CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 17-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Oct-2013 |
17-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0184 |
1.0126 |
-0.0058 |
-0.6% |
1.0290 |
| High |
1.0184 |
1.0245 |
0.0061 |
0.6% |
1.0358 |
| Low |
1.0115 |
1.0114 |
-0.0001 |
0.0% |
1.0161 |
| Close |
1.0138 |
1.0231 |
0.0093 |
0.9% |
1.0165 |
| Range |
0.0069 |
0.0131 |
0.0062 |
89.9% |
0.0197 |
| ATR |
0.0069 |
0.0074 |
0.0004 |
6.4% |
0.0000 |
| Volume |
101 |
175 |
74 |
73.3% |
850 |
|
| Daily Pivots for day following 17-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0541 |
1.0303 |
|
| R3 |
1.0459 |
1.0410 |
1.0267 |
|
| R2 |
1.0328 |
1.0328 |
1.0255 |
|
| R1 |
1.0279 |
1.0279 |
1.0243 |
1.0304 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0209 |
| S1 |
1.0148 |
1.0148 |
1.0219 |
1.0173 |
| S2 |
1.0066 |
1.0066 |
1.0207 |
|
| S3 |
0.9935 |
1.0017 |
1.0195 |
|
| S4 |
0.9804 |
0.9886 |
1.0159 |
|
|
| 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 |
1.0245 |
1.0114 |
0.0131 |
1.3% |
0.0073 |
0.7% |
89% |
True |
True |
121 |
| 10 |
1.0358 |
1.0114 |
0.0244 |
2.4% |
0.0066 |
0.6% |
48% |
False |
True |
136 |
| 20 |
1.0358 |
1.0048 |
0.0310 |
3.0% |
0.0067 |
0.7% |
59% |
False |
False |
141 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0057 |
0.6% |
67% |
False |
False |
76 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0042 |
0.4% |
61% |
False |
False |
52 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0037 |
0.4% |
66% |
False |
False |
41 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0043 |
0.4% |
44% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0802 |
|
2.618 |
1.0588 |
|
1.618 |
1.0457 |
|
1.000 |
1.0376 |
|
0.618 |
1.0326 |
|
HIGH |
1.0245 |
|
0.618 |
1.0195 |
|
0.500 |
1.0180 |
|
0.382 |
1.0164 |
|
LOW |
1.0114 |
|
0.618 |
1.0033 |
|
1.000 |
0.9983 |
|
1.618 |
0.9902 |
|
2.618 |
0.9771 |
|
4.250 |
0.9557 |
|
|
| Fisher Pivots for day following 17-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0214 |
1.0214 |
| PP |
1.0197 |
1.0197 |
| S1 |
1.0180 |
1.0180 |
|