CME Japanese Yen Future December 2013
| 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 |
1.0344 |
1.0327 |
-0.0017 |
-0.2% |
1.0229 |
| High |
1.0357 |
1.0333 |
-0.0024 |
-0.2% |
1.0320 |
| Low |
1.0286 |
1.0245 |
-0.0041 |
-0.4% |
1.0133 |
| Close |
1.0316 |
1.0275 |
-0.0041 |
-0.4% |
1.0268 |
| Range |
0.0071 |
0.0088 |
0.0017 |
23.9% |
0.0187 |
| ATR |
0.0090 |
0.0090 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
112,883 |
114,849 |
1,966 |
1.7% |
696,051 |
|
| Daily Pivots for day following 09-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0548 |
1.0500 |
1.0323 |
|
| R3 |
1.0460 |
1.0412 |
1.0299 |
|
| R2 |
1.0372 |
1.0372 |
1.0291 |
|
| R1 |
1.0324 |
1.0324 |
1.0283 |
1.0304 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0275 |
| S1 |
1.0236 |
1.0236 |
1.0267 |
1.0216 |
| S2 |
1.0196 |
1.0196 |
1.0259 |
|
| S3 |
1.0108 |
1.0148 |
1.0251 |
|
| S4 |
1.0020 |
1.0060 |
1.0227 |
|
|
| 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 |
1.0221 |
0.0136 |
1.3% |
0.0080 |
0.8% |
40% |
False |
False |
113,538 |
| 10 |
1.0357 |
1.0090 |
0.0267 |
2.6% |
0.0090 |
0.9% |
69% |
False |
False |
128,013 |
| 20 |
1.0357 |
1.0006 |
0.0351 |
3.4% |
0.0088 |
0.9% |
77% |
False |
False |
118,168 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.0% |
0.0092 |
0.9% |
80% |
False |
False |
64,238 |
| 60 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0095 |
0.9% |
68% |
False |
False |
42,896 |
| 80 |
1.0598 |
0.9860 |
0.0738 |
7.2% |
0.0099 |
1.0% |
56% |
False |
False |
32,213 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0108 |
1.1% |
60% |
False |
False |
25,792 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0095 |
0.9% |
60% |
False |
False |
21,494 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0707 |
|
2.618 |
1.0563 |
|
1.618 |
1.0475 |
|
1.000 |
1.0421 |
|
0.618 |
1.0387 |
|
HIGH |
1.0333 |
|
0.618 |
1.0299 |
|
0.500 |
1.0289 |
|
0.382 |
1.0279 |
|
LOW |
1.0245 |
|
0.618 |
1.0191 |
|
1.000 |
1.0157 |
|
1.618 |
1.0103 |
|
2.618 |
1.0015 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 09-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0301 |
| PP |
1.0284 |
1.0292 |
| S1 |
1.0280 |
1.0284 |
|