CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0162 |
1.0108 |
-0.0054 |
-0.5% |
1.0075 |
| High |
1.0180 |
1.0199 |
0.0019 |
0.2% |
1.0199 |
| Low |
1.0090 |
1.0101 |
0.0011 |
0.1% |
1.0069 |
| Close |
1.0126 |
1.0178 |
0.0052 |
0.5% |
1.0178 |
| Range |
0.0090 |
0.0098 |
0.0008 |
8.9% |
0.0130 |
| ATR |
0.0092 |
0.0093 |
0.0000 |
0.5% |
0.0000 |
| Volume |
135,013 |
117,307 |
-17,706 |
-13.1% |
524,714 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0453 |
1.0414 |
1.0232 |
|
| R3 |
1.0355 |
1.0316 |
1.0205 |
|
| R2 |
1.0257 |
1.0257 |
1.0196 |
|
| R1 |
1.0218 |
1.0218 |
1.0187 |
1.0238 |
| PP |
1.0159 |
1.0159 |
1.0159 |
1.0169 |
| S1 |
1.0120 |
1.0120 |
1.0169 |
1.0140 |
| S2 |
1.0061 |
1.0061 |
1.0160 |
|
| S3 |
0.9963 |
1.0022 |
1.0151 |
|
| S4 |
0.9865 |
0.9924 |
1.0124 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0488 |
1.0250 |
|
| R3 |
1.0409 |
1.0358 |
1.0214 |
|
| R2 |
1.0279 |
1.0279 |
1.0202 |
|
| R1 |
1.0228 |
1.0228 |
1.0190 |
1.0254 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0161 |
| S1 |
1.0098 |
1.0098 |
1.0166 |
1.0124 |
| S2 |
1.0019 |
1.0019 |
1.0154 |
|
| S3 |
0.9889 |
0.9968 |
1.0142 |
|
| S4 |
0.9759 |
0.9838 |
1.0107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0199 |
1.0069 |
0.0130 |
1.3% |
0.0076 |
0.7% |
84% |
True |
False |
104,942 |
| 10 |
1.0234 |
1.0037 |
0.0197 |
1.9% |
0.0086 |
0.8% |
72% |
False |
False |
111,620 |
| 20 |
1.0234 |
0.9943 |
0.0291 |
2.9% |
0.0090 |
0.9% |
81% |
False |
False |
76,664 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0095 |
0.9% |
47% |
False |
False |
38,602 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0096 |
0.9% |
55% |
False |
False |
25,787 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0112 |
1.1% |
39% |
False |
False |
19,388 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0105 |
1.0% |
51% |
False |
False |
15,515 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0094 |
0.9% |
51% |
False |
False |
12,930 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0616 |
|
2.618 |
1.0456 |
|
1.618 |
1.0358 |
|
1.000 |
1.0297 |
|
0.618 |
1.0260 |
|
HIGH |
1.0199 |
|
0.618 |
1.0162 |
|
0.500 |
1.0150 |
|
0.382 |
1.0138 |
|
LOW |
1.0101 |
|
0.618 |
1.0040 |
|
1.000 |
1.0003 |
|
1.618 |
0.9942 |
|
2.618 |
0.9844 |
|
4.250 |
0.9685 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0169 |
1.0167 |
| PP |
1.0159 |
1.0156 |
| S1 |
1.0150 |
1.0145 |
|