CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0211 |
0.0024 |
0.2% |
1.0185 |
| High |
1.0236 |
1.0294 |
0.0058 |
0.6% |
1.0260 |
| Low |
1.0173 |
1.0211 |
0.0038 |
0.4% |
1.0114 |
| Close |
1.0205 |
1.0285 |
0.0080 |
0.8% |
1.0228 |
| Range |
0.0063 |
0.0083 |
0.0020 |
31.7% |
0.0146 |
| ATR |
0.0070 |
0.0071 |
0.0001 |
2.0% |
0.0000 |
| Volume |
62 |
103 |
41 |
66.1% |
594 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0512 |
1.0482 |
1.0331 |
|
| R3 |
1.0429 |
1.0399 |
1.0308 |
|
| R2 |
1.0346 |
1.0346 |
1.0300 |
|
| R1 |
1.0316 |
1.0316 |
1.0293 |
1.0331 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0271 |
| S1 |
1.0233 |
1.0233 |
1.0277 |
1.0248 |
| S2 |
1.0180 |
1.0180 |
1.0270 |
|
| S3 |
1.0097 |
1.0150 |
1.0262 |
|
| S4 |
1.0014 |
1.0067 |
1.0239 |
|
|
| 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 |
1.0294 |
1.0114 |
0.0180 |
1.8% |
0.0071 |
0.7% |
95% |
True |
False |
105 |
| 10 |
1.0294 |
1.0114 |
0.0180 |
1.8% |
0.0067 |
0.7% |
95% |
True |
False |
112 |
| 20 |
1.0358 |
1.0100 |
0.0258 |
2.5% |
0.0069 |
0.7% |
72% |
False |
False |
113 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0060 |
0.6% |
81% |
False |
False |
84 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0045 |
0.4% |
74% |
False |
False |
58 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0039 |
0.4% |
77% |
False |
False |
45 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0044 |
0.4% |
52% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0647 |
|
2.618 |
1.0511 |
|
1.618 |
1.0428 |
|
1.000 |
1.0377 |
|
0.618 |
1.0345 |
|
HIGH |
1.0294 |
|
0.618 |
1.0262 |
|
0.500 |
1.0253 |
|
0.382 |
1.0243 |
|
LOW |
1.0211 |
|
0.618 |
1.0160 |
|
1.000 |
1.0128 |
|
1.618 |
1.0077 |
|
2.618 |
0.9994 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0268 |
| PP |
1.0263 |
1.0251 |
| S1 |
1.0253 |
1.0234 |
|