CME Japanese Yen Future June 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 |
1.0203 |
1.0213 |
0.0010 |
0.1% |
1.0193 |
| High |
1.0203 |
1.0213 |
0.0010 |
0.1% |
1.0239 |
| Low |
1.0203 |
1.0213 |
0.0010 |
0.1% |
1.0146 |
| Close |
1.0203 |
1.0213 |
0.0010 |
0.1% |
1.0237 |
| Range |
|
|
|
|
|
| ATR |
0.0041 |
0.0039 |
-0.0002 |
-5.4% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
15 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0213 |
1.0213 |
1.0213 |
|
| R3 |
1.0213 |
1.0213 |
1.0213 |
|
| R2 |
1.0213 |
1.0213 |
1.0213 |
|
| R1 |
1.0213 |
1.0213 |
1.0213 |
1.0213 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0213 |
| S1 |
1.0213 |
1.0213 |
1.0213 |
1.0213 |
| S2 |
1.0213 |
1.0213 |
1.0213 |
|
| S3 |
1.0213 |
1.0213 |
1.0213 |
|
| S4 |
1.0213 |
1.0213 |
1.0213 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0455 |
1.0288 |
|
| R3 |
1.0393 |
1.0362 |
1.0263 |
|
| R2 |
1.0300 |
1.0300 |
1.0254 |
|
| R1 |
1.0269 |
1.0269 |
1.0246 |
1.0285 |
| PP |
1.0207 |
1.0207 |
1.0207 |
1.0215 |
| S1 |
1.0176 |
1.0176 |
1.0228 |
1.0192 |
| S2 |
1.0114 |
1.0114 |
1.0220 |
|
| S3 |
1.0021 |
1.0083 |
1.0211 |
|
| S4 |
0.9928 |
0.9990 |
1.0186 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0239 |
1.0146 |
0.0093 |
0.9% |
0.0000 |
0.0% |
72% |
False |
False |
3 |
| 10 |
1.0305 |
1.0146 |
0.0159 |
1.6% |
0.0008 |
0.1% |
42% |
False |
False |
3 |
| 20 |
1.0343 |
1.0142 |
0.0201 |
2.0% |
0.0004 |
0.0% |
35% |
False |
False |
3 |
| 40 |
1.0343 |
0.9986 |
0.0357 |
3.5% |
0.0005 |
0.1% |
64% |
False |
False |
5 |
| 60 |
1.0410 |
0.9986 |
0.0424 |
4.2% |
0.0003 |
0.0% |
54% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0213 |
|
2.618 |
1.0213 |
|
1.618 |
1.0213 |
|
1.000 |
1.0213 |
|
0.618 |
1.0213 |
|
HIGH |
1.0213 |
|
0.618 |
1.0213 |
|
0.500 |
1.0213 |
|
0.382 |
1.0213 |
|
LOW |
1.0213 |
|
0.618 |
1.0213 |
|
1.000 |
1.0213 |
|
1.618 |
1.0213 |
|
2.618 |
1.0213 |
|
4.250 |
1.0213 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0213 |
1.0220 |
| PP |
1.0213 |
1.0218 |
| S1 |
1.0213 |
1.0215 |
|