CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 08-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Oct-2013 |
08-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0354 |
0.0064 |
0.6% |
1.0232 |
| High |
1.0353 |
1.0358 |
0.0005 |
0.0% |
1.0320 |
| Low |
1.0290 |
1.0297 |
0.0007 |
0.1% |
1.0166 |
| Close |
1.0333 |
1.0326 |
-0.0007 |
-0.1% |
1.0276 |
| Range |
0.0063 |
0.0061 |
-0.0002 |
-3.2% |
0.0154 |
| ATR |
0.0072 |
0.0071 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
84 |
121 |
37 |
44.0% |
467 |
|
| Daily Pivots for day following 08-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0510 |
1.0479 |
1.0360 |
|
| R3 |
1.0449 |
1.0418 |
1.0343 |
|
| R2 |
1.0388 |
1.0388 |
1.0337 |
|
| R1 |
1.0357 |
1.0357 |
1.0332 |
1.0342 |
| PP |
1.0327 |
1.0327 |
1.0327 |
1.0320 |
| S1 |
1.0296 |
1.0296 |
1.0320 |
1.0281 |
| S2 |
1.0266 |
1.0266 |
1.0315 |
|
| S3 |
1.0205 |
1.0235 |
1.0309 |
|
| S4 |
1.0144 |
1.0174 |
1.0292 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0650 |
1.0361 |
|
| R3 |
1.0562 |
1.0496 |
1.0318 |
|
| R2 |
1.0408 |
1.0408 |
1.0304 |
|
| R1 |
1.0342 |
1.0342 |
1.0290 |
1.0375 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0271 |
| S1 |
1.0188 |
1.0188 |
1.0262 |
1.0221 |
| S2 |
1.0100 |
1.0100 |
1.0248 |
|
| S3 |
0.9946 |
1.0034 |
1.0234 |
|
| S4 |
0.9792 |
0.9880 |
1.0191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0358 |
1.0210 |
0.0148 |
1.4% |
0.0068 |
0.7% |
78% |
True |
False |
108 |
| 10 |
1.0358 |
1.0100 |
0.0258 |
2.5% |
0.0068 |
0.7% |
88% |
True |
False |
90 |
| 20 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0068 |
0.7% |
92% |
True |
False |
94 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0046 |
0.4% |
92% |
True |
False |
49 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0037 |
0.4% |
83% |
False |
False |
34 |
| 80 |
1.0565 |
0.9902 |
0.0663 |
6.4% |
0.0035 |
0.3% |
64% |
False |
False |
28 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.0% |
0.0040 |
0.4% |
66% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0518 |
|
1.618 |
1.0457 |
|
1.000 |
1.0419 |
|
0.618 |
1.0396 |
|
HIGH |
1.0358 |
|
0.618 |
1.0335 |
|
0.500 |
1.0328 |
|
0.382 |
1.0320 |
|
LOW |
1.0297 |
|
0.618 |
1.0259 |
|
1.000 |
1.0236 |
|
1.618 |
1.0198 |
|
2.618 |
1.0137 |
|
4.250 |
1.0038 |
|
|
| Fisher Pivots for day following 08-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0328 |
1.0322 |
| PP |
1.0327 |
1.0318 |
| S1 |
1.0327 |
1.0315 |
|