CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 24-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Sep-2013 |
24-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0125 |
0.0050 |
0.5% |
1.0119 |
| High |
1.0142 |
1.0160 |
0.0018 |
0.2% |
1.0234 |
| Low |
1.0069 |
1.0088 |
0.0019 |
0.2% |
1.0037 |
| Close |
1.0123 |
1.0124 |
0.0001 |
0.0% |
1.0070 |
| Range |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0197 |
| ATR |
0.0098 |
0.0096 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
74,575 |
106,179 |
31,604 |
42.4% |
591,495 |
|
| Daily Pivots for day following 24-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0304 |
1.0164 |
|
| R3 |
1.0268 |
1.0232 |
1.0144 |
|
| R2 |
1.0196 |
1.0196 |
1.0137 |
|
| R1 |
1.0160 |
1.0160 |
1.0131 |
1.0142 |
| PP |
1.0124 |
1.0124 |
1.0124 |
1.0115 |
| S1 |
1.0088 |
1.0088 |
1.0117 |
1.0070 |
| S2 |
1.0052 |
1.0052 |
1.0111 |
|
| S3 |
0.9980 |
1.0016 |
1.0104 |
|
| S4 |
0.9908 |
0.9944 |
1.0084 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0584 |
1.0178 |
|
| R3 |
1.0508 |
1.0387 |
1.0124 |
|
| R2 |
1.0311 |
1.0311 |
1.0106 |
|
| R1 |
1.0190 |
1.0190 |
1.0088 |
1.0152 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0095 |
| S1 |
0.9993 |
0.9993 |
1.0052 |
0.9955 |
| S2 |
0.9917 |
0.9917 |
1.0034 |
|
| S3 |
0.9720 |
0.9796 |
1.0016 |
|
| S4 |
0.9523 |
0.9599 |
0.9962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0234 |
1.0037 |
0.0197 |
1.9% |
0.0106 |
1.0% |
44% |
False |
False |
120,449 |
| 10 |
1.0234 |
0.9943 |
0.0291 |
2.9% |
0.0089 |
0.9% |
62% |
False |
False |
108,123 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0097 |
1.0% |
47% |
False |
False |
59,621 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0097 |
1.0% |
36% |
False |
False |
30,018 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0098 |
1.0% |
45% |
False |
False |
20,060 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0113 |
1.1% |
33% |
False |
False |
15,090 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0104 |
1.0% |
45% |
False |
False |
12,075 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0094 |
0.9% |
45% |
False |
False |
10,064 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0466 |
|
2.618 |
1.0348 |
|
1.618 |
1.0276 |
|
1.000 |
1.0232 |
|
0.618 |
1.0204 |
|
HIGH |
1.0160 |
|
0.618 |
1.0132 |
|
0.500 |
1.0124 |
|
0.382 |
1.0116 |
|
LOW |
1.0088 |
|
0.618 |
1.0044 |
|
1.000 |
1.0016 |
|
1.618 |
0.9972 |
|
2.618 |
0.9900 |
|
4.250 |
0.9782 |
|
|
| Fisher Pivots for day following 24-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0124 |
1.0116 |
| PP |
1.0124 |
1.0107 |
| S1 |
1.0124 |
1.0099 |
|