CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0209 |
1.0187 |
-0.0022 |
-0.2% |
1.0185 |
| High |
1.0209 |
1.0236 |
0.0027 |
0.3% |
1.0260 |
| Low |
1.0190 |
1.0173 |
-0.0017 |
-0.2% |
1.0114 |
| Close |
1.0194 |
1.0205 |
0.0011 |
0.1% |
1.0228 |
| Range |
0.0019 |
0.0063 |
0.0044 |
231.6% |
0.0146 |
| ATR |
0.0070 |
0.0070 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
47 |
62 |
15 |
31.9% |
594 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0362 |
1.0240 |
|
| R3 |
1.0331 |
1.0299 |
1.0222 |
|
| R2 |
1.0268 |
1.0268 |
1.0217 |
|
| R1 |
1.0236 |
1.0236 |
1.0211 |
1.0252 |
| PP |
1.0205 |
1.0205 |
1.0205 |
1.0213 |
| S1 |
1.0173 |
1.0173 |
1.0199 |
1.0189 |
| S2 |
1.0142 |
1.0142 |
1.0193 |
|
| S3 |
1.0079 |
1.0110 |
1.0188 |
|
| S4 |
1.0016 |
1.0047 |
1.0170 |
|
|
| 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% |
0.0068 |
0.7% |
62% |
False |
False |
104 |
| 10 |
1.0311 |
1.0114 |
0.0197 |
1.9% |
0.0064 |
0.6% |
46% |
False |
False |
134 |
| 20 |
1.0358 |
1.0100 |
0.0258 |
2.5% |
0.0066 |
0.6% |
41% |
False |
False |
112 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0060 |
0.6% |
61% |
False |
False |
82 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0043 |
0.4% |
55% |
False |
False |
56 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0038 |
0.4% |
61% |
False |
False |
44 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0044 |
0.4% |
41% |
False |
False |
37 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0504 |
|
2.618 |
1.0401 |
|
1.618 |
1.0338 |
|
1.000 |
1.0299 |
|
0.618 |
1.0275 |
|
HIGH |
1.0236 |
|
0.618 |
1.0212 |
|
0.500 |
1.0205 |
|
0.382 |
1.0197 |
|
LOW |
1.0173 |
|
0.618 |
1.0134 |
|
1.000 |
1.0110 |
|
1.618 |
1.0071 |
|
2.618 |
1.0008 |
|
4.250 |
0.9905 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0217 |
| PP |
1.0205 |
1.0213 |
| S1 |
1.0205 |
1.0209 |
|