CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0061 |
1.0075 |
0.0014 |
0.1% |
1.0119 |
| High |
1.0088 |
1.0142 |
0.0054 |
0.5% |
1.0234 |
| Low |
1.0037 |
1.0069 |
0.0032 |
0.3% |
1.0037 |
| Close |
1.0070 |
1.0123 |
0.0053 |
0.5% |
1.0070 |
| Range |
0.0051 |
0.0073 |
0.0022 |
43.1% |
0.0197 |
| ATR |
0.0100 |
0.0098 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
95,260 |
74,575 |
-20,685 |
-21.7% |
591,495 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0330 |
1.0300 |
1.0163 |
|
| R3 |
1.0257 |
1.0227 |
1.0143 |
|
| R2 |
1.0184 |
1.0184 |
1.0136 |
|
| R1 |
1.0154 |
1.0154 |
1.0130 |
1.0169 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0119 |
| S1 |
1.0081 |
1.0081 |
1.0116 |
1.0096 |
| S2 |
1.0038 |
1.0038 |
1.0110 |
|
| S3 |
0.9965 |
1.0008 |
1.0103 |
|
| S4 |
0.9892 |
0.9935 |
1.0083 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0584 |
1.0178 |
|
| R3 |
1.0508 |
1.0387 |
1.0124 |
|
| R2 |
1.0311 |
1.0311 |
1.0106 |
|
| R1 |
1.0190 |
1.0190 |
1.0088 |
1.0152 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0095 |
| S1 |
0.9993 |
0.9993 |
1.0052 |
0.9955 |
| S2 |
0.9917 |
0.9917 |
1.0034 |
|
| S3 |
0.9720 |
0.9796 |
1.0016 |
|
| S4 |
0.9523 |
0.9599 |
0.9962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0234 |
1.0037 |
0.0197 |
1.9% |
0.0099 |
1.0% |
44% |
False |
False |
114,307 |
| 10 |
1.0234 |
0.9943 |
0.0291 |
2.9% |
0.0092 |
0.9% |
62% |
False |
False |
103,210 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0096 |
0.9% |
47% |
False |
False |
54,353 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0097 |
1.0% |
36% |
False |
False |
27,368 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0098 |
1.0% |
45% |
False |
False |
18,292 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0113 |
1.1% |
32% |
False |
False |
13,763 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0104 |
1.0% |
45% |
False |
False |
11,013 |
| 120 |
1.0734 |
0.9675 |
0.1059 |
10.5% |
0.0096 |
1.0% |
42% |
False |
False |
9,180 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0333 |
|
1.618 |
1.0260 |
|
1.000 |
1.0215 |
|
0.618 |
1.0187 |
|
HIGH |
1.0142 |
|
0.618 |
1.0114 |
|
0.500 |
1.0106 |
|
0.382 |
1.0097 |
|
LOW |
1.0069 |
|
0.618 |
1.0024 |
|
1.000 |
0.9996 |
|
1.618 |
0.9951 |
|
2.618 |
0.9878 |
|
4.250 |
0.9759 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0117 |
1.0124 |
| PP |
1.0111 |
1.0123 |
| S1 |
1.0106 |
1.0123 |
|