CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0344 |
0.0066 |
0.6% |
1.0229 |
| High |
1.0349 |
1.0357 |
0.0008 |
0.1% |
1.0320 |
| Low |
1.0268 |
1.0286 |
0.0018 |
0.2% |
1.0133 |
| Close |
1.0325 |
1.0316 |
-0.0009 |
-0.1% |
1.0268 |
| Range |
0.0081 |
0.0071 |
-0.0010 |
-12.3% |
0.0187 |
| ATR |
0.0092 |
0.0090 |
-0.0001 |
-1.6% |
0.0000 |
| Volume |
104,030 |
112,883 |
8,853 |
8.5% |
696,051 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0495 |
1.0355 |
|
| R3 |
1.0462 |
1.0424 |
1.0336 |
|
| R2 |
1.0391 |
1.0391 |
1.0329 |
|
| R1 |
1.0353 |
1.0353 |
1.0323 |
1.0337 |
| PP |
1.0320 |
1.0320 |
1.0320 |
1.0311 |
| S1 |
1.0282 |
1.0282 |
1.0309 |
1.0266 |
| S2 |
1.0249 |
1.0249 |
1.0303 |
|
| S3 |
1.0178 |
1.0211 |
1.0296 |
|
| S4 |
1.0107 |
1.0140 |
1.0277 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0722 |
1.0371 |
|
| R3 |
1.0614 |
1.0535 |
1.0319 |
|
| R2 |
1.0427 |
1.0427 |
1.0302 |
|
| R1 |
1.0348 |
1.0348 |
1.0285 |
1.0388 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0260 |
| S1 |
1.0161 |
1.0161 |
1.0251 |
1.0201 |
| S2 |
1.0053 |
1.0053 |
1.0234 |
|
| S3 |
0.9866 |
0.9974 |
1.0217 |
|
| S4 |
0.9679 |
0.9787 |
1.0165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0357 |
1.0199 |
0.0158 |
1.5% |
0.0082 |
0.8% |
74% |
True |
False |
122,561 |
| 10 |
1.0357 |
1.0090 |
0.0267 |
2.6% |
0.0086 |
0.8% |
85% |
True |
False |
125,692 |
| 20 |
1.0357 |
0.9943 |
0.0414 |
4.0% |
0.0087 |
0.8% |
90% |
True |
False |
116,908 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.0% |
0.0092 |
0.9% |
90% |
True |
False |
61,371 |
| 60 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0095 |
0.9% |
76% |
False |
False |
40,984 |
| 80 |
1.0629 |
0.9860 |
0.0769 |
7.5% |
0.0099 |
1.0% |
59% |
False |
False |
30,780 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0108 |
1.0% |
64% |
False |
False |
24,643 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0095 |
0.9% |
64% |
False |
False |
20,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0543 |
|
1.618 |
1.0472 |
|
1.000 |
1.0428 |
|
0.618 |
1.0401 |
|
HIGH |
1.0357 |
|
0.618 |
1.0330 |
|
0.500 |
1.0322 |
|
0.382 |
1.0313 |
|
LOW |
1.0286 |
|
0.618 |
1.0242 |
|
1.000 |
1.0215 |
|
1.618 |
1.0171 |
|
2.618 |
1.0100 |
|
4.250 |
0.9984 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0322 |
1.0313 |
| PP |
1.0320 |
1.0310 |
| S1 |
1.0318 |
1.0308 |
|