CME Japanese Yen Future June 2014
| Trading Metrics calculated at close of trading on 20-Nov-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Nov-2013 |
20-Nov-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0005 |
-0.0045 |
-0.4% |
1.0103 |
| High |
1.0050 |
1.0005 |
-0.0045 |
-0.4% |
1.0103 |
| Low |
0.9995 |
1.0005 |
0.0010 |
0.1% |
0.9992 |
| Close |
0.9995 |
1.0005 |
0.0010 |
0.1% |
0.9992 |
| Range |
0.0055 |
0.0000 |
-0.0055 |
-100.0% |
0.0111 |
| ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.4% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
16 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0005 |
1.0005 |
1.0005 |
|
| R3 |
1.0005 |
1.0005 |
1.0005 |
|
| R2 |
1.0005 |
1.0005 |
1.0005 |
|
| R1 |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
| PP |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
| S1 |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
| S2 |
1.0005 |
1.0005 |
1.0005 |
|
| S3 |
1.0005 |
1.0005 |
1.0005 |
|
| S4 |
1.0005 |
1.0005 |
1.0005 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0288 |
1.0053 |
|
| R3 |
1.0251 |
1.0177 |
1.0023 |
|
| R2 |
1.0140 |
1.0140 |
1.0012 |
|
| R1 |
1.0066 |
1.0066 |
1.0002 |
1.0048 |
| PP |
1.0029 |
1.0029 |
1.0029 |
1.0020 |
| S1 |
0.9955 |
0.9955 |
0.9982 |
0.9937 |
| S2 |
0.9918 |
0.9918 |
0.9972 |
|
| S3 |
0.9807 |
0.9844 |
0.9961 |
|
| S4 |
0.9696 |
0.9733 |
0.9931 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9992 |
0.0058 |
0.6% |
0.0015 |
0.1% |
22% |
False |
False |
2 |
| 10 |
1.0232 |
0.9992 |
0.0240 |
2.4% |
0.0019 |
0.2% |
5% |
False |
False |
2 |
| 20 |
1.0290 |
0.9992 |
0.0298 |
3.0% |
0.0010 |
0.1% |
4% |
False |
False |
2 |
| 40 |
1.0343 |
0.9992 |
0.0351 |
3.5% |
0.0007 |
0.1% |
4% |
False |
False |
3 |
| 60 |
1.0343 |
0.9986 |
0.0357 |
3.6% |
0.0007 |
0.1% |
5% |
False |
False |
4 |
| 80 |
1.0410 |
0.9986 |
0.0424 |
4.2% |
0.0005 |
0.1% |
4% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0005 |
|
2.618 |
1.0005 |
|
1.618 |
1.0005 |
|
1.000 |
1.0005 |
|
0.618 |
1.0005 |
|
HIGH |
1.0005 |
|
0.618 |
1.0005 |
|
0.500 |
1.0005 |
|
0.382 |
1.0005 |
|
LOW |
1.0005 |
|
0.618 |
1.0005 |
|
1.000 |
1.0005 |
|
1.618 |
1.0005 |
|
2.618 |
1.0005 |
|
4.250 |
1.0005 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
1.0023 |
| PP |
1.0005 |
1.0017 |
| S1 |
1.0005 |
1.0011 |
|