CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0127 |
1.0216 |
0.0089 |
0.9% |
1.0186 |
| High |
1.0243 |
1.0254 |
0.0011 |
0.1% |
1.0254 |
| Low |
1.0104 |
1.0191 |
0.0087 |
0.9% |
1.0104 |
| Close |
1.0223 |
1.0221 |
-0.0002 |
0.0% |
1.0221 |
| Range |
0.0139 |
0.0063 |
-0.0076 |
-54.7% |
0.0150 |
| ATR |
0.0089 |
0.0087 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
144,449 |
85,558 |
-58,891 |
-40.8% |
516,634 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0411 |
1.0379 |
1.0256 |
|
| R3 |
1.0348 |
1.0316 |
1.0238 |
|
| R2 |
1.0285 |
1.0285 |
1.0233 |
|
| R1 |
1.0253 |
1.0253 |
1.0227 |
1.0269 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0230 |
| S1 |
1.0190 |
1.0190 |
1.0215 |
1.0206 |
| S2 |
1.0159 |
1.0159 |
1.0209 |
|
| S3 |
1.0096 |
1.0127 |
1.0204 |
|
| S4 |
1.0033 |
1.0064 |
1.0186 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0582 |
1.0304 |
|
| R3 |
1.0493 |
1.0432 |
1.0262 |
|
| R2 |
1.0343 |
1.0343 |
1.0249 |
|
| R1 |
1.0282 |
1.0282 |
1.0235 |
1.0313 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0208 |
| S1 |
1.0132 |
1.0132 |
1.0207 |
1.0163 |
| S2 |
1.0043 |
1.0043 |
1.0194 |
|
| S3 |
0.9893 |
0.9982 |
1.0180 |
|
| S4 |
0.9743 |
0.9832 |
1.0139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0254 |
1.0104 |
0.0150 |
1.5% |
0.0079 |
0.8% |
78% |
True |
False |
103,326 |
| 10 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0081 |
0.8% |
46% |
False |
False |
107,531 |
| 20 |
1.0357 |
1.0069 |
0.0288 |
2.8% |
0.0083 |
0.8% |
53% |
False |
False |
114,803 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0089 |
0.9% |
67% |
False |
False |
82,734 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0093 |
0.9% |
56% |
False |
False |
55,273 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0094 |
0.9% |
62% |
False |
False |
41,489 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0107 |
1.0% |
45% |
False |
False |
33,226 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0100 |
1.0% |
55% |
False |
False |
27,690 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0522 |
|
2.618 |
1.0419 |
|
1.618 |
1.0356 |
|
1.000 |
1.0317 |
|
0.618 |
1.0293 |
|
HIGH |
1.0254 |
|
0.618 |
1.0230 |
|
0.500 |
1.0223 |
|
0.382 |
1.0215 |
|
LOW |
1.0191 |
|
0.618 |
1.0152 |
|
1.000 |
1.0128 |
|
1.618 |
1.0089 |
|
2.618 |
1.0026 |
|
4.250 |
0.9923 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0223 |
1.0207 |
| PP |
1.0222 |
1.0193 |
| S1 |
1.0222 |
1.0179 |
|