CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0127 |
-0.0061 |
-0.6% |
1.0278 |
| High |
1.0193 |
1.0243 |
0.0050 |
0.5% |
1.0357 |
| Low |
1.0107 |
1.0104 |
-0.0003 |
0.0% |
1.0143 |
| Close |
1.0130 |
1.0223 |
0.0093 |
0.9% |
1.0157 |
| Range |
0.0086 |
0.0139 |
0.0053 |
61.6% |
0.0214 |
| ATR |
0.0085 |
0.0089 |
0.0004 |
4.6% |
0.0000 |
| Volume |
131,843 |
144,449 |
12,606 |
9.6% |
558,680 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0607 |
1.0554 |
1.0299 |
|
| R3 |
1.0468 |
1.0415 |
1.0261 |
|
| R2 |
1.0329 |
1.0329 |
1.0248 |
|
| R1 |
1.0276 |
1.0276 |
1.0236 |
1.0303 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0203 |
| S1 |
1.0137 |
1.0137 |
1.0210 |
1.0164 |
| S2 |
1.0051 |
1.0051 |
1.0198 |
|
| S3 |
0.9912 |
0.9998 |
1.0185 |
|
| S4 |
0.9773 |
0.9859 |
1.0147 |
|
|
| 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 |
1.0243 |
1.0104 |
0.0139 |
1.4% |
0.0081 |
0.8% |
86% |
True |
True |
106,392 |
| 10 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0081 |
0.8% |
47% |
False |
True |
109,660 |
| 20 |
1.0357 |
1.0037 |
0.0320 |
3.1% |
0.0082 |
0.8% |
58% |
False |
False |
115,289 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.0% |
0.0091 |
0.9% |
68% |
False |
False |
80,607 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0094 |
0.9% |
56% |
False |
False |
53,849 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0095 |
0.9% |
62% |
False |
False |
40,422 |
| 100 |
1.0670 |
0.9800 |
0.0870 |
8.5% |
0.0108 |
1.1% |
49% |
False |
False |
32,371 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0099 |
1.0% |
55% |
False |
False |
26,977 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0834 |
|
2.618 |
1.0607 |
|
1.618 |
1.0468 |
|
1.000 |
1.0382 |
|
0.618 |
1.0329 |
|
HIGH |
1.0243 |
|
0.618 |
1.0190 |
|
0.500 |
1.0174 |
|
0.382 |
1.0157 |
|
LOW |
1.0104 |
|
0.618 |
1.0018 |
|
1.000 |
0.9965 |
|
1.618 |
0.9879 |
|
2.618 |
0.9740 |
|
4.250 |
0.9513 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0207 |
1.0207 |
| PP |
1.0190 |
1.0190 |
| S1 |
1.0174 |
1.0174 |
|