CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 22-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Nov-2013 |
22-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9966 |
0.9884 |
-0.0082 |
-0.8% |
0.9974 |
| High |
0.9974 |
0.9910 |
-0.0064 |
-0.6% |
1.0050 |
| Low |
0.9872 |
0.9873 |
0.0001 |
0.0% |
0.9872 |
| Close |
0.9898 |
0.9877 |
-0.0021 |
-0.2% |
0.9877 |
| Range |
0.0102 |
0.0037 |
-0.0065 |
-63.7% |
0.0178 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
566 |
680 |
114 |
20.1% |
2,481 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9998 |
0.9974 |
0.9897 |
|
| R3 |
0.9961 |
0.9937 |
0.9887 |
|
| R2 |
0.9924 |
0.9924 |
0.9884 |
|
| R1 |
0.9900 |
0.9900 |
0.9880 |
0.9894 |
| PP |
0.9887 |
0.9887 |
0.9887 |
0.9883 |
| S1 |
0.9863 |
0.9863 |
0.9874 |
0.9857 |
| S2 |
0.9850 |
0.9850 |
0.9870 |
|
| S3 |
0.9813 |
0.9826 |
0.9867 |
|
| S4 |
0.9776 |
0.9789 |
0.9857 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0350 |
0.9975 |
|
| R3 |
1.0289 |
1.0172 |
0.9926 |
|
| R2 |
1.0111 |
1.0111 |
0.9910 |
|
| R1 |
0.9994 |
0.9994 |
0.9893 |
0.9964 |
| PP |
0.9933 |
0.9933 |
0.9933 |
0.9918 |
| S1 |
0.9816 |
0.9816 |
0.9861 |
0.9786 |
| S2 |
0.9755 |
0.9755 |
0.9844 |
|
| S3 |
0.9577 |
0.9638 |
0.9828 |
|
| S4 |
0.9399 |
0.9460 |
0.9779 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9872 |
0.0178 |
1.8% |
0.0060 |
0.6% |
3% |
False |
False |
496 |
| 10 |
1.0115 |
0.9872 |
0.0243 |
2.5% |
0.0061 |
0.6% |
2% |
False |
False |
449 |
| 20 |
1.0267 |
0.9872 |
0.0395 |
4.0% |
0.0063 |
0.6% |
1% |
False |
False |
305 |
| 40 |
1.0358 |
0.9872 |
0.0486 |
4.9% |
0.0064 |
0.6% |
1% |
False |
False |
208 |
| 60 |
1.0358 |
0.9872 |
0.0486 |
4.9% |
0.0061 |
0.6% |
1% |
False |
False |
160 |
| 80 |
1.0398 |
0.9872 |
0.0526 |
5.3% |
0.0050 |
0.5% |
1% |
False |
False |
121 |
| 100 |
1.0398 |
0.9872 |
0.0526 |
5.3% |
0.0044 |
0.4% |
1% |
False |
False |
98 |
| 120 |
1.0643 |
0.9872 |
0.0771 |
7.8% |
0.0047 |
0.5% |
1% |
False |
False |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0067 |
|
2.618 |
1.0007 |
|
1.618 |
0.9970 |
|
1.000 |
0.9947 |
|
0.618 |
0.9933 |
|
HIGH |
0.9910 |
|
0.618 |
0.9896 |
|
0.500 |
0.9892 |
|
0.382 |
0.9887 |
|
LOW |
0.9873 |
|
0.618 |
0.9850 |
|
1.000 |
0.9836 |
|
1.618 |
0.9813 |
|
2.618 |
0.9776 |
|
4.250 |
0.9716 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9892 |
0.9948 |
| PP |
0.9887 |
0.9924 |
| S1 |
0.9882 |
0.9901 |
|