CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0181 |
1.0207 |
0.0026 |
0.3% |
1.0075 |
| High |
1.0244 |
1.0299 |
0.0055 |
0.5% |
1.0199 |
| Low |
1.0133 |
1.0199 |
0.0066 |
0.7% |
1.0069 |
| Close |
1.0222 |
1.0272 |
0.0050 |
0.5% |
1.0178 |
| Range |
0.0111 |
0.0100 |
-0.0011 |
-9.9% |
0.0130 |
| ATR |
0.0094 |
0.0095 |
0.0000 |
0.4% |
0.0000 |
| Volume |
160,227 |
159,967 |
-260 |
-0.2% |
524,714 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0557 |
1.0514 |
1.0327 |
|
| R3 |
1.0457 |
1.0414 |
1.0300 |
|
| R2 |
1.0357 |
1.0357 |
1.0290 |
|
| R1 |
1.0314 |
1.0314 |
1.0281 |
1.0336 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0267 |
| S1 |
1.0214 |
1.0214 |
1.0263 |
1.0236 |
| S2 |
1.0157 |
1.0157 |
1.0254 |
|
| S3 |
1.0057 |
1.0114 |
1.0245 |
|
| S4 |
0.9957 |
1.0014 |
1.0217 |
|
|
| 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 |
1.0299 |
1.0090 |
0.0209 |
2.0% |
0.0100 |
1.0% |
87% |
True |
False |
142,488 |
| 10 |
1.0299 |
1.0037 |
0.0262 |
2.6% |
0.0091 |
0.9% |
90% |
True |
False |
124,371 |
| 20 |
1.0299 |
0.9943 |
0.0356 |
3.5% |
0.0092 |
0.9% |
92% |
True |
False |
99,314 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0095 |
0.9% |
66% |
False |
False |
50,087 |
| 60 |
1.0442 |
0.9891 |
0.0551 |
5.4% |
0.0097 |
0.9% |
69% |
False |
False |
33,446 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0105 |
1.0% |
51% |
False |
False |
25,134 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0106 |
1.0% |
60% |
False |
False |
20,116 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0095 |
0.9% |
60% |
False |
False |
16,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0724 |
|
2.618 |
1.0561 |
|
1.618 |
1.0461 |
|
1.000 |
1.0399 |
|
0.618 |
1.0361 |
|
HIGH |
1.0299 |
|
0.618 |
1.0261 |
|
0.500 |
1.0249 |
|
0.382 |
1.0237 |
|
LOW |
1.0199 |
|
0.618 |
1.0137 |
|
1.000 |
1.0099 |
|
1.618 |
1.0037 |
|
2.618 |
0.9937 |
|
4.250 |
0.9774 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0253 |
| PP |
1.0257 |
1.0235 |
| S1 |
1.0249 |
1.0216 |
|