CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0181 |
-0.0048 |
-0.5% |
1.0075 |
| High |
1.0262 |
1.0244 |
-0.0018 |
-0.2% |
1.0199 |
| Low |
1.0161 |
1.0133 |
-0.0028 |
-0.3% |
1.0069 |
| Close |
1.0186 |
1.0222 |
0.0036 |
0.4% |
1.0178 |
| Range |
0.0101 |
0.0111 |
0.0010 |
9.9% |
0.0130 |
| ATR |
0.0093 |
0.0094 |
0.0001 |
1.4% |
0.0000 |
| Volume |
139,929 |
160,227 |
20,298 |
14.5% |
524,714 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0488 |
1.0283 |
|
| R3 |
1.0422 |
1.0377 |
1.0253 |
|
| R2 |
1.0311 |
1.0311 |
1.0242 |
|
| R1 |
1.0266 |
1.0266 |
1.0232 |
1.0289 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0211 |
| S1 |
1.0155 |
1.0155 |
1.0212 |
1.0178 |
| S2 |
1.0089 |
1.0089 |
1.0202 |
|
| S3 |
0.9978 |
1.0044 |
1.0191 |
|
| S4 |
0.9867 |
0.9933 |
1.0161 |
|
|
| 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 |
1.0090 |
0.0172 |
1.7% |
0.0089 |
0.9% |
77% |
False |
False |
128,823 |
| 10 |
1.0262 |
1.0037 |
0.0225 |
2.2% |
0.0097 |
1.0% |
82% |
False |
False |
124,636 |
| 20 |
1.0262 |
0.9943 |
0.0319 |
3.1% |
0.0090 |
0.9% |
87% |
False |
False |
91,515 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0095 |
0.9% |
56% |
False |
False |
46,092 |
| 60 |
1.0442 |
0.9885 |
0.0557 |
5.4% |
0.0096 |
0.9% |
61% |
False |
False |
30,782 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0106 |
1.0% |
45% |
False |
False |
23,137 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0106 |
1.0% |
55% |
False |
False |
18,516 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0095 |
0.9% |
55% |
False |
False |
15,431 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0716 |
|
2.618 |
1.0535 |
|
1.618 |
1.0424 |
|
1.000 |
1.0355 |
|
0.618 |
1.0313 |
|
HIGH |
1.0244 |
|
0.618 |
1.0202 |
|
0.500 |
1.0189 |
|
0.382 |
1.0175 |
|
LOW |
1.0133 |
|
0.618 |
1.0064 |
|
1.000 |
1.0022 |
|
1.618 |
0.9953 |
|
2.618 |
0.9842 |
|
4.250 |
0.9661 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0209 |
| PP |
1.0200 |
1.0195 |
| S1 |
1.0189 |
1.0182 |
|