CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0271 |
1.0287 |
0.0016 |
0.2% |
1.0229 |
| High |
1.0320 |
1.0319 |
-0.0001 |
0.0% |
1.0320 |
| Low |
1.0221 |
1.0258 |
0.0037 |
0.4% |
1.0133 |
| Close |
1.0288 |
1.0268 |
-0.0020 |
-0.2% |
1.0268 |
| Range |
0.0099 |
0.0061 |
-0.0038 |
-38.4% |
0.0187 |
| ATR |
0.0095 |
0.0093 |
-0.0002 |
-2.6% |
0.0000 |
| Volume |
129,081 |
106,847 |
-22,234 |
-17.2% |
696,051 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0427 |
1.0302 |
|
| R3 |
1.0404 |
1.0366 |
1.0285 |
|
| R2 |
1.0343 |
1.0343 |
1.0279 |
|
| R1 |
1.0305 |
1.0305 |
1.0274 |
1.0294 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0276 |
| S1 |
1.0244 |
1.0244 |
1.0262 |
1.0233 |
| S2 |
1.0221 |
1.0221 |
1.0257 |
|
| S3 |
1.0160 |
1.0183 |
1.0251 |
|
| S4 |
1.0099 |
1.0122 |
1.0234 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0801 |
1.0722 |
1.0371 |
|
| R3 |
1.0614 |
1.0535 |
1.0319 |
|
| R2 |
1.0427 |
1.0427 |
1.0302 |
|
| R1 |
1.0348 |
1.0348 |
1.0285 |
1.0388 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0260 |
| S1 |
1.0161 |
1.0161 |
1.0251 |
1.0201 |
| S2 |
1.0053 |
1.0053 |
1.0234 |
|
| S3 |
0.9866 |
0.9974 |
1.0217 |
|
| S4 |
0.9679 |
0.9787 |
1.0165 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0320 |
1.0133 |
0.0187 |
1.8% |
0.0094 |
0.9% |
72% |
False |
False |
139,210 |
| 10 |
1.0320 |
1.0069 |
0.0251 |
2.4% |
0.0085 |
0.8% |
79% |
False |
False |
122,076 |
| 20 |
1.0320 |
0.9943 |
0.0377 |
3.7% |
0.0089 |
0.9% |
86% |
False |
False |
110,071 |
| 40 |
1.0423 |
0.9943 |
0.0480 |
4.7% |
0.0093 |
0.9% |
68% |
False |
False |
55,962 |
| 60 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0095 |
0.9% |
66% |
False |
False |
37,374 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0102 |
1.0% |
50% |
False |
False |
28,074 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0106 |
1.0% |
60% |
False |
False |
22,475 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0094 |
0.9% |
60% |
False |
False |
18,730 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0578 |
|
2.618 |
1.0479 |
|
1.618 |
1.0418 |
|
1.000 |
1.0380 |
|
0.618 |
1.0357 |
|
HIGH |
1.0319 |
|
0.618 |
1.0296 |
|
0.500 |
1.0289 |
|
0.382 |
1.0281 |
|
LOW |
1.0258 |
|
0.618 |
1.0220 |
|
1.000 |
1.0197 |
|
1.618 |
1.0159 |
|
2.618 |
1.0098 |
|
4.250 |
0.9999 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0289 |
1.0265 |
| PP |
1.0282 |
1.0262 |
| S1 |
1.0275 |
1.0260 |
|