CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 05-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Nov-2013 |
05-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0136 |
1.0161 |
0.0025 |
0.2% |
1.0253 |
| High |
1.0156 |
1.0195 |
0.0039 |
0.4% |
1.0267 |
| Low |
1.0134 |
1.0147 |
0.0013 |
0.1% |
1.0126 |
| Close |
1.0156 |
1.0152 |
-0.0004 |
0.0% |
1.0134 |
| Range |
0.0022 |
0.0048 |
0.0026 |
118.2% |
0.0141 |
| ATR |
0.0062 |
0.0061 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
83 |
100 |
17 |
20.5% |
285 |
|
| Daily Pivots for day following 05-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0309 |
1.0278 |
1.0178 |
|
| R3 |
1.0261 |
1.0230 |
1.0165 |
|
| R2 |
1.0213 |
1.0213 |
1.0161 |
|
| R1 |
1.0182 |
1.0182 |
1.0156 |
1.0174 |
| PP |
1.0165 |
1.0165 |
1.0165 |
1.0160 |
| S1 |
1.0134 |
1.0134 |
1.0148 |
1.0126 |
| S2 |
1.0117 |
1.0117 |
1.0143 |
|
| S3 |
1.0069 |
1.0086 |
1.0139 |
|
| S4 |
1.0021 |
1.0038 |
1.0126 |
|
|
| Weekly Pivots for week ending 01-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0507 |
1.0212 |
|
| R3 |
1.0458 |
1.0366 |
1.0173 |
|
| R2 |
1.0317 |
1.0317 |
1.0160 |
|
| R1 |
1.0225 |
1.0225 |
1.0147 |
1.0201 |
| PP |
1.0176 |
1.0176 |
1.0176 |
1.0163 |
| S1 |
1.0084 |
1.0084 |
1.0121 |
1.0060 |
| S2 |
1.0035 |
1.0035 |
1.0108 |
|
| S3 |
0.9894 |
0.9943 |
1.0095 |
|
| S4 |
0.9753 |
0.9802 |
1.0056 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0230 |
1.0126 |
0.0104 |
1.0% |
0.0051 |
0.5% |
25% |
False |
False |
74 |
| 10 |
1.0318 |
1.0126 |
0.0192 |
1.9% |
0.0048 |
0.5% |
14% |
False |
False |
67 |
| 20 |
1.0318 |
1.0114 |
0.0204 |
2.0% |
0.0056 |
0.5% |
19% |
False |
False |
101 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0062 |
0.6% |
47% |
False |
False |
98 |
| 60 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0049 |
0.5% |
47% |
False |
False |
66 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0041 |
0.4% |
43% |
False |
False |
51 |
| 100 |
1.0565 |
0.9902 |
0.0663 |
6.5% |
0.0039 |
0.4% |
38% |
False |
False |
42 |
| 120 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0042 |
0.4% |
47% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0399 |
|
2.618 |
1.0321 |
|
1.618 |
1.0273 |
|
1.000 |
1.0243 |
|
0.618 |
1.0225 |
|
HIGH |
1.0195 |
|
0.618 |
1.0177 |
|
0.500 |
1.0171 |
|
0.382 |
1.0165 |
|
LOW |
1.0147 |
|
0.618 |
1.0117 |
|
1.000 |
1.0099 |
|
1.618 |
1.0069 |
|
2.618 |
1.0021 |
|
4.250 |
0.9943 |
|
|
| Fisher Pivots for day following 05-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0171 |
1.0178 |
| PP |
1.0165 |
1.0169 |
| S1 |
1.0158 |
1.0161 |
|