CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0278 |
-0.0009 |
-0.1% |
1.0229 |
| High |
1.0319 |
1.0349 |
0.0030 |
0.3% |
1.0320 |
| Low |
1.0258 |
1.0268 |
0.0010 |
0.1% |
1.0133 |
| Close |
1.0268 |
1.0325 |
0.0057 |
0.6% |
1.0268 |
| Range |
0.0061 |
0.0081 |
0.0020 |
32.8% |
0.0187 |
| ATR |
0.0093 |
0.0092 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
106,847 |
104,030 |
-2,817 |
-2.6% |
696,051 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0557 |
1.0522 |
1.0370 |
|
| R3 |
1.0476 |
1.0441 |
1.0347 |
|
| R2 |
1.0395 |
1.0395 |
1.0340 |
|
| R1 |
1.0360 |
1.0360 |
1.0332 |
1.0378 |
| PP |
1.0314 |
1.0314 |
1.0314 |
1.0323 |
| S1 |
1.0279 |
1.0279 |
1.0318 |
1.0297 |
| S2 |
1.0233 |
1.0233 |
1.0310 |
|
| S3 |
1.0152 |
1.0198 |
1.0303 |
|
| S4 |
1.0071 |
1.0117 |
1.0280 |
|
|
| 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 |
1.0349 |
1.0133 |
0.0216 |
2.1% |
0.0090 |
0.9% |
89% |
True |
False |
132,030 |
| 10 |
1.0349 |
1.0088 |
0.0261 |
2.5% |
0.0086 |
0.8% |
91% |
True |
False |
125,022 |
| 20 |
1.0349 |
0.9943 |
0.0406 |
3.9% |
0.0089 |
0.9% |
94% |
True |
False |
114,116 |
| 40 |
1.0423 |
0.9943 |
0.0480 |
4.6% |
0.0093 |
0.9% |
80% |
False |
False |
58,556 |
| 60 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0096 |
0.9% |
77% |
False |
False |
39,104 |
| 80 |
1.0636 |
0.9860 |
0.0776 |
7.5% |
0.0101 |
1.0% |
60% |
False |
False |
29,372 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0107 |
1.0% |
65% |
False |
False |
23,515 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0095 |
0.9% |
65% |
False |
False |
19,597 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0693 |
|
2.618 |
1.0561 |
|
1.618 |
1.0480 |
|
1.000 |
1.0430 |
|
0.618 |
1.0399 |
|
HIGH |
1.0349 |
|
0.618 |
1.0318 |
|
0.500 |
1.0309 |
|
0.382 |
1.0299 |
|
LOW |
1.0268 |
|
0.618 |
1.0218 |
|
1.000 |
1.0187 |
|
1.618 |
1.0137 |
|
2.618 |
1.0056 |
|
4.250 |
0.9924 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0320 |
1.0312 |
| PP |
1.0314 |
1.0298 |
| S1 |
1.0309 |
1.0285 |
|