CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0108 |
1.0229 |
0.0121 |
1.2% |
1.0075 |
| High |
1.0199 |
1.0262 |
0.0063 |
0.6% |
1.0199 |
| Low |
1.0101 |
1.0161 |
0.0060 |
0.6% |
1.0069 |
| Close |
1.0178 |
1.0186 |
0.0008 |
0.1% |
1.0178 |
| Range |
0.0098 |
0.0101 |
0.0003 |
3.1% |
0.0130 |
| ATR |
0.0093 |
0.0093 |
0.0001 |
0.7% |
0.0000 |
| Volume |
117,307 |
139,929 |
22,622 |
19.3% |
524,714 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0447 |
1.0242 |
|
| R3 |
1.0405 |
1.0346 |
1.0214 |
|
| R2 |
1.0304 |
1.0304 |
1.0205 |
|
| R1 |
1.0245 |
1.0245 |
1.0195 |
1.0224 |
| PP |
1.0203 |
1.0203 |
1.0203 |
1.0193 |
| S1 |
1.0144 |
1.0144 |
1.0177 |
1.0123 |
| S2 |
1.0102 |
1.0102 |
1.0167 |
|
| S3 |
1.0001 |
1.0043 |
1.0158 |
|
| S4 |
0.9900 |
0.9942 |
1.0130 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0488 |
1.0250 |
|
| R3 |
1.0409 |
1.0358 |
1.0214 |
|
| R2 |
1.0279 |
1.0279 |
1.0202 |
|
| R1 |
1.0228 |
1.0228 |
1.0190 |
1.0254 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0161 |
| S1 |
1.0098 |
1.0098 |
1.0166 |
1.0124 |
| S2 |
1.0019 |
1.0019 |
1.0154 |
|
| S3 |
0.9889 |
0.9968 |
1.0142 |
|
| S4 |
0.9759 |
0.9838 |
1.0107 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0262 |
1.0088 |
0.0174 |
1.7% |
0.0081 |
0.8% |
56% |
True |
False |
118,013 |
| 10 |
1.0262 |
1.0037 |
0.0225 |
2.2% |
0.0090 |
0.9% |
66% |
True |
False |
116,160 |
| 20 |
1.0262 |
0.9943 |
0.0319 |
3.1% |
0.0092 |
0.9% |
76% |
True |
False |
83,575 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0095 |
0.9% |
49% |
False |
False |
42,091 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0095 |
0.9% |
56% |
False |
False |
28,115 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0108 |
1.1% |
40% |
False |
False |
21,137 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0106 |
1.0% |
51% |
False |
False |
16,914 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0094 |
0.9% |
51% |
False |
False |
14,096 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0691 |
|
2.618 |
1.0526 |
|
1.618 |
1.0425 |
|
1.000 |
1.0363 |
|
0.618 |
1.0324 |
|
HIGH |
1.0262 |
|
0.618 |
1.0223 |
|
0.500 |
1.0212 |
|
0.382 |
1.0200 |
|
LOW |
1.0161 |
|
0.618 |
1.0099 |
|
1.000 |
1.0060 |
|
1.618 |
0.9998 |
|
2.618 |
0.9897 |
|
4.250 |
0.9732 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0212 |
1.0183 |
| PP |
1.0203 |
1.0179 |
| S1 |
1.0195 |
1.0176 |
|