CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0144 |
-0.0041 |
-0.4% |
1.0290 |
| High |
1.0205 |
1.0210 |
0.0005 |
0.0% |
1.0358 |
| Low |
1.0163 |
1.0144 |
-0.0019 |
-0.2% |
1.0161 |
| Close |
1.0183 |
1.0185 |
0.0002 |
0.0% |
1.0165 |
| Range |
0.0042 |
0.0066 |
0.0024 |
57.1% |
0.0197 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
110 |
69 |
-41 |
-37.3% |
850 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0378 |
1.0347 |
1.0221 |
|
| R3 |
1.0312 |
1.0281 |
1.0203 |
|
| R2 |
1.0246 |
1.0246 |
1.0197 |
|
| R1 |
1.0215 |
1.0215 |
1.0191 |
1.0231 |
| PP |
1.0180 |
1.0180 |
1.0180 |
1.0187 |
| S1 |
1.0149 |
1.0149 |
1.0179 |
1.0165 |
| S2 |
1.0114 |
1.0114 |
1.0173 |
|
| S3 |
1.0048 |
1.0083 |
1.0167 |
|
| S4 |
0.9982 |
1.0017 |
1.0149 |
|
|
| 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 |
1.0311 |
1.0144 |
0.0167 |
1.6% |
0.0059 |
0.6% |
25% |
False |
True |
164 |
| 10 |
1.0358 |
1.0144 |
0.0214 |
2.1% |
0.0064 |
0.6% |
19% |
False |
True |
136 |
| 20 |
1.0358 |
1.0048 |
0.0310 |
3.0% |
0.0072 |
0.7% |
44% |
False |
False |
131 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0053 |
0.5% |
56% |
False |
False |
69 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0039 |
0.4% |
50% |
False |
False |
48 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0036 |
0.4% |
57% |
False |
False |
38 |
| 100 |
1.0643 |
0.9820 |
0.0823 |
8.1% |
0.0041 |
0.4% |
44% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0383 |
|
1.618 |
1.0317 |
|
1.000 |
1.0276 |
|
0.618 |
1.0251 |
|
HIGH |
1.0210 |
|
0.618 |
1.0185 |
|
0.500 |
1.0177 |
|
0.382 |
1.0169 |
|
LOW |
1.0144 |
|
0.618 |
1.0103 |
|
1.000 |
1.0078 |
|
1.618 |
1.0037 |
|
2.618 |
0.9971 |
|
4.250 |
0.9864 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0182 |
1.0184 |
| PP |
1.0180 |
1.0182 |
| S1 |
1.0177 |
1.0181 |
|