CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0273 |
1.0280 |
0.0007 |
0.1% |
1.0216 |
| High |
1.0294 |
1.0318 |
0.0024 |
0.2% |
1.0318 |
| Low |
1.0246 |
1.0260 |
0.0014 |
0.1% |
1.0157 |
| Close |
1.0275 |
1.0274 |
-0.0001 |
0.0% |
1.0274 |
| Range |
0.0048 |
0.0058 |
0.0010 |
20.8% |
0.0161 |
| ATR |
0.0082 |
0.0080 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
88,794 |
102,587 |
13,793 |
15.5% |
521,663 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0458 |
1.0424 |
1.0306 |
|
| R3 |
1.0400 |
1.0366 |
1.0290 |
|
| R2 |
1.0342 |
1.0342 |
1.0285 |
|
| R1 |
1.0308 |
1.0308 |
1.0279 |
1.0296 |
| PP |
1.0284 |
1.0284 |
1.0284 |
1.0278 |
| S1 |
1.0250 |
1.0250 |
1.0269 |
1.0238 |
| S2 |
1.0226 |
1.0226 |
1.0263 |
|
| S3 |
1.0168 |
1.0192 |
1.0258 |
|
| S4 |
1.0110 |
1.0134 |
1.0242 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0664 |
1.0363 |
|
| R3 |
1.0572 |
1.0503 |
1.0318 |
|
| R2 |
1.0411 |
1.0411 |
1.0304 |
|
| R1 |
1.0342 |
1.0342 |
1.0289 |
1.0377 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0267 |
| S1 |
1.0181 |
1.0181 |
1.0259 |
1.0216 |
| S2 |
1.0089 |
1.0089 |
1.0244 |
|
| S3 |
0.9928 |
1.0020 |
1.0230 |
|
| S4 |
0.9767 |
0.9859 |
1.0185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0318 |
1.0157 |
0.0161 |
1.6% |
0.0065 |
0.6% |
73% |
True |
False |
104,332 |
| 10 |
1.0318 |
1.0104 |
0.0214 |
2.1% |
0.0072 |
0.7% |
79% |
True |
False |
103,829 |
| 20 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0080 |
0.8% |
67% |
False |
False |
114,651 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.0% |
0.0085 |
0.8% |
80% |
False |
False |
95,658 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0090 |
0.9% |
66% |
False |
False |
63,951 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0092 |
0.9% |
71% |
False |
False |
48,003 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0105 |
1.0% |
51% |
False |
False |
38,441 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0101 |
1.0% |
60% |
False |
False |
32,037 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0565 |
|
2.618 |
1.0470 |
|
1.618 |
1.0412 |
|
1.000 |
1.0376 |
|
0.618 |
1.0354 |
|
HIGH |
1.0318 |
|
0.618 |
1.0296 |
|
0.500 |
1.0289 |
|
0.382 |
1.0282 |
|
LOW |
1.0260 |
|
0.618 |
1.0224 |
|
1.000 |
1.0202 |
|
1.618 |
1.0166 |
|
2.618 |
1.0108 |
|
4.250 |
1.0014 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0267 |
| PP |
1.0284 |
1.0260 |
| S1 |
1.0279 |
1.0253 |
|