CME Japanese Yen Future December 2013
| 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 |
0.9790 |
-0.0083 |
-0.8% |
0.9875 |
| High |
0.9884 |
0.9811 |
-0.0073 |
-0.7% |
0.9889 |
| Low |
0.9786 |
0.9746 |
-0.0040 |
-0.4% |
0.9746 |
| Close |
0.9793 |
0.9761 |
-0.0032 |
-0.3% |
0.9761 |
| Range |
0.0098 |
0.0065 |
-0.0033 |
-33.7% |
0.0143 |
| ATR |
0.0074 |
0.0074 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
99,741 |
108,364 |
8,623 |
8.6% |
398,072 |
|
| Daily Pivots for day following 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9968 |
0.9929 |
0.9797 |
|
| R3 |
0.9903 |
0.9864 |
0.9779 |
|
| R2 |
0.9838 |
0.9838 |
0.9773 |
|
| R1 |
0.9799 |
0.9799 |
0.9767 |
0.9786 |
| PP |
0.9773 |
0.9773 |
0.9773 |
0.9766 |
| S1 |
0.9734 |
0.9734 |
0.9755 |
0.9721 |
| S2 |
0.9708 |
0.9708 |
0.9749 |
|
| S3 |
0.9643 |
0.9669 |
0.9743 |
|
| S4 |
0.9578 |
0.9604 |
0.9725 |
|
|
| Weekly Pivots for week ending 29-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0137 |
0.9840 |
|
| R3 |
1.0085 |
0.9994 |
0.9800 |
|
| R2 |
0.9942 |
0.9942 |
0.9787 |
|
| R1 |
0.9851 |
0.9851 |
0.9774 |
0.9825 |
| PP |
0.9799 |
0.9799 |
0.9799 |
0.9786 |
| S1 |
0.9708 |
0.9708 |
0.9748 |
0.9682 |
| S2 |
0.9656 |
0.9656 |
0.9735 |
|
| S3 |
0.9513 |
0.9565 |
0.9722 |
|
| S4 |
0.9370 |
0.9422 |
0.9682 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9907 |
0.9746 |
0.0161 |
1.6% |
0.0066 |
0.7% |
9% |
False |
True |
99,376 |
| 10 |
1.0045 |
0.9746 |
0.0299 |
3.1% |
0.0067 |
0.7% |
5% |
False |
True |
106,528 |
| 20 |
1.0246 |
0.9746 |
0.0500 |
5.1% |
0.0075 |
0.8% |
3% |
False |
True |
118,018 |
| 40 |
1.0357 |
0.9746 |
0.0611 |
6.3% |
0.0074 |
0.8% |
2% |
False |
True |
111,839 |
| 60 |
1.0357 |
0.9746 |
0.0611 |
6.3% |
0.0081 |
0.8% |
2% |
False |
True |
109,712 |
| 80 |
1.0442 |
0.9746 |
0.0696 |
7.1% |
0.0084 |
0.9% |
2% |
False |
True |
82,573 |
| 100 |
1.0442 |
0.9746 |
0.0696 |
7.1% |
0.0087 |
0.9% |
2% |
False |
True |
66,093 |
| 120 |
1.0670 |
0.9746 |
0.0924 |
9.5% |
0.0094 |
1.0% |
2% |
False |
True |
55,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0087 |
|
2.618 |
0.9981 |
|
1.618 |
0.9916 |
|
1.000 |
0.9876 |
|
0.618 |
0.9851 |
|
HIGH |
0.9811 |
|
0.618 |
0.9786 |
|
0.500 |
0.9779 |
|
0.382 |
0.9771 |
|
LOW |
0.9746 |
|
0.618 |
0.9706 |
|
1.000 |
0.9681 |
|
1.618 |
0.9641 |
|
2.618 |
0.9576 |
|
4.250 |
0.9470 |
|
|
| Fisher Pivots for day following 29-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9779 |
0.9818 |
| PP |
0.9773 |
0.9799 |
| S1 |
0.9767 |
0.9780 |
|