CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0290 |
0.0080 |
0.8% |
1.0081 |
| High |
1.0298 |
1.0320 |
0.0022 |
0.2% |
1.0195 |
| Low |
1.0210 |
1.0232 |
0.0022 |
0.2% |
1.0081 |
| Close |
1.0280 |
1.0296 |
0.0016 |
0.2% |
1.0186 |
| Range |
0.0088 |
0.0088 |
0.0000 |
0.0% |
0.0114 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0000 |
| Volume |
158 |
123 |
-35 |
-22.2% |
355 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0509 |
1.0344 |
|
| R3 |
1.0459 |
1.0421 |
1.0320 |
|
| R2 |
1.0371 |
1.0371 |
1.0312 |
|
| R1 |
1.0333 |
1.0333 |
1.0304 |
1.0352 |
| PP |
1.0283 |
1.0283 |
1.0283 |
1.0292 |
| S1 |
1.0245 |
1.0245 |
1.0288 |
1.0264 |
| S2 |
1.0195 |
1.0195 |
1.0280 |
|
| S3 |
1.0107 |
1.0157 |
1.0272 |
|
| S4 |
1.0019 |
1.0069 |
1.0248 |
|
|
| 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 |
1.0320 |
1.0110 |
0.0210 |
2.0% |
0.0085 |
0.8% |
89% |
True |
False |
93 |
| 10 |
1.0320 |
1.0048 |
0.0272 |
2.6% |
0.0068 |
0.7% |
91% |
True |
False |
146 |
| 20 |
1.0320 |
0.9969 |
0.0351 |
3.4% |
0.0067 |
0.7% |
93% |
True |
False |
82 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0042 |
0.4% |
76% |
False |
False |
43 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0035 |
0.3% |
76% |
False |
False |
31 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0036 |
0.3% |
53% |
False |
False |
25 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0039 |
0.4% |
63% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0694 |
|
2.618 |
1.0550 |
|
1.618 |
1.0462 |
|
1.000 |
1.0408 |
|
0.618 |
1.0374 |
|
HIGH |
1.0320 |
|
0.618 |
1.0286 |
|
0.500 |
1.0276 |
|
0.382 |
1.0266 |
|
LOW |
1.0232 |
|
0.618 |
1.0178 |
|
1.000 |
1.0144 |
|
1.618 |
1.0090 |
|
2.618 |
1.0002 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0278 |
| PP |
1.0283 |
1.0261 |
| S1 |
1.0276 |
1.0243 |
|