CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 14-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Nov-2013 |
14-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0039 |
1.0072 |
0.0033 |
0.3% |
1.0131 |
| High |
1.0098 |
1.0089 |
-0.0009 |
-0.1% |
1.0246 |
| Low |
1.0034 |
0.9985 |
-0.0049 |
-0.5% |
1.0060 |
| Close |
1.0065 |
0.9996 |
-0.0069 |
-0.7% |
1.0087 |
| Range |
0.0064 |
0.0104 |
0.0040 |
62.5% |
0.0186 |
| ATR |
0.0078 |
0.0080 |
0.0002 |
2.4% |
0.0000 |
| Volume |
101,641 |
164,035 |
62,394 |
61.4% |
711,897 |
|
| Daily Pivots for day following 14-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0335 |
1.0270 |
1.0053 |
|
| R3 |
1.0231 |
1.0166 |
1.0025 |
|
| R2 |
1.0127 |
1.0127 |
1.0015 |
|
| R1 |
1.0062 |
1.0062 |
1.0006 |
1.0043 |
| PP |
1.0023 |
1.0023 |
1.0023 |
1.0014 |
| S1 |
0.9958 |
0.9958 |
0.9986 |
0.9939 |
| S2 |
0.9919 |
0.9919 |
0.9977 |
|
| S3 |
0.9815 |
0.9854 |
0.9967 |
|
| S4 |
0.9711 |
0.9750 |
0.9939 |
|
|
| 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 |
1.0218 |
0.9985 |
0.0233 |
2.3% |
0.0083 |
0.8% |
5% |
False |
True |
126,237 |
| 10 |
1.0246 |
0.9985 |
0.0261 |
2.6% |
0.0083 |
0.8% |
4% |
False |
True |
129,508 |
| 20 |
1.0318 |
0.9985 |
0.0333 |
3.3% |
0.0074 |
0.7% |
3% |
False |
True |
115,585 |
| 40 |
1.0357 |
0.9985 |
0.0372 |
3.7% |
0.0078 |
0.8% |
3% |
False |
True |
115,437 |
| 60 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0085 |
0.8% |
13% |
False |
False |
92,266 |
| 80 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0089 |
0.9% |
11% |
False |
False |
69,283 |
| 100 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0090 |
0.9% |
23% |
False |
False |
55,454 |
| 120 |
1.0670 |
0.9800 |
0.0870 |
8.7% |
0.0102 |
1.0% |
23% |
False |
False |
46,240 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0531 |
|
2.618 |
1.0361 |
|
1.618 |
1.0257 |
|
1.000 |
1.0193 |
|
0.618 |
1.0153 |
|
HIGH |
1.0089 |
|
0.618 |
1.0049 |
|
0.500 |
1.0037 |
|
0.382 |
1.0025 |
|
LOW |
0.9985 |
|
0.618 |
0.9921 |
|
1.000 |
0.9881 |
|
1.618 |
0.9817 |
|
2.618 |
0.9713 |
|
4.250 |
0.9543 |
|
|
| Fisher Pivots for day following 14-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0042 |
| PP |
1.0023 |
1.0026 |
| S1 |
1.0010 |
1.0011 |
|