CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0081 |
1.0135 |
0.0054 |
0.5% |
1.0115 |
| High |
1.0143 |
1.0163 |
0.0020 |
0.2% |
1.0221 |
| Low |
1.0081 |
1.0099 |
0.0018 |
0.2% |
1.0048 |
| Close |
1.0130 |
1.0131 |
0.0001 |
0.0% |
1.0077 |
| Range |
0.0062 |
0.0064 |
0.0002 |
3.2% |
0.0173 |
| ATR |
0.0072 |
0.0072 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
100 |
23 |
-77 |
-77.0% |
786 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0291 |
1.0166 |
|
| R3 |
1.0259 |
1.0227 |
1.0149 |
|
| R2 |
1.0195 |
1.0195 |
1.0143 |
|
| R1 |
1.0163 |
1.0163 |
1.0137 |
1.0147 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0123 |
| S1 |
1.0099 |
1.0099 |
1.0125 |
1.0083 |
| S2 |
1.0067 |
1.0067 |
1.0119 |
|
| S3 |
1.0003 |
1.0035 |
1.0113 |
|
| S4 |
0.9939 |
0.9971 |
1.0096 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0634 |
1.0529 |
1.0172 |
|
| R3 |
1.0461 |
1.0356 |
1.0125 |
|
| R2 |
1.0288 |
1.0288 |
1.0109 |
|
| R1 |
1.0183 |
1.0183 |
1.0093 |
1.0149 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0099 |
| S1 |
1.0010 |
1.0010 |
1.0061 |
0.9976 |
| S2 |
0.9942 |
0.9942 |
1.0045 |
|
| S3 |
0.9769 |
0.9837 |
1.0029 |
|
| S4 |
0.9596 |
0.9664 |
0.9982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0221 |
1.0048 |
0.0173 |
1.7% |
0.0092 |
0.9% |
48% |
False |
False |
179 |
| 10 |
1.0221 |
0.9969 |
0.0252 |
2.5% |
0.0067 |
0.7% |
64% |
False |
False |
99 |
| 20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0055 |
0.5% |
47% |
False |
False |
52 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0032 |
0.3% |
38% |
False |
False |
28 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0028 |
0.3% |
46% |
False |
False |
21 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0039 |
0.4% |
31% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0435 |
|
2.618 |
1.0331 |
|
1.618 |
1.0267 |
|
1.000 |
1.0227 |
|
0.618 |
1.0203 |
|
HIGH |
1.0163 |
|
0.618 |
1.0139 |
|
0.500 |
1.0131 |
|
0.382 |
1.0123 |
|
LOW |
1.0099 |
|
0.618 |
1.0059 |
|
1.000 |
1.0035 |
|
1.618 |
0.9995 |
|
2.618 |
0.9931 |
|
4.250 |
0.9827 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0131 |
1.0123 |
| PP |
1.0131 |
1.0114 |
| S1 |
1.0131 |
1.0106 |
|