CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0062 |
1.0060 |
-0.0002 |
0.0% |
1.0053 |
| High |
1.0102 |
1.0086 |
-0.0016 |
-0.2% |
1.0102 |
| Low |
1.0052 |
1.0039 |
-0.0013 |
-0.1% |
0.9969 |
| Close |
1.0069 |
1.0086 |
0.0017 |
0.2% |
1.0086 |
| Range |
0.0050 |
0.0047 |
-0.0003 |
-6.0% |
0.0133 |
| ATR |
0.0070 |
0.0068 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
11 |
36 |
25 |
227.3% |
90 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0211 |
1.0196 |
1.0112 |
|
| R3 |
1.0164 |
1.0149 |
1.0099 |
|
| R2 |
1.0117 |
1.0117 |
1.0095 |
|
| R1 |
1.0102 |
1.0102 |
1.0090 |
1.0110 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0074 |
| S1 |
1.0055 |
1.0055 |
1.0082 |
1.0063 |
| S2 |
1.0023 |
1.0023 |
1.0077 |
|
| S3 |
0.9976 |
1.0008 |
1.0073 |
|
| S4 |
0.9929 |
0.9961 |
1.0060 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0451 |
1.0402 |
1.0159 |
|
| R3 |
1.0318 |
1.0269 |
1.0123 |
|
| R2 |
1.0185 |
1.0185 |
1.0110 |
|
| R1 |
1.0136 |
1.0136 |
1.0098 |
1.0161 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0065 |
| S1 |
1.0003 |
1.0003 |
1.0074 |
1.0028 |
| S2 |
0.9919 |
0.9919 |
1.0062 |
|
| S3 |
0.9786 |
0.9870 |
1.0049 |
|
| S4 |
0.9653 |
0.9737 |
1.0013 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0102 |
0.9969 |
0.0133 |
1.3% |
0.0047 |
0.5% |
88% |
False |
False |
18 |
| 10 |
1.0209 |
0.9969 |
0.0240 |
2.4% |
0.0038 |
0.4% |
49% |
False |
False |
13 |
| 20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0031 |
0.3% |
34% |
False |
False |
7 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0021 |
0.2% |
27% |
False |
False |
6 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0024 |
0.2% |
37% |
False |
False |
7 |
| 80 |
1.0643 |
0.9710 |
0.0933 |
9.3% |
0.0033 |
0.3% |
40% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0286 |
|
2.618 |
1.0209 |
|
1.618 |
1.0162 |
|
1.000 |
1.0133 |
|
0.618 |
1.0115 |
|
HIGH |
1.0086 |
|
0.618 |
1.0068 |
|
0.500 |
1.0063 |
|
0.382 |
1.0057 |
|
LOW |
1.0039 |
|
0.618 |
1.0010 |
|
1.000 |
0.9992 |
|
1.618 |
0.9963 |
|
2.618 |
0.9916 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0069 |
| PP |
1.0070 |
1.0052 |
| S1 |
1.0063 |
1.0036 |
|