CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 26-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2013 |
26-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9875 |
0.9849 |
-0.0026 |
-0.3% |
0.9974 |
| High |
0.9888 |
0.9889 |
0.0001 |
0.0% |
1.0045 |
| Low |
0.9812 |
0.9838 |
0.0026 |
0.3% |
0.9867 |
| Close |
0.9838 |
0.9879 |
0.0041 |
0.4% |
0.9871 |
| Range |
0.0076 |
0.0051 |
-0.0025 |
-32.9% |
0.0178 |
| ATR |
0.0074 |
0.0073 |
-0.0002 |
-2.2% |
0.0000 |
| Volume |
96,567 |
93,400 |
-3,167 |
-3.3% |
565,322 |
|
| Daily Pivots for day following 26-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0022 |
1.0001 |
0.9907 |
|
| R3 |
0.9971 |
0.9950 |
0.9893 |
|
| R2 |
0.9920 |
0.9920 |
0.9888 |
|
| R1 |
0.9899 |
0.9899 |
0.9884 |
0.9910 |
| PP |
0.9869 |
0.9869 |
0.9869 |
0.9874 |
| S1 |
0.9848 |
0.9848 |
0.9874 |
0.9859 |
| S2 |
0.9818 |
0.9818 |
0.9870 |
|
| S3 |
0.9767 |
0.9797 |
0.9865 |
|
| S4 |
0.9716 |
0.9746 |
0.9851 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0462 |
1.0344 |
0.9969 |
|
| R3 |
1.0284 |
1.0166 |
0.9920 |
|
| R2 |
1.0106 |
1.0106 |
0.9904 |
|
| R1 |
0.9988 |
0.9988 |
0.9887 |
0.9958 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9913 |
| S1 |
0.9810 |
0.9810 |
0.9855 |
0.9780 |
| S2 |
0.9750 |
0.9750 |
0.9838 |
|
| S3 |
0.9572 |
0.9632 |
0.9822 |
|
| S4 |
0.9394 |
0.9454 |
0.9773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0023 |
0.9812 |
0.0211 |
2.1% |
0.0065 |
0.7% |
32% |
False |
False |
111,785 |
| 10 |
1.0098 |
0.9812 |
0.0286 |
2.9% |
0.0068 |
0.7% |
23% |
False |
False |
112,285 |
| 20 |
1.0246 |
0.9812 |
0.0434 |
4.4% |
0.0073 |
0.7% |
15% |
False |
False |
119,321 |
| 40 |
1.0357 |
0.9812 |
0.0545 |
5.5% |
0.0075 |
0.8% |
12% |
False |
False |
113,863 |
| 60 |
1.0357 |
0.9812 |
0.0545 |
5.5% |
0.0080 |
0.8% |
12% |
False |
False |
106,413 |
| 80 |
1.0442 |
0.9812 |
0.0630 |
6.4% |
0.0085 |
0.9% |
11% |
False |
False |
79,978 |
| 100 |
1.0442 |
0.9812 |
0.0630 |
6.4% |
0.0088 |
0.9% |
11% |
False |
False |
64,014 |
| 120 |
1.0670 |
0.9812 |
0.0858 |
8.7% |
0.0095 |
1.0% |
8% |
False |
False |
53,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0106 |
|
2.618 |
1.0023 |
|
1.618 |
0.9972 |
|
1.000 |
0.9940 |
|
0.618 |
0.9921 |
|
HIGH |
0.9889 |
|
0.618 |
0.9870 |
|
0.500 |
0.9864 |
|
0.382 |
0.9857 |
|
LOW |
0.9838 |
|
0.618 |
0.9806 |
|
1.000 |
0.9787 |
|
1.618 |
0.9755 |
|
2.618 |
0.9704 |
|
4.250 |
0.9621 |
|
|
| Fisher Pivots for day following 26-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9874 |
0.9873 |
| PP |
0.9869 |
0.9866 |
| S1 |
0.9864 |
0.9860 |
|