CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 13-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Nov-2013 |
13-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0040 |
-0.0054 |
-0.5% |
1.0136 |
| High |
1.0094 |
1.0106 |
0.0012 |
0.1% |
1.0250 |
| Low |
1.0032 |
1.0040 |
0.0008 |
0.1% |
1.0070 |
| Close |
1.0041 |
1.0072 |
0.0031 |
0.3% |
1.0094 |
| Range |
0.0062 |
0.0066 |
0.0004 |
6.5% |
0.0180 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
188 |
293 |
105 |
55.9% |
1,334 |
|
| Daily Pivots for day following 13-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0271 |
1.0237 |
1.0108 |
|
| R3 |
1.0205 |
1.0171 |
1.0090 |
|
| R2 |
1.0139 |
1.0139 |
1.0084 |
|
| R1 |
1.0105 |
1.0105 |
1.0078 |
1.0122 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0081 |
| S1 |
1.0039 |
1.0039 |
1.0066 |
1.0056 |
| S2 |
1.0007 |
1.0007 |
1.0060 |
|
| S3 |
0.9941 |
0.9973 |
1.0054 |
|
| S4 |
0.9875 |
0.9907 |
1.0036 |
|
|
| 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 |
1.0032 |
0.0218 |
2.2% |
0.0093 |
0.9% |
18% |
False |
False |
391 |
| 10 |
1.0250 |
1.0032 |
0.0218 |
2.2% |
0.0069 |
0.7% |
18% |
False |
False |
258 |
| 20 |
1.0318 |
1.0032 |
0.0286 |
2.8% |
0.0062 |
0.6% |
14% |
False |
False |
167 |
| 40 |
1.0358 |
1.0032 |
0.0326 |
3.2% |
0.0066 |
0.7% |
12% |
False |
False |
151 |
| 60 |
1.0358 |
0.9969 |
0.0389 |
3.9% |
0.0057 |
0.6% |
26% |
False |
False |
104 |
| 80 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0045 |
0.5% |
24% |
False |
False |
79 |
| 100 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0041 |
0.4% |
34% |
False |
False |
65 |
| 120 |
1.0643 |
0.9820 |
0.0823 |
8.2% |
0.0045 |
0.4% |
31% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0387 |
|
2.618 |
1.0279 |
|
1.618 |
1.0213 |
|
1.000 |
1.0172 |
|
0.618 |
1.0147 |
|
HIGH |
1.0106 |
|
0.618 |
1.0081 |
|
0.500 |
1.0073 |
|
0.382 |
1.0065 |
|
LOW |
1.0040 |
|
0.618 |
0.9999 |
|
1.000 |
0.9974 |
|
1.618 |
0.9933 |
|
2.618 |
0.9867 |
|
4.250 |
0.9760 |
|
|
| Fisher Pivots for day following 13-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0074 |
| PP |
1.0073 |
1.0073 |
| S1 |
1.0072 |
1.0073 |
|