CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0247 |
1.0239 |
-0.0008 |
-0.1% |
1.0216 |
| High |
1.0274 |
1.0263 |
-0.0011 |
-0.1% |
1.0318 |
| Low |
1.0228 |
1.0177 |
-0.0051 |
-0.5% |
1.0157 |
| Close |
1.0240 |
1.0194 |
-0.0046 |
-0.4% |
1.0274 |
| Range |
0.0046 |
0.0086 |
0.0040 |
87.0% |
0.0161 |
| ATR |
0.0078 |
0.0078 |
0.0001 |
0.8% |
0.0000 |
| Volume |
65,987 |
109,255 |
43,268 |
65.6% |
521,663 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0418 |
1.0241 |
|
| R3 |
1.0383 |
1.0332 |
1.0218 |
|
| R2 |
1.0297 |
1.0297 |
1.0210 |
|
| R1 |
1.0246 |
1.0246 |
1.0202 |
1.0229 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0203 |
| S1 |
1.0160 |
1.0160 |
1.0186 |
1.0143 |
| S2 |
1.0125 |
1.0125 |
1.0178 |
|
| S3 |
1.0039 |
1.0074 |
1.0170 |
|
| S4 |
0.9953 |
0.9988 |
1.0147 |
|
|
| 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 |
1.0177 |
0.0141 |
1.4% |
0.0069 |
0.7% |
12% |
False |
True |
100,162 |
| 10 |
1.0318 |
1.0104 |
0.0214 |
2.1% |
0.0075 |
0.7% |
42% |
False |
False |
105,875 |
| 20 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0076 |
0.7% |
36% |
False |
False |
108,405 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0083 |
0.8% |
61% |
False |
False |
99,960 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0089 |
0.9% |
50% |
False |
False |
66,863 |
| 80 |
1.0442 |
0.9885 |
0.0557 |
5.5% |
0.0091 |
0.9% |
55% |
False |
False |
50,188 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0100 |
1.0% |
41% |
False |
False |
40,190 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0101 |
1.0% |
52% |
False |
False |
33,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0629 |
|
2.618 |
1.0488 |
|
1.618 |
1.0402 |
|
1.000 |
1.0349 |
|
0.618 |
1.0316 |
|
HIGH |
1.0263 |
|
0.618 |
1.0230 |
|
0.500 |
1.0220 |
|
0.382 |
1.0210 |
|
LOW |
1.0177 |
|
0.618 |
1.0124 |
|
1.000 |
1.0091 |
|
1.618 |
1.0038 |
|
2.618 |
0.9952 |
|
4.250 |
0.9812 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0220 |
1.0248 |
| PP |
1.0211 |
1.0230 |
| S1 |
1.0203 |
1.0212 |
|