CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 06-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Nov-2013 |
06-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0139 |
1.0149 |
0.0010 |
0.1% |
1.0247 |
| High |
1.0189 |
1.0164 |
-0.0025 |
-0.2% |
1.0274 |
| Low |
1.0137 |
1.0128 |
-0.0009 |
-0.1% |
1.0117 |
| Close |
1.0145 |
1.0135 |
-0.0010 |
-0.1% |
1.0127 |
| Range |
0.0052 |
0.0036 |
-0.0016 |
-30.8% |
0.0157 |
| ATR |
0.0073 |
0.0071 |
-0.0003 |
-3.6% |
0.0000 |
| Volume |
105,934 |
94,055 |
-11,879 |
-11.2% |
544,239 |
|
| Daily Pivots for day following 06-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0250 |
1.0229 |
1.0155 |
|
| R3 |
1.0214 |
1.0193 |
1.0145 |
|
| R2 |
1.0178 |
1.0178 |
1.0142 |
|
| R1 |
1.0157 |
1.0157 |
1.0138 |
1.0150 |
| PP |
1.0142 |
1.0142 |
1.0142 |
1.0139 |
| S1 |
1.0121 |
1.0121 |
1.0132 |
1.0114 |
| S2 |
1.0106 |
1.0106 |
1.0128 |
|
| S3 |
1.0070 |
1.0085 |
1.0125 |
|
| S4 |
1.0034 |
1.0049 |
1.0115 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0644 |
1.0542 |
1.0213 |
|
| R3 |
1.0487 |
1.0385 |
1.0170 |
|
| R2 |
1.0330 |
1.0330 |
1.0156 |
|
| R1 |
1.0228 |
1.0228 |
1.0141 |
1.0201 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0159 |
| S1 |
1.0071 |
1.0071 |
1.0113 |
1.0044 |
| S2 |
1.0016 |
1.0016 |
1.0098 |
|
| S3 |
0.9859 |
0.9914 |
1.0084 |
|
| S4 |
0.9702 |
0.9757 |
1.0041 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0227 |
1.0117 |
0.0110 |
1.1% |
0.0057 |
0.6% |
16% |
False |
False |
103,950 |
| 10 |
1.0318 |
1.0117 |
0.0201 |
2.0% |
0.0059 |
0.6% |
9% |
False |
False |
99,893 |
| 20 |
1.0318 |
1.0104 |
0.0214 |
2.1% |
0.0069 |
0.7% |
14% |
False |
False |
103,638 |
| 40 |
1.0357 |
1.0006 |
0.0351 |
3.5% |
0.0078 |
0.8% |
37% |
False |
False |
110,903 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0084 |
0.8% |
46% |
False |
False |
77,371 |
| 80 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0088 |
0.9% |
41% |
False |
False |
58,082 |
| 100 |
1.0598 |
0.9860 |
0.0738 |
7.3% |
0.0093 |
0.9% |
37% |
False |
False |
46,498 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0101 |
1.0% |
46% |
False |
False |
38,766 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0317 |
|
2.618 |
1.0258 |
|
1.618 |
1.0222 |
|
1.000 |
1.0200 |
|
0.618 |
1.0186 |
|
HIGH |
1.0164 |
|
0.618 |
1.0150 |
|
0.500 |
1.0146 |
|
0.382 |
1.0142 |
|
LOW |
1.0128 |
|
0.618 |
1.0106 |
|
1.000 |
1.0092 |
|
1.618 |
1.0070 |
|
2.618 |
1.0034 |
|
4.250 |
0.9975 |
|
|
| Fisher Pivots for day following 06-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0154 |
| PP |
1.0142 |
1.0147 |
| S1 |
1.0139 |
1.0141 |
|