CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 18-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0094 |
1.0092 |
-0.0002 |
0.0% |
1.0028 |
| High |
1.0105 |
1.0234 |
0.0129 |
1.3% |
1.0105 |
| Low |
1.0066 |
1.0071 |
0.0005 |
0.0% |
0.9943 |
| Close |
1.0093 |
1.0213 |
0.0120 |
1.2% |
1.0078 |
| Range |
0.0039 |
0.0163 |
0.0124 |
317.9% |
0.0162 |
| ATR |
0.0093 |
0.0098 |
0.0005 |
5.4% |
0.0000 |
| Volume |
75,471 |
162,615 |
87,144 |
115.5% |
389,165 |
|
| Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0662 |
1.0600 |
1.0303 |
|
| R3 |
1.0499 |
1.0437 |
1.0258 |
|
| R2 |
1.0336 |
1.0336 |
1.0243 |
|
| R1 |
1.0274 |
1.0274 |
1.0228 |
1.0305 |
| PP |
1.0173 |
1.0173 |
1.0173 |
1.0188 |
| S1 |
1.0111 |
1.0111 |
1.0198 |
1.0142 |
| S2 |
1.0010 |
1.0010 |
1.0183 |
|
| S3 |
0.9847 |
0.9948 |
1.0168 |
|
| S4 |
0.9684 |
0.9785 |
1.0123 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0528 |
1.0465 |
1.0167 |
|
| R3 |
1.0366 |
1.0303 |
1.0123 |
|
| R2 |
1.0204 |
1.0204 |
1.0108 |
|
| R1 |
1.0141 |
1.0141 |
1.0093 |
1.0173 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0058 |
| S1 |
0.9979 |
0.9979 |
1.0063 |
1.0011 |
| S2 |
0.9880 |
0.9880 |
1.0048 |
|
| S3 |
0.9718 |
0.9817 |
1.0033 |
|
| S4 |
0.9556 |
0.9655 |
0.9989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0234 |
1.0006 |
0.0228 |
2.2% |
0.0089 |
0.9% |
91% |
True |
False |
110,393 |
| 10 |
1.0234 |
0.9943 |
0.0291 |
2.8% |
0.0094 |
0.9% |
93% |
True |
False |
74,258 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0095 |
0.9% |
70% |
False |
False |
37,777 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0097 |
1.0% |
54% |
False |
False |
19,040 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0097 |
1.0% |
61% |
False |
False |
12,745 |
| 80 |
1.0670 |
0.9775 |
0.0895 |
8.8% |
0.0114 |
1.1% |
49% |
False |
False |
9,596 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0101 |
1.0% |
54% |
False |
False |
7,679 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0095 |
0.9% |
48% |
False |
False |
6,401 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0927 |
|
2.618 |
1.0661 |
|
1.618 |
1.0498 |
|
1.000 |
1.0397 |
|
0.618 |
1.0335 |
|
HIGH |
1.0234 |
|
0.618 |
1.0172 |
|
0.500 |
1.0153 |
|
0.382 |
1.0133 |
|
LOW |
1.0071 |
|
0.618 |
0.9970 |
|
1.000 |
0.9908 |
|
1.618 |
0.9807 |
|
2.618 |
0.9644 |
|
4.250 |
0.9378 |
|
|
| Fisher Pivots for day following 18-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0193 |
1.0192 |
| PP |
1.0173 |
1.0171 |
| S1 |
1.0153 |
1.0150 |
|