CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 09-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Oct-2013 |
09-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0308 |
-0.0046 |
-0.4% |
1.0232 |
| High |
1.0358 |
1.0311 |
-0.0047 |
-0.5% |
1.0320 |
| Low |
1.0297 |
1.0266 |
-0.0031 |
-0.3% |
1.0166 |
| Close |
1.0326 |
1.0284 |
-0.0042 |
-0.4% |
1.0276 |
| Range |
0.0061 |
0.0045 |
-0.0016 |
-26.2% |
0.0154 |
| ATR |
0.0071 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
121 |
326 |
205 |
169.4% |
467 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0398 |
1.0309 |
|
| R3 |
1.0377 |
1.0353 |
1.0296 |
|
| R2 |
1.0332 |
1.0332 |
1.0292 |
|
| R1 |
1.0308 |
1.0308 |
1.0288 |
1.0298 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0282 |
| S1 |
1.0263 |
1.0263 |
1.0280 |
1.0253 |
| S2 |
1.0242 |
1.0242 |
1.0276 |
|
| S3 |
1.0197 |
1.0218 |
1.0272 |
|
| S4 |
1.0152 |
1.0173 |
1.0259 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0650 |
1.0361 |
|
| R3 |
1.0562 |
1.0496 |
1.0318 |
|
| R2 |
1.0408 |
1.0408 |
1.0304 |
|
| R1 |
1.0342 |
1.0342 |
1.0290 |
1.0375 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0271 |
| S1 |
1.0188 |
1.0188 |
1.0262 |
1.0221 |
| S2 |
1.0100 |
1.0100 |
1.0248 |
|
| S3 |
0.9946 |
1.0034 |
1.0234 |
|
| S4 |
0.9792 |
0.9880 |
1.0191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0358 |
1.0232 |
0.0126 |
1.2% |
0.0060 |
0.6% |
41% |
False |
False |
142 |
| 10 |
1.0358 |
1.0100 |
0.0258 |
2.5% |
0.0070 |
0.7% |
71% |
False |
False |
114 |
| 20 |
1.0358 |
1.0039 |
0.0319 |
3.1% |
0.0067 |
0.7% |
77% |
False |
False |
109 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0047 |
0.5% |
81% |
False |
False |
57 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0037 |
0.4% |
73% |
False |
False |
40 |
| 80 |
1.0518 |
0.9902 |
0.0616 |
6.0% |
0.0035 |
0.3% |
62% |
False |
False |
32 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0039 |
0.4% |
62% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0502 |
|
2.618 |
1.0429 |
|
1.618 |
1.0384 |
|
1.000 |
1.0356 |
|
0.618 |
1.0339 |
|
HIGH |
1.0311 |
|
0.618 |
1.0294 |
|
0.500 |
1.0289 |
|
0.382 |
1.0283 |
|
LOW |
1.0266 |
|
0.618 |
1.0238 |
|
1.000 |
1.0221 |
|
1.618 |
1.0193 |
|
2.618 |
1.0148 |
|
4.250 |
1.0075 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0312 |
| PP |
1.0287 |
1.0303 |
| S1 |
1.0286 |
1.0293 |
|