CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 14-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Oct-2013 |
14-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0185 |
-0.0031 |
-0.3% |
1.0290 |
| High |
1.0218 |
1.0205 |
-0.0013 |
-0.1% |
1.0358 |
| Low |
1.0161 |
1.0163 |
0.0002 |
0.0% |
1.0161 |
| Close |
1.0165 |
1.0183 |
0.0018 |
0.2% |
1.0165 |
| Range |
0.0057 |
0.0042 |
-0.0015 |
-26.3% |
0.0197 |
| ATR |
0.0071 |
0.0069 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
151 |
110 |
-41 |
-27.2% |
850 |
|
| Daily Pivots for day following 14-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0310 |
1.0288 |
1.0206 |
|
| R3 |
1.0268 |
1.0246 |
1.0195 |
|
| R2 |
1.0226 |
1.0226 |
1.0191 |
|
| R1 |
1.0204 |
1.0204 |
1.0187 |
1.0194 |
| PP |
1.0184 |
1.0184 |
1.0184 |
1.0179 |
| S1 |
1.0162 |
1.0162 |
1.0179 |
1.0152 |
| S2 |
1.0142 |
1.0142 |
1.0175 |
|
| S3 |
1.0100 |
1.0120 |
1.0171 |
|
| S4 |
1.0058 |
1.0078 |
1.0160 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0689 |
1.0273 |
|
| R3 |
1.0622 |
1.0492 |
1.0219 |
|
| R2 |
1.0425 |
1.0425 |
1.0201 |
|
| R1 |
1.0295 |
1.0295 |
1.0183 |
1.0262 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0211 |
| S1 |
1.0098 |
1.0098 |
1.0147 |
1.0065 |
| S2 |
1.0031 |
1.0031 |
1.0129 |
|
| S3 |
0.9834 |
0.9901 |
1.0111 |
|
| S4 |
0.9637 |
0.9704 |
1.0057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0358 |
1.0161 |
0.0197 |
1.9% |
0.0058 |
0.6% |
11% |
False |
False |
175 |
| 10 |
1.0358 |
1.0161 |
0.0197 |
1.9% |
0.0065 |
0.6% |
11% |
False |
False |
136 |
| 20 |
1.0358 |
1.0048 |
0.0310 |
3.0% |
0.0070 |
0.7% |
44% |
False |
False |
127 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0051 |
0.5% |
55% |
False |
False |
68 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0038 |
0.4% |
50% |
False |
False |
47 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0035 |
0.3% |
57% |
False |
False |
37 |
| 100 |
1.0643 |
0.9820 |
0.0823 |
8.1% |
0.0041 |
0.4% |
44% |
False |
False |
31 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0384 |
|
2.618 |
1.0315 |
|
1.618 |
1.0273 |
|
1.000 |
1.0247 |
|
0.618 |
1.0231 |
|
HIGH |
1.0205 |
|
0.618 |
1.0189 |
|
0.500 |
1.0184 |
|
0.382 |
1.0179 |
|
LOW |
1.0163 |
|
0.618 |
1.0137 |
|
1.000 |
1.0121 |
|
1.618 |
1.0095 |
|
2.618 |
1.0053 |
|
4.250 |
0.9985 |
|
|
| Fisher Pivots for day following 14-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0184 |
1.0215 |
| PP |
1.0184 |
1.0204 |
| S1 |
1.0183 |
1.0194 |
|