CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 08-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Nov-2013 |
08-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0137 |
1.0195 |
0.0058 |
0.6% |
1.0136 |
| High |
1.0250 |
1.0210 |
-0.0040 |
-0.4% |
1.0250 |
| Low |
1.0070 |
1.0089 |
0.0019 |
0.2% |
1.0070 |
| Close |
1.0224 |
1.0094 |
-0.0130 |
-1.3% |
1.0094 |
| Range |
0.0180 |
0.0121 |
-0.0059 |
-32.8% |
0.0180 |
| ATR |
0.0067 |
0.0072 |
0.0005 |
7.2% |
0.0000 |
| Volume |
236 |
622 |
386 |
163.6% |
1,334 |
|
| Daily Pivots for day following 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0494 |
1.0415 |
1.0161 |
|
| R3 |
1.0373 |
1.0294 |
1.0127 |
|
| R2 |
1.0252 |
1.0252 |
1.0116 |
|
| R1 |
1.0173 |
1.0173 |
1.0105 |
1.0152 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0121 |
| S1 |
1.0052 |
1.0052 |
1.0083 |
1.0031 |
| S2 |
1.0010 |
1.0010 |
1.0072 |
|
| S3 |
0.9889 |
0.9931 |
1.0061 |
|
| S4 |
0.9768 |
0.9810 |
1.0027 |
|
|
| Weekly Pivots for week ending 08-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0678 |
1.0566 |
1.0193 |
|
| R3 |
1.0498 |
1.0386 |
1.0144 |
|
| R2 |
1.0318 |
1.0318 |
1.0127 |
|
| R1 |
1.0206 |
1.0206 |
1.0111 |
1.0172 |
| PP |
1.0138 |
1.0138 |
1.0138 |
1.0121 |
| S1 |
1.0026 |
1.0026 |
1.0078 |
0.9992 |
| S2 |
0.9958 |
0.9958 |
1.0061 |
|
| S3 |
0.9778 |
0.9846 |
1.0045 |
|
| S4 |
0.9598 |
0.9666 |
0.9995 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0250 |
1.0070 |
0.0180 |
1.8% |
0.0079 |
0.8% |
13% |
False |
False |
266 |
| 10 |
1.0267 |
1.0070 |
0.0197 |
2.0% |
0.0065 |
0.6% |
12% |
False |
False |
161 |
| 20 |
1.0318 |
1.0070 |
0.0248 |
2.5% |
0.0063 |
0.6% |
10% |
False |
False |
126 |
| 40 |
1.0358 |
1.0048 |
0.0310 |
3.1% |
0.0066 |
0.7% |
15% |
False |
False |
124 |
| 60 |
1.0358 |
0.9969 |
0.0389 |
3.9% |
0.0054 |
0.5% |
32% |
False |
False |
85 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0044 |
0.4% |
29% |
False |
False |
65 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0041 |
0.4% |
39% |
False |
False |
54 |
| 120 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0044 |
0.4% |
41% |
False |
False |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0724 |
|
2.618 |
1.0527 |
|
1.618 |
1.0406 |
|
1.000 |
1.0331 |
|
0.618 |
1.0285 |
|
HIGH |
1.0210 |
|
0.618 |
1.0164 |
|
0.500 |
1.0150 |
|
0.382 |
1.0135 |
|
LOW |
1.0089 |
|
0.618 |
1.0014 |
|
1.000 |
0.9968 |
|
1.618 |
0.9893 |
|
2.618 |
0.9772 |
|
4.250 |
0.9575 |
|
|
| Fisher Pivots for day following 08-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0160 |
| PP |
1.0131 |
1.0138 |
| S1 |
1.0113 |
1.0116 |
|