CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 27-Nov-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
Open |
0.9891 |
0.9873 |
-0.0018 |
-0.2% |
1.0001 |
High |
0.9891 |
0.9873 |
-0.0018 |
-0.2% |
1.0050 |
Low |
0.9891 |
0.9805 |
-0.0086 |
-0.9% |
0.9883 |
Close |
0.9891 |
0.9805 |
-0.0086 |
-0.9% |
0.9883 |
Range |
0.0000 |
0.0068 |
0.0068 |
|
0.0167 |
ATR |
0.0042 |
0.0046 |
0.0003 |
7.3% |
0.0000 |
Volume |
2 |
10 |
8 |
400.0% |
8 |
|
Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0032 |
0.9986 |
0.9842 |
|
R3 |
0.9964 |
0.9918 |
0.9824 |
|
R2 |
0.9896 |
0.9896 |
0.9817 |
|
R1 |
0.9850 |
0.9850 |
0.9811 |
0.9839 |
PP |
0.9828 |
0.9828 |
0.9828 |
0.9822 |
S1 |
0.9782 |
0.9782 |
0.9799 |
0.9771 |
S2 |
0.9760 |
0.9760 |
0.9793 |
|
S3 |
0.9692 |
0.9714 |
0.9786 |
|
S4 |
0.9624 |
0.9646 |
0.9768 |
|
|
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 |
0.9977 |
0.9805 |
0.0172 |
1.8% |
0.0037 |
0.4% |
0% |
False |
True |
5 |
10 |
1.0050 |
0.9805 |
0.0245 |
2.5% |
0.0026 |
0.3% |
0% |
False |
True |
3 |
20 |
1.0232 |
0.9805 |
0.0427 |
4.4% |
0.0019 |
0.2% |
0% |
False |
True |
3 |
40 |
1.0343 |
0.9805 |
0.0538 |
5.5% |
0.0012 |
0.1% |
0% |
False |
True |
3 |
60 |
1.0343 |
0.9805 |
0.0538 |
5.5% |
0.0009 |
0.1% |
0% |
False |
True |
4 |
80 |
1.0410 |
0.9805 |
0.0605 |
6.2% |
0.0007 |
0.1% |
0% |
False |
True |
5 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0162 |
2.618 |
1.0051 |
1.618 |
0.9983 |
1.000 |
0.9941 |
0.618 |
0.9915 |
HIGH |
0.9873 |
0.618 |
0.9847 |
0.500 |
0.9839 |
0.382 |
0.9831 |
LOW |
0.9805 |
0.618 |
0.9763 |
1.000 |
0.9737 |
1.618 |
0.9695 |
2.618 |
0.9627 |
4.250 |
0.9516 |
|
|
Fisher Pivots for day following 27-Nov-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9839 |
0.9848 |
PP |
0.9828 |
0.9834 |
S1 |
0.9816 |
0.9819 |
|