CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0269 |
-0.0039 |
-0.4% |
1.0232 |
| High |
1.0311 |
1.0269 |
-0.0042 |
-0.4% |
1.0320 |
| Low |
1.0266 |
1.0186 |
-0.0080 |
-0.8% |
1.0166 |
| Close |
1.0284 |
1.0201 |
-0.0083 |
-0.8% |
1.0276 |
| Range |
0.0045 |
0.0083 |
0.0038 |
84.4% |
0.0154 |
| ATR |
0.0071 |
0.0073 |
0.0002 |
2.8% |
0.0000 |
| Volume |
326 |
168 |
-158 |
-48.5% |
467 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0468 |
1.0417 |
1.0247 |
|
| R3 |
1.0385 |
1.0334 |
1.0224 |
|
| R2 |
1.0302 |
1.0302 |
1.0216 |
|
| R1 |
1.0251 |
1.0251 |
1.0209 |
1.0235 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0211 |
| S1 |
1.0168 |
1.0168 |
1.0193 |
1.0152 |
| S2 |
1.0136 |
1.0136 |
1.0186 |
|
| S3 |
1.0053 |
1.0085 |
1.0178 |
|
| S4 |
0.9970 |
1.0002 |
1.0155 |
|
|
| 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 |
1.0186 |
0.0172 |
1.7% |
0.0059 |
0.6% |
9% |
False |
True |
151 |
| 10 |
1.0358 |
1.0110 |
0.0248 |
2.4% |
0.0072 |
0.7% |
37% |
False |
False |
122 |
| 20 |
1.0358 |
1.0039 |
0.0319 |
3.1% |
0.0069 |
0.7% |
51% |
False |
False |
117 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0049 |
0.5% |
60% |
False |
False |
61 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0038 |
0.4% |
54% |
False |
False |
42 |
| 80 |
1.0500 |
0.9902 |
0.0598 |
5.9% |
0.0036 |
0.4% |
50% |
False |
False |
34 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0040 |
0.4% |
53% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0622 |
|
2.618 |
1.0486 |
|
1.618 |
1.0403 |
|
1.000 |
1.0352 |
|
0.618 |
1.0320 |
|
HIGH |
1.0269 |
|
0.618 |
1.0237 |
|
0.500 |
1.0228 |
|
0.382 |
1.0218 |
|
LOW |
1.0186 |
|
0.618 |
1.0135 |
|
1.000 |
1.0103 |
|
1.618 |
1.0052 |
|
2.618 |
0.9969 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0228 |
1.0272 |
| PP |
1.0219 |
1.0248 |
| S1 |
1.0210 |
1.0225 |
|