CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0180 |
1.0186 |
0.0006 |
0.1% |
1.0278 |
| High |
1.0217 |
1.0198 |
-0.0019 |
-0.2% |
1.0357 |
| Low |
1.0143 |
1.0146 |
0.0003 |
0.0% |
1.0143 |
| Close |
1.0157 |
1.0175 |
0.0018 |
0.2% |
1.0157 |
| Range |
0.0074 |
0.0052 |
-0.0022 |
-29.7% |
0.0214 |
| ATR |
0.0089 |
0.0087 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
100,885 |
48,107 |
-52,778 |
-52.3% |
558,680 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0329 |
1.0304 |
1.0204 |
|
| R3 |
1.0277 |
1.0252 |
1.0189 |
|
| R2 |
1.0225 |
1.0225 |
1.0185 |
|
| R1 |
1.0200 |
1.0200 |
1.0180 |
1.0187 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0166 |
| S1 |
1.0148 |
1.0148 |
1.0170 |
1.0135 |
| S2 |
1.0121 |
1.0121 |
1.0165 |
|
| S3 |
1.0069 |
1.0096 |
1.0161 |
|
| S4 |
1.0017 |
1.0044 |
1.0146 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0723 |
1.0275 |
|
| R3 |
1.0647 |
1.0509 |
1.0216 |
|
| R2 |
1.0433 |
1.0433 |
1.0196 |
|
| R1 |
1.0295 |
1.0295 |
1.0177 |
1.0257 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0200 |
| S1 |
1.0081 |
1.0081 |
1.0137 |
1.0043 |
| S2 |
1.0005 |
1.0005 |
1.0118 |
|
| S3 |
0.9791 |
0.9867 |
1.0098 |
|
| S4 |
0.9577 |
0.9653 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0357 |
1.0143 |
0.0214 |
2.1% |
0.0076 |
0.8% |
15% |
False |
False |
100,551 |
| 10 |
1.0357 |
1.0133 |
0.0224 |
2.2% |
0.0083 |
0.8% |
19% |
False |
False |
116,290 |
| 20 |
1.0357 |
1.0037 |
0.0320 |
3.1% |
0.0087 |
0.9% |
43% |
False |
False |
116,225 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0090 |
0.9% |
56% |
False |
False |
71,075 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0094 |
0.9% |
46% |
False |
False |
47,472 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0095 |
0.9% |
54% |
False |
False |
35,648 |
| 100 |
1.0670 |
0.9697 |
0.0973 |
9.6% |
0.0109 |
1.1% |
49% |
False |
False |
28,542 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0097 |
1.0% |
50% |
False |
False |
23,786 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0419 |
|
2.618 |
1.0334 |
|
1.618 |
1.0282 |
|
1.000 |
1.0250 |
|
0.618 |
1.0230 |
|
HIGH |
1.0198 |
|
0.618 |
1.0178 |
|
0.500 |
1.0172 |
|
0.382 |
1.0166 |
|
LOW |
1.0146 |
|
0.618 |
1.0114 |
|
1.000 |
1.0094 |
|
1.618 |
1.0062 |
|
2.618 |
1.0010 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0210 |
| PP |
1.0173 |
1.0198 |
| S1 |
1.0172 |
1.0187 |
|