CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0141 |
1.0123 |
-0.0018 |
-0.2% |
1.0115 |
| High |
1.0171 |
1.0161 |
-0.0010 |
-0.1% |
1.0221 |
| Low |
1.0140 |
1.0100 |
-0.0040 |
-0.4% |
1.0048 |
| Close |
1.0168 |
1.0133 |
-0.0035 |
-0.3% |
1.0077 |
| Range |
0.0031 |
0.0061 |
0.0030 |
96.8% |
0.0173 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
88 |
90 |
2 |
2.3% |
786 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0314 |
1.0285 |
1.0167 |
|
| R3 |
1.0253 |
1.0224 |
1.0150 |
|
| R2 |
1.0192 |
1.0192 |
1.0144 |
|
| R1 |
1.0163 |
1.0163 |
1.0139 |
1.0178 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0139 |
| S1 |
1.0102 |
1.0102 |
1.0127 |
1.0117 |
| S2 |
1.0070 |
1.0070 |
1.0122 |
|
| S3 |
1.0009 |
1.0041 |
1.0116 |
|
| S4 |
0.9948 |
0.9980 |
1.0099 |
|
|
| 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 |
1.0171 |
1.0048 |
0.0123 |
1.2% |
0.0052 |
0.5% |
69% |
False |
False |
199 |
| 10 |
1.0221 |
1.0039 |
0.0182 |
1.8% |
0.0066 |
0.7% |
52% |
False |
False |
112 |
| 20 |
1.0267 |
0.9969 |
0.0298 |
2.9% |
0.0053 |
0.5% |
55% |
False |
False |
60 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0033 |
0.3% |
38% |
False |
False |
32 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0029 |
0.3% |
47% |
False |
False |
24 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0039 |
0.4% |
31% |
False |
False |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0420 |
|
2.618 |
1.0321 |
|
1.618 |
1.0260 |
|
1.000 |
1.0222 |
|
0.618 |
1.0199 |
|
HIGH |
1.0161 |
|
0.618 |
1.0138 |
|
0.500 |
1.0131 |
|
0.382 |
1.0123 |
|
LOW |
1.0100 |
|
0.618 |
1.0062 |
|
1.000 |
1.0039 |
|
1.618 |
1.0001 |
|
2.618 |
0.9940 |
|
4.250 |
0.9841 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0135 |
| PP |
1.0131 |
1.0134 |
| S1 |
1.0131 |
1.0134 |
|