1.0357 |
1.0037 |
0.0320 |
3.2% |
0.0082 |
0.8% |
16% |
False |
False |
116,634 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0086 |
0.9% |
35% |
False |
False |
84,834 |
| 80 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0090 |
0.9% |
31% |
False |
False |
63,684 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0093 |
0.9% |
39% |
False |
False |
50,983 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0104 |
1.0% |
41% |
False |
False |
42,504 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0805 |
|
2.618 |
1.0579 |
|
1.618 |
1.0441 |
|
1.000 |
1.0356 |
|
0.618 |
1.0303 |
|
HIGH |
1.0218 |
|
0.618 |
1.0165 |
|
0.500 |
1.0149 |
|
0.382 |
1.0133 |
|
LOW |
1.0080 |
|
0.618 |
0.9995 |
|
1.000 |
0.9942 |
|
1.618 |
0.9857 |
|
2.618 |
0.9719 |
|
4.250 |
0.9494 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0153 |
| PP |
1.0128 |
1.0131 |
| S1 |
1.0108 |
1.0109 |
|