CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 27-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Nov-2013 |
27-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9849 |
0.9873 |
0.0024 |
0.2% |
0.9974 |
| High |
0.9889 |
0.9884 |
-0.0005 |
-0.1% |
1.0045 |
| Low |
0.9838 |
0.9786 |
-0.0052 |
-0.5% |
0.9867 |
| Close |
0.9879 |
0.9793 |
-0.0086 |
-0.9% |
0.9871 |
| Range |
0.0051 |
0.0098 |
0.0047 |
92.2% |
0.0178 |
| ATR |
0.0073 |
0.0074 |
0.0002 |
2.5% |
0.0000 |
| Volume |
93,400 |
99,741 |
6,341 |
6.8% |
565,322 |
|
| Daily Pivots for day following 27-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0115 |
1.0052 |
0.9847 |
|
| R3 |
1.0017 |
0.9954 |
0.9820 |
|
| R2 |
0.9919 |
0.9919 |
0.9811 |
|
| R1 |
0.9856 |
0.9856 |
0.9802 |
0.9839 |
| PP |
0.9821 |
0.9821 |
0.9821 |
0.9812 |
| S1 |
0.9758 |
0.9758 |
0.9784 |
0.9741 |
| S2 |
0.9723 |
0.9723 |
0.9775 |
|
| S3 |
0.9625 |
0.9660 |
0.9766 |
|
| S4 |
0.9527 |
0.9562 |
0.9739 |
|
|
| 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 |
0.9998 |
0.9786 |
0.0212 |
2.2% |
0.0076 |
0.8% |
3% |
False |
True |
104,993 |
| 10 |
1.0089 |
0.9786 |
0.0303 |
3.1% |
0.0071 |
0.7% |
2% |
False |
True |
112,095 |
| 20 |
1.0246 |
0.9786 |
0.0460 |
4.7% |
0.0075 |
0.8% |
2% |
False |
True |
118,680 |
| 40 |
1.0357 |
0.9786 |
0.0571 |
5.8% |
0.0075 |
0.8% |
1% |
False |
True |
112,357 |
| 60 |
1.0357 |
0.9786 |
0.0571 |
5.8% |
0.0080 |
0.8% |
1% |
False |
True |
108,010 |
| 80 |
1.0442 |
0.9786 |
0.0656 |
6.7% |
0.0085 |
0.9% |
1% |
False |
True |
81,222 |
| 100 |
1.0442 |
0.9786 |
0.0656 |
6.7% |
0.0088 |
0.9% |
1% |
False |
True |
65,011 |
| 120 |
1.0670 |
0.9786 |
0.0884 |
9.0% |
0.0095 |
1.0% |
1% |
False |
True |
54,208 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0301 |
|
2.618 |
1.0141 |
|
1.618 |
1.0043 |
|
1.000 |
0.9982 |
|
0.618 |
0.9945 |
|
HIGH |
0.9884 |
|
0.618 |
0.9847 |
|
0.500 |
0.9835 |
|
0.382 |
0.9823 |
|
LOW |
0.9786 |
|
0.618 |
0.9725 |
|
1.000 |
0.9688 |
|
1.618 |
0.9627 |
|
2.618 |
0.9529 |
|
4.250 |
0.9370 |
|
|
| Fisher Pivots for day following 27-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9835 |
0.9838 |
| PP |
0.9821 |
0.9823 |
| S1 |
0.9807 |
0.9808 |
|