CME Japanese Yen Future June 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 |
0.9977 |
0.9887 |
-0.0090 |
-0.9% |
1.0001 |
| High |
0.9977 |
0.9902 |
-0.0075 |
-0.8% |
1.0050 |
| Low |
0.9904 |
0.9883 |
-0.0021 |
-0.2% |
0.9883 |
| Close |
0.9904 |
0.9883 |
-0.0021 |
-0.2% |
0.9883 |
| Range |
0.0073 |
0.0019 |
-0.0054 |
-74.0% |
0.0167 |
| ATR |
0.0043 |
0.0041 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
8 |
|
| Daily Pivots for day following 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9946 |
0.9934 |
0.9893 |
|
| R3 |
0.9927 |
0.9915 |
0.9888 |
|
| R2 |
0.9908 |
0.9908 |
0.9886 |
|
| R1 |
0.9896 |
0.9896 |
0.9885 |
0.9893 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9888 |
| S1 |
0.9877 |
0.9877 |
0.9881 |
0.9874 |
| S2 |
0.9870 |
0.9870 |
0.9880 |
|
| S3 |
0.9851 |
0.9858 |
0.9878 |
|
| S4 |
0.9832 |
0.9839 |
0.9873 |
|
|
| Weekly Pivots for week ending 22-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0440 |
1.0328 |
0.9975 |
|
| R3 |
1.0273 |
1.0161 |
0.9929 |
|
| R2 |
1.0106 |
1.0106 |
0.9914 |
|
| R1 |
0.9994 |
0.9994 |
0.9898 |
0.9967 |
| PP |
0.9939 |
0.9939 |
0.9939 |
0.9925 |
| S1 |
0.9827 |
0.9827 |
0.9868 |
0.9800 |
| S2 |
0.9772 |
0.9772 |
0.9852 |
|
| S3 |
0.9605 |
0.9660 |
0.9837 |
|
| S4 |
0.9438 |
0.9493 |
0.9791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0050 |
0.9883 |
0.0167 |
1.7% |
0.0031 |
0.3% |
0% |
False |
True |
1 |
| 10 |
1.0103 |
0.9883 |
0.0220 |
2.2% |
0.0018 |
0.2% |
0% |
False |
True |
2 |
| 20 |
1.0255 |
0.9883 |
0.0372 |
3.8% |
0.0015 |
0.1% |
0% |
False |
True |
2 |
| 40 |
1.0343 |
0.9883 |
0.0460 |
4.7% |
0.0009 |
0.1% |
0% |
False |
True |
3 |
| 60 |
1.0343 |
0.9883 |
0.0460 |
4.7% |
0.0008 |
0.1% |
0% |
False |
True |
4 |
| 80 |
1.0410 |
0.9883 |
0.0527 |
5.3% |
0.0006 |
0.1% |
0% |
False |
True |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9983 |
|
2.618 |
0.9952 |
|
1.618 |
0.9933 |
|
1.000 |
0.9921 |
|
0.618 |
0.9914 |
|
HIGH |
0.9902 |
|
0.618 |
0.9895 |
|
0.500 |
0.9893 |
|
0.382 |
0.9890 |
|
LOW |
0.9883 |
|
0.618 |
0.9871 |
|
1.000 |
0.9864 |
|
1.618 |
0.9852 |
|
2.618 |
0.9833 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 22-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9893 |
0.9944 |
| PP |
0.9889 |
0.9924 |
| S1 |
0.9886 |
0.9903 |
|