CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0211 |
1.0292 |
0.0081 |
0.8% |
1.0185 |
| High |
1.0294 |
1.0292 |
-0.0002 |
0.0% |
1.0260 |
| Low |
1.0211 |
1.0273 |
0.0062 |
0.6% |
1.0114 |
| Close |
1.0285 |
1.0282 |
-0.0003 |
0.0% |
1.0228 |
| Range |
0.0083 |
0.0019 |
-0.0064 |
-77.1% |
0.0146 |
| ATR |
0.0071 |
0.0067 |
-0.0004 |
-5.2% |
0.0000 |
| Volume |
103 |
46 |
-57 |
-55.3% |
594 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0339 |
1.0330 |
1.0292 |
|
| R3 |
1.0320 |
1.0311 |
1.0287 |
|
| R2 |
1.0301 |
1.0301 |
1.0285 |
|
| R1 |
1.0292 |
1.0292 |
1.0284 |
1.0287 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0280 |
| S1 |
1.0273 |
1.0273 |
1.0280 |
1.0268 |
| S2 |
1.0263 |
1.0263 |
1.0279 |
|
| S3 |
1.0244 |
1.0254 |
1.0277 |
|
| S4 |
1.0225 |
1.0235 |
1.0272 |
|
|
| 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 |
1.0173 |
0.0121 |
1.2% |
0.0049 |
0.5% |
90% |
False |
False |
79 |
| 10 |
1.0294 |
1.0114 |
0.0180 |
1.8% |
0.0061 |
0.6% |
93% |
False |
False |
100 |
| 20 |
1.0358 |
1.0110 |
0.0248 |
2.4% |
0.0066 |
0.6% |
69% |
False |
False |
111 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0060 |
0.6% |
80% |
False |
False |
86 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0044 |
0.4% |
73% |
False |
False |
58 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0038 |
0.4% |
77% |
False |
False |
46 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0045 |
0.4% |
51% |
False |
False |
38 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0373 |
|
2.618 |
1.0342 |
|
1.618 |
1.0323 |
|
1.000 |
1.0311 |
|
0.618 |
1.0304 |
|
HIGH |
1.0292 |
|
0.618 |
1.0285 |
|
0.500 |
1.0283 |
|
0.382 |
1.0280 |
|
LOW |
1.0273 |
|
0.618 |
1.0261 |
|
1.000 |
1.0254 |
|
1.618 |
1.0242 |
|
2.618 |
1.0223 |
|
4.250 |
1.0192 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0266 |
| PP |
1.0282 |
1.0250 |
| S1 |
1.0282 |
1.0234 |
|