CME Japanese Yen Future September 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 |
1.0003 |
1.0012 |
0.0009 |
0.1% |
1.0101 |
| High |
1.0003 |
1.0012 |
0.0009 |
0.1% |
1.0101 |
| Low |
1.0003 |
1.0012 |
0.0009 |
0.1% |
0.9990 |
| Close |
1.0003 |
1.0012 |
0.0009 |
0.1% |
1.0000 |
| Range |
|
|
|
|
|
| ATR |
0.0035 |
0.0033 |
-0.0002 |
-5.3% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
20 |
|
| Daily Pivots for day following 20-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0012 |
1.0012 |
1.0012 |
|
| R3 |
1.0012 |
1.0012 |
1.0012 |
|
| R2 |
1.0012 |
1.0012 |
1.0012 |
|
| R1 |
1.0012 |
1.0012 |
1.0012 |
1.0012 |
| PP |
1.0012 |
1.0012 |
1.0012 |
1.0012 |
| S1 |
1.0012 |
1.0012 |
1.0012 |
1.0012 |
| S2 |
1.0012 |
1.0012 |
1.0012 |
|
| S3 |
1.0012 |
1.0012 |
1.0012 |
|
| S4 |
1.0012 |
1.0012 |
1.0012 |
|
|
| Weekly Pivots for week ending 15-Nov-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0363 |
1.0293 |
1.0061 |
|
| R3 |
1.0252 |
1.0182 |
1.0031 |
|
| R2 |
1.0141 |
1.0141 |
1.0020 |
|
| R1 |
1.0071 |
1.0071 |
1.0010 |
1.0051 |
| PP |
1.0030 |
1.0030 |
1.0030 |
1.0020 |
| S1 |
0.9960 |
0.9960 |
0.9990 |
0.9940 |
| S2 |
0.9919 |
0.9919 |
0.9980 |
|
| S3 |
0.9808 |
0.9849 |
0.9969 |
|
| S4 |
0.9697 |
0.9738 |
0.9939 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0012 |
|
2.618 |
1.0012 |
|
1.618 |
1.0012 |
|
1.000 |
1.0012 |
|
0.618 |
1.0012 |
|
HIGH |
1.0012 |
|
0.618 |
1.0012 |
|
0.500 |
1.0012 |
|
0.382 |
1.0012 |
|
LOW |
1.0012 |
|
0.618 |
1.0012 |
|
1.000 |
1.0012 |
|
1.618 |
1.0012 |
|
2.618 |
1.0012 |
|
4.250 |
1.0012 |
|
|
| Fisher Pivots for day following 20-Nov-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0012 |
1.0011 |
| PP |
1.0012 |
1.0010 |
| S1 |
1.0012 |
1.0010 |
|