CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 27-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Sep-2013 |
27-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0123 |
1.0110 |
-0.0013 |
-0.1% |
1.0081 |
| High |
1.0161 |
1.0195 |
0.0034 |
0.3% |
1.0195 |
| Low |
1.0100 |
1.0110 |
0.0010 |
0.1% |
1.0081 |
| Close |
1.0133 |
1.0186 |
0.0053 |
0.5% |
1.0186 |
| Range |
0.0061 |
0.0085 |
0.0024 |
39.3% |
0.0114 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.6% |
0.0000 |
| Volume |
90 |
54 |
-36 |
-40.0% |
355 |
|
| Daily Pivots for day following 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0419 |
1.0387 |
1.0233 |
|
| R3 |
1.0334 |
1.0302 |
1.0209 |
|
| R2 |
1.0249 |
1.0249 |
1.0202 |
|
| R1 |
1.0217 |
1.0217 |
1.0194 |
1.0233 |
| PP |
1.0164 |
1.0164 |
1.0164 |
1.0172 |
| S1 |
1.0132 |
1.0132 |
1.0178 |
1.0148 |
| S2 |
1.0079 |
1.0079 |
1.0170 |
|
| S3 |
0.9994 |
1.0047 |
1.0163 |
|
| S4 |
0.9909 |
0.9962 |
1.0139 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0455 |
1.0249 |
|
| R3 |
1.0382 |
1.0341 |
1.0217 |
|
| R2 |
1.0268 |
1.0268 |
1.0207 |
|
| R1 |
1.0227 |
1.0227 |
1.0196 |
1.0248 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0164 |
| S1 |
1.0113 |
1.0113 |
1.0176 |
1.0134 |
| S2 |
1.0040 |
1.0040 |
1.0165 |
|
| S3 |
0.9926 |
0.9999 |
1.0155 |
|
| S4 |
0.9812 |
0.9885 |
1.0123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0195 |
1.0081 |
0.0114 |
1.1% |
0.0061 |
0.6% |
92% |
True |
False |
71 |
| 10 |
1.0221 |
1.0048 |
0.0173 |
1.7% |
0.0070 |
0.7% |
80% |
False |
False |
114 |
| 20 |
1.0221 |
0.9969 |
0.0252 |
2.5% |
0.0054 |
0.5% |
86% |
False |
False |
63 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0035 |
0.3% |
51% |
False |
False |
33 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0031 |
0.3% |
57% |
False |
False |
25 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0039 |
0.4% |
38% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0556 |
|
2.618 |
1.0418 |
|
1.618 |
1.0333 |
|
1.000 |
1.0280 |
|
0.618 |
1.0248 |
|
HIGH |
1.0195 |
|
0.618 |
1.0163 |
|
0.500 |
1.0153 |
|
0.382 |
1.0142 |
|
LOW |
1.0110 |
|
0.618 |
1.0057 |
|
1.000 |
1.0025 |
|
1.618 |
0.9972 |
|
2.618 |
0.9887 |
|
4.250 |
0.9749 |
|
|
| Fisher Pivots for day following 27-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0173 |
| PP |
1.0164 |
1.0160 |
| S1 |
1.0153 |
1.0148 |
|