CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 29-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Oct-2013 |
29-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0232 |
-0.0021 |
-0.2% |
1.0209 |
| High |
1.0267 |
1.0232 |
-0.0035 |
-0.3% |
1.0318 |
| Low |
1.0236 |
1.0190 |
-0.0046 |
-0.4% |
1.0173 |
| Close |
1.0247 |
1.0201 |
-0.0046 |
-0.4% |
1.0281 |
| Range |
0.0031 |
0.0042 |
0.0011 |
35.5% |
0.0145 |
| ATR |
0.0065 |
0.0064 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
34 |
64 |
30 |
88.2% |
317 |
|
| Daily Pivots for day following 29-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0334 |
1.0309 |
1.0224 |
|
| R3 |
1.0292 |
1.0267 |
1.0213 |
|
| R2 |
1.0250 |
1.0250 |
1.0209 |
|
| R1 |
1.0225 |
1.0225 |
1.0205 |
1.0217 |
| PP |
1.0208 |
1.0208 |
1.0208 |
1.0203 |
| S1 |
1.0183 |
1.0183 |
1.0197 |
1.0175 |
| S2 |
1.0166 |
1.0166 |
1.0193 |
|
| S3 |
1.0124 |
1.0141 |
1.0189 |
|
| S4 |
1.0082 |
1.0099 |
1.0178 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0692 |
1.0632 |
1.0361 |
|
| R3 |
1.0547 |
1.0487 |
1.0321 |
|
| R2 |
1.0402 |
1.0402 |
1.0308 |
|
| R1 |
1.0342 |
1.0342 |
1.0294 |
1.0372 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0273 |
| S1 |
1.0197 |
1.0197 |
1.0268 |
1.0227 |
| S2 |
1.0112 |
1.0112 |
1.0254 |
|
| S3 |
0.9967 |
1.0052 |
1.0241 |
|
| S4 |
0.9822 |
0.9907 |
1.0201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0318 |
1.0190 |
0.0128 |
1.3% |
0.0045 |
0.4% |
9% |
False |
True |
61 |
| 10 |
1.0318 |
1.0114 |
0.0204 |
2.0% |
0.0057 |
0.6% |
43% |
False |
False |
83 |
| 20 |
1.0358 |
1.0114 |
0.0244 |
2.4% |
0.0060 |
0.6% |
36% |
False |
False |
109 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0060 |
0.6% |
60% |
False |
False |
89 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0046 |
0.5% |
54% |
False |
False |
61 |
| 80 |
1.0398 |
0.9930 |
0.0468 |
4.6% |
0.0039 |
0.4% |
58% |
False |
False |
48 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0040 |
0.4% |
40% |
False |
False |
40 |
| 120 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0041 |
0.4% |
53% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0411 |
|
2.618 |
1.0342 |
|
1.618 |
1.0300 |
|
1.000 |
1.0274 |
|
0.618 |
1.0258 |
|
HIGH |
1.0232 |
|
0.618 |
1.0216 |
|
0.500 |
1.0211 |
|
0.382 |
1.0206 |
|
LOW |
1.0190 |
|
0.618 |
1.0164 |
|
1.000 |
1.0148 |
|
1.618 |
1.0122 |
|
2.618 |
1.0080 |
|
4.250 |
1.0012 |
|
|
| Fisher Pivots for day following 29-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0254 |
| PP |
1.0208 |
1.0236 |
| S1 |
1.0204 |
1.0219 |
|