CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0125 |
1.0130 |
0.0005 |
0.0% |
1.0119 |
| High |
1.0160 |
1.0169 |
0.0009 |
0.1% |
1.0234 |
| Low |
1.0088 |
1.0124 |
0.0036 |
0.4% |
1.0037 |
| Close |
1.0124 |
1.0161 |
0.0037 |
0.4% |
1.0070 |
| Range |
0.0072 |
0.0045 |
-0.0027 |
-37.5% |
0.0197 |
| ATR |
0.0096 |
0.0092 |
-0.0004 |
-3.8% |
0.0000 |
| Volume |
106,179 |
91,640 |
-14,539 |
-13.7% |
591,495 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0286 |
1.0269 |
1.0186 |
|
| R3 |
1.0241 |
1.0224 |
1.0173 |
|
| R2 |
1.0196 |
1.0196 |
1.0169 |
|
| R1 |
1.0179 |
1.0179 |
1.0165 |
1.0188 |
| PP |
1.0151 |
1.0151 |
1.0151 |
1.0156 |
| S1 |
1.0134 |
1.0134 |
1.0157 |
1.0143 |
| S2 |
1.0106 |
1.0106 |
1.0153 |
|
| S3 |
1.0061 |
1.0089 |
1.0149 |
|
| S4 |
1.0016 |
1.0044 |
1.0136 |
|
|
| 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 |
1.0210 |
1.0037 |
0.0173 |
1.7% |
0.0082 |
0.8% |
72% |
False |
False |
106,254 |
| 10 |
1.0234 |
1.0006 |
0.0228 |
2.2% |
0.0085 |
0.8% |
68% |
False |
False |
108,324 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0091 |
0.9% |
56% |
False |
False |
64,169 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0097 |
1.0% |
44% |
False |
False |
32,305 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0098 |
1.0% |
52% |
False |
False |
21,585 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0111 |
1.1% |
37% |
False |
False |
16,235 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0104 |
1.0% |
49% |
False |
False |
12,992 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0093 |
0.9% |
49% |
False |
False |
10,827 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0360 |
|
2.618 |
1.0287 |
|
1.618 |
1.0242 |
|
1.000 |
1.0214 |
|
0.618 |
1.0197 |
|
HIGH |
1.0169 |
|
0.618 |
1.0152 |
|
0.500 |
1.0147 |
|
0.382 |
1.0141 |
|
LOW |
1.0124 |
|
0.618 |
1.0096 |
|
1.000 |
1.0079 |
|
1.618 |
1.0051 |
|
2.618 |
1.0006 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0156 |
1.0147 |
| PP |
1.0151 |
1.0133 |
| S1 |
1.0147 |
1.0119 |
|