CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0280 |
1.0247 |
-0.0033 |
-0.3% |
1.0216 |
| High |
1.0318 |
1.0274 |
-0.0044 |
-0.4% |
1.0318 |
| Low |
1.0260 |
1.0228 |
-0.0032 |
-0.3% |
1.0157 |
| Close |
1.0274 |
1.0240 |
-0.0034 |
-0.3% |
1.0274 |
| Range |
0.0058 |
0.0046 |
-0.0012 |
-20.7% |
0.0161 |
| ATR |
0.0080 |
0.0078 |
-0.0002 |
-3.0% |
0.0000 |
| Volume |
102,587 |
65,987 |
-36,600 |
-35.7% |
521,663 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0359 |
1.0265 |
|
| R3 |
1.0339 |
1.0313 |
1.0253 |
|
| R2 |
1.0293 |
1.0293 |
1.0248 |
|
| R1 |
1.0267 |
1.0267 |
1.0244 |
1.0257 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0243 |
| S1 |
1.0221 |
1.0221 |
1.0236 |
1.0211 |
| S2 |
1.0201 |
1.0201 |
1.0232 |
|
| S3 |
1.0155 |
1.0175 |
1.0227 |
|
| S4 |
1.0109 |
1.0129 |
1.0215 |
|
|
| 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% |
0.0066 |
0.6% |
52% |
False |
False |
104,195 |
| 10 |
1.0318 |
1.0104 |
0.0214 |
2.1% |
0.0072 |
0.7% |
64% |
False |
False |
105,617 |
| 20 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0077 |
0.8% |
54% |
False |
False |
110,954 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.0% |
0.0085 |
0.8% |
72% |
False |
False |
97,265 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0089 |
0.9% |
60% |
False |
False |
65,046 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0091 |
0.9% |
65% |
False |
False |
48,825 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0102 |
1.0% |
47% |
False |
False |
39,101 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0101 |
1.0% |
57% |
False |
False |
32,587 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0470 |
|
2.618 |
1.0394 |
|
1.618 |
1.0348 |
|
1.000 |
1.0320 |
|
0.618 |
1.0302 |
|
HIGH |
1.0274 |
|
0.618 |
1.0256 |
|
0.500 |
1.0251 |
|
0.382 |
1.0246 |
|
LOW |
1.0228 |
|
0.618 |
1.0200 |
|
1.000 |
1.0182 |
|
1.618 |
1.0154 |
|
2.618 |
1.0108 |
|
4.250 |
1.0033 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0273 |
| PP |
1.0247 |
1.0262 |
| S1 |
1.0244 |
1.0251 |
|