CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 26-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Sep-2013 |
26-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0130 |
1.0162 |
0.0032 |
0.3% |
1.0119 |
| High |
1.0169 |
1.0180 |
0.0011 |
0.1% |
1.0234 |
| Low |
1.0124 |
1.0090 |
-0.0034 |
-0.3% |
1.0037 |
| Close |
1.0161 |
1.0126 |
-0.0035 |
-0.3% |
1.0070 |
| Range |
0.0045 |
0.0090 |
0.0045 |
100.0% |
0.0197 |
| ATR |
0.0092 |
0.0092 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
91,640 |
135,013 |
43,373 |
47.3% |
591,495 |
|
| Daily Pivots for day following 26-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0402 |
1.0354 |
1.0176 |
|
| R3 |
1.0312 |
1.0264 |
1.0151 |
|
| R2 |
1.0222 |
1.0222 |
1.0143 |
|
| R1 |
1.0174 |
1.0174 |
1.0134 |
1.0153 |
| PP |
1.0132 |
1.0132 |
1.0132 |
1.0122 |
| S1 |
1.0084 |
1.0084 |
1.0118 |
1.0063 |
| S2 |
1.0042 |
1.0042 |
1.0110 |
|
| S3 |
0.9952 |
0.9994 |
1.0101 |
|
| S4 |
0.9862 |
0.9904 |
1.0077 |
|
|
| 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 |
1.0180 |
1.0037 |
0.0143 |
1.4% |
0.0066 |
0.7% |
62% |
True |
False |
100,533 |
| 10 |
1.0234 |
1.0007 |
0.0227 |
2.2% |
0.0085 |
0.8% |
52% |
False |
False |
112,360 |
| 20 |
1.0264 |
0.9943 |
0.0321 |
3.2% |
0.0090 |
0.9% |
57% |
False |
False |
70,852 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0097 |
1.0% |
37% |
False |
False |
35,675 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0097 |
1.0% |
46% |
False |
False |
23,834 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0112 |
1.1% |
33% |
False |
False |
17,922 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0105 |
1.0% |
45% |
False |
False |
14,342 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0093 |
0.9% |
45% |
False |
False |
11,952 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0563 |
|
2.618 |
1.0416 |
|
1.618 |
1.0326 |
|
1.000 |
1.0270 |
|
0.618 |
1.0236 |
|
HIGH |
1.0180 |
|
0.618 |
1.0146 |
|
0.500 |
1.0135 |
|
0.382 |
1.0124 |
|
LOW |
1.0090 |
|
0.618 |
1.0034 |
|
1.000 |
1.0000 |
|
1.618 |
0.9944 |
|
2.618 |
0.9854 |
|
4.250 |
0.9708 |
|
|
| Fisher Pivots for day following 26-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0135 |
1.0134 |
| PP |
1.0132 |
1.0131 |
| S1 |
1.0129 |
1.0129 |
|