CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0039 |
-0.0046 |
-0.5% |
1.0131 |
| High |
1.0092 |
1.0098 |
0.0006 |
0.1% |
1.0246 |
| Low |
1.0021 |
1.0034 |
0.0013 |
0.1% |
1.0060 |
| Close |
1.0034 |
1.0065 |
0.0031 |
0.3% |
1.0087 |
| Range |
0.0071 |
0.0064 |
-0.0007 |
-9.9% |
0.0186 |
| ATR |
0.0079 |
0.0078 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
125,712 |
101,641 |
-24,071 |
-19.1% |
711,897 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0258 |
1.0225 |
1.0100 |
|
| R3 |
1.0194 |
1.0161 |
1.0083 |
|
| R2 |
1.0130 |
1.0130 |
1.0077 |
|
| R1 |
1.0097 |
1.0097 |
1.0071 |
1.0114 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0074 |
| S1 |
1.0033 |
1.0033 |
1.0059 |
1.0050 |
| S2 |
1.0002 |
1.0002 |
1.0053 |
|
| S3 |
0.9938 |
0.9969 |
1.0047 |
|
| S4 |
0.9874 |
0.9905 |
1.0030 |
|
|
| 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 |
1.0021 |
0.0225 |
2.2% |
0.0100 |
1.0% |
20% |
False |
False |
146,579 |
| 10 |
1.0246 |
1.0021 |
0.0225 |
2.2% |
0.0078 |
0.8% |
20% |
False |
False |
125,264 |
| 20 |
1.0318 |
1.0021 |
0.0297 |
3.0% |
0.0075 |
0.7% |
15% |
False |
False |
114,606 |
| 40 |
1.0357 |
1.0021 |
0.0336 |
3.3% |
0.0080 |
0.8% |
13% |
False |
False |
115,426 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0085 |
0.8% |
29% |
False |
False |
89,543 |
| 80 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0088 |
0.9% |
24% |
False |
False |
67,233 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0090 |
0.9% |
35% |
False |
False |
53,817 |
| 120 |
1.0670 |
0.9775 |
0.0895 |
8.9% |
0.0102 |
1.0% |
32% |
False |
False |
44,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0370 |
|
2.618 |
1.0266 |
|
1.618 |
1.0202 |
|
1.000 |
1.0162 |
|
0.618 |
1.0138 |
|
HIGH |
1.0098 |
|
0.618 |
1.0074 |
|
0.500 |
1.0066 |
|
0.382 |
1.0058 |
|
LOW |
1.0034 |
|
0.618 |
0.9994 |
|
1.000 |
0.9970 |
|
1.618 |
0.9930 |
|
2.618 |
0.9866 |
|
4.250 |
0.9762 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0066 |
| PP |
1.0066 |
1.0065 |
| S1 |
1.0065 |
1.0065 |
|