CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 03-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Oct-2013 |
03-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0207 |
1.0271 |
0.0064 |
0.6% |
1.0075 |
| High |
1.0299 |
1.0320 |
0.0021 |
0.2% |
1.0199 |
| Low |
1.0199 |
1.0221 |
0.0022 |
0.2% |
1.0069 |
| Close |
1.0272 |
1.0288 |
0.0016 |
0.2% |
1.0178 |
| Range |
0.0100 |
0.0099 |
-0.0001 |
-1.0% |
0.0130 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
0.3% |
0.0000 |
| Volume |
159,967 |
129,081 |
-30,886 |
-19.3% |
524,714 |
|
| Daily Pivots for day following 03-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0530 |
1.0342 |
|
| R3 |
1.0474 |
1.0431 |
1.0315 |
|
| R2 |
1.0375 |
1.0375 |
1.0306 |
|
| R1 |
1.0332 |
1.0332 |
1.0297 |
1.0354 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0287 |
| S1 |
1.0233 |
1.0233 |
1.0279 |
1.0255 |
| S2 |
1.0177 |
1.0177 |
1.0270 |
|
| S3 |
1.0078 |
1.0134 |
1.0261 |
|
| S4 |
0.9979 |
1.0035 |
1.0234 |
|
|
| 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 |
1.0320 |
1.0101 |
0.0219 |
2.1% |
0.0102 |
1.0% |
85% |
True |
False |
141,302 |
| 10 |
1.0320 |
1.0037 |
0.0283 |
2.8% |
0.0084 |
0.8% |
89% |
True |
False |
120,917 |
| 20 |
1.0320 |
0.9943 |
0.0377 |
3.7% |
0.0094 |
0.9% |
92% |
True |
False |
105,456 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0095 |
0.9% |
69% |
False |
False |
53,307 |
| 60 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0096 |
0.9% |
70% |
False |
False |
35,596 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0104 |
1.0% |
53% |
False |
False |
26,741 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0106 |
1.0% |
62% |
False |
False |
21,406 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0095 |
0.9% |
62% |
False |
False |
17,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0741 |
|
2.618 |
1.0579 |
|
1.618 |
1.0480 |
|
1.000 |
1.0419 |
|
0.618 |
1.0381 |
|
HIGH |
1.0320 |
|
0.618 |
1.0282 |
|
0.500 |
1.0271 |
|
0.382 |
1.0259 |
|
LOW |
1.0221 |
|
0.618 |
1.0160 |
|
1.000 |
1.0122 |
|
1.618 |
1.0061 |
|
2.618 |
0.9962 |
|
4.250 |
0.9800 |
|
|
| Fisher Pivots for day following 03-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0282 |
1.0268 |
| PP |
1.0276 |
1.0247 |
| S1 |
1.0271 |
1.0227 |
|