CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 31-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0159 |
-0.0028 |
-0.3% |
1.0216 |
| High |
1.0202 |
1.0198 |
-0.0004 |
0.0% |
1.0318 |
| Low |
1.0134 |
1.0146 |
0.0012 |
0.1% |
1.0157 |
| Close |
1.0146 |
1.0172 |
0.0026 |
0.3% |
1.0274 |
| Range |
0.0068 |
0.0052 |
-0.0016 |
-23.5% |
0.0161 |
| ATR |
0.0077 |
0.0076 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
112,562 |
121,597 |
9,035 |
8.0% |
521,663 |
|
| Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0302 |
1.0201 |
|
| R3 |
1.0276 |
1.0250 |
1.0186 |
|
| R2 |
1.0224 |
1.0224 |
1.0182 |
|
| R1 |
1.0198 |
1.0198 |
1.0177 |
1.0211 |
| PP |
1.0172 |
1.0172 |
1.0172 |
1.0179 |
| S1 |
1.0146 |
1.0146 |
1.0167 |
1.0159 |
| S2 |
1.0120 |
1.0120 |
1.0162 |
|
| S3 |
1.0068 |
1.0094 |
1.0158 |
|
| S4 |
1.0016 |
1.0042 |
1.0143 |
|
|
| 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 |
1.0134 |
0.0184 |
1.8% |
0.0062 |
0.6% |
21% |
False |
False |
102,397 |
| 10 |
1.0318 |
1.0134 |
0.0184 |
1.8% |
0.0064 |
0.6% |
21% |
False |
False |
101,662 |
| 20 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0072 |
0.7% |
27% |
False |
False |
105,661 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0083 |
0.8% |
55% |
False |
False |
105,559 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0087 |
0.9% |
46% |
False |
False |
70,758 |
| 80 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0090 |
0.9% |
48% |
False |
False |
53,112 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0097 |
1.0% |
39% |
False |
False |
42,525 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0101 |
1.0% |
50% |
False |
False |
35,449 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0419 |
|
2.618 |
1.0334 |
|
1.618 |
1.0282 |
|
1.000 |
1.0250 |
|
0.618 |
1.0230 |
|
HIGH |
1.0198 |
|
0.618 |
1.0178 |
|
0.500 |
1.0172 |
|
0.382 |
1.0166 |
|
LOW |
1.0146 |
|
0.618 |
1.0114 |
|
1.000 |
1.0094 |
|
1.618 |
1.0062 |
|
2.618 |
1.0010 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 31-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0199 |
| PP |
1.0172 |
1.0190 |
| S1 |
1.0172 |
1.0181 |
|