CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0115 |
1.0071 |
-0.0044 |
-0.4% |
1.0053 |
| High |
1.0125 |
1.0103 |
-0.0022 |
-0.2% |
1.0102 |
| Low |
1.0096 |
1.0071 |
-0.0025 |
-0.2% |
0.9969 |
| Close |
1.0096 |
1.0100 |
0.0004 |
0.0% |
1.0086 |
| Range |
0.0029 |
0.0032 |
0.0003 |
10.3% |
0.0133 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-3.7% |
0.0000 |
| Volume |
9 |
4 |
-5 |
-55.6% |
90 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0187 |
1.0176 |
1.0118 |
|
| R3 |
1.0155 |
1.0144 |
1.0109 |
|
| R2 |
1.0123 |
1.0123 |
1.0106 |
|
| R1 |
1.0112 |
1.0112 |
1.0103 |
1.0118 |
| PP |
1.0091 |
1.0091 |
1.0091 |
1.0094 |
| S1 |
1.0080 |
1.0080 |
1.0097 |
1.0086 |
| S2 |
1.0059 |
1.0059 |
1.0094 |
|
| S3 |
1.0027 |
1.0048 |
1.0091 |
|
| S4 |
0.9995 |
1.0016 |
1.0082 |
|
|
| 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 |
1.0125 |
0.9969 |
0.0156 |
1.5% |
0.0042 |
0.4% |
84% |
False |
False |
19 |
| 10 |
1.0158 |
0.9969 |
0.0189 |
1.9% |
0.0038 |
0.4% |
69% |
False |
False |
13 |
| 20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0034 |
0.3% |
38% |
False |
False |
8 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0022 |
0.2% |
31% |
False |
False |
6 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0024 |
0.2% |
40% |
False |
False |
7 |
| 80 |
1.0643 |
0.9820 |
0.0823 |
8.1% |
0.0033 |
0.3% |
34% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0239 |
|
2.618 |
1.0187 |
|
1.618 |
1.0155 |
|
1.000 |
1.0135 |
|
0.618 |
1.0123 |
|
HIGH |
1.0103 |
|
0.618 |
1.0091 |
|
0.500 |
1.0087 |
|
0.382 |
1.0083 |
|
LOW |
1.0071 |
|
0.618 |
1.0051 |
|
1.000 |
1.0039 |
|
1.618 |
1.0019 |
|
2.618 |
0.9987 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0094 |
| PP |
1.0091 |
1.0088 |
| S1 |
1.0087 |
1.0082 |
|