CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0209 |
-0.0006 |
-0.1% |
1.0185 |
| High |
1.0260 |
1.0209 |
-0.0051 |
-0.5% |
1.0260 |
| Low |
1.0200 |
1.0190 |
-0.0010 |
-0.1% |
1.0114 |
| Close |
1.0228 |
1.0194 |
-0.0034 |
-0.3% |
1.0228 |
| Range |
0.0060 |
0.0019 |
-0.0041 |
-68.3% |
0.0146 |
| ATR |
0.0073 |
0.0070 |
-0.0002 |
-3.4% |
0.0000 |
| Volume |
139 |
47 |
-92 |
-66.2% |
594 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0255 |
1.0243 |
1.0204 |
|
| R3 |
1.0236 |
1.0224 |
1.0199 |
|
| R2 |
1.0217 |
1.0217 |
1.0197 |
|
| R1 |
1.0205 |
1.0205 |
1.0196 |
1.0202 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0196 |
| S1 |
1.0186 |
1.0186 |
1.0192 |
1.0183 |
| S2 |
1.0179 |
1.0179 |
1.0191 |
|
| S3 |
1.0160 |
1.0167 |
1.0189 |
|
| S4 |
1.0141 |
1.0148 |
1.0184 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0579 |
1.0308 |
|
| R3 |
1.0493 |
1.0433 |
1.0268 |
|
| R2 |
1.0347 |
1.0347 |
1.0255 |
|
| R1 |
1.0287 |
1.0287 |
1.0241 |
1.0317 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0216 |
| S1 |
1.0141 |
1.0141 |
1.0215 |
1.0171 |
| S2 |
1.0055 |
1.0055 |
1.0201 |
|
| S3 |
0.9909 |
0.9995 |
1.0188 |
|
| S4 |
0.9763 |
0.9849 |
1.0148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0260 |
1.0114 |
0.0146 |
1.4% |
0.0069 |
0.7% |
55% |
False |
False |
106 |
| 10 |
1.0358 |
1.0114 |
0.0244 |
2.4% |
0.0063 |
0.6% |
33% |
False |
False |
140 |
| 20 |
1.0358 |
1.0099 |
0.0259 |
2.5% |
0.0066 |
0.6% |
37% |
False |
False |
110 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0059 |
0.6% |
58% |
False |
False |
81 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0043 |
0.4% |
52% |
False |
False |
55 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0037 |
0.4% |
59% |
False |
False |
43 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0044 |
0.4% |
39% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0290 |
|
2.618 |
1.0259 |
|
1.618 |
1.0240 |
|
1.000 |
1.0228 |
|
0.618 |
1.0221 |
|
HIGH |
1.0209 |
|
0.618 |
1.0202 |
|
0.500 |
1.0200 |
|
0.382 |
1.0197 |
|
LOW |
1.0190 |
|
0.618 |
1.0178 |
|
1.000 |
1.0171 |
|
1.618 |
1.0159 |
|
2.618 |
1.0140 |
|
4.250 |
1.0109 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0192 |
| PP |
1.0198 |
1.0189 |
| S1 |
1.0196 |
1.0187 |
|