CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 10-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Oct-2013 |
10-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0327 |
1.0275 |
-0.0052 |
-0.5% |
1.0229 |
| High |
1.0333 |
1.0276 |
-0.0057 |
-0.6% |
1.0320 |
| Low |
1.0245 |
1.0179 |
-0.0066 |
-0.6% |
1.0133 |
| Close |
1.0275 |
1.0193 |
-0.0082 |
-0.8% |
1.0268 |
| Range |
0.0088 |
0.0097 |
0.0009 |
10.2% |
0.0187 |
| ATR |
0.0090 |
0.0091 |
0.0000 |
0.5% |
0.0000 |
| Volume |
114,849 |
126,033 |
11,184 |
9.7% |
696,051 |
|
| Daily Pivots for day following 10-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0507 |
1.0447 |
1.0246 |
|
| R3 |
1.0410 |
1.0350 |
1.0220 |
|
| R2 |
1.0313 |
1.0313 |
1.0211 |
|
| R1 |
1.0253 |
1.0253 |
1.0202 |
1.0235 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0207 |
| S1 |
1.0156 |
1.0156 |
1.0184 |
1.0138 |
| S2 |
1.0119 |
1.0119 |
1.0175 |
|
| S3 |
1.0022 |
1.0059 |
1.0166 |
|
| S4 |
0.9925 |
0.9962 |
1.0140 |
|
|
| 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 |
1.0357 |
1.0179 |
0.0178 |
1.7% |
0.0080 |
0.8% |
8% |
False |
True |
112,928 |
| 10 |
1.0357 |
1.0101 |
0.0256 |
2.5% |
0.0091 |
0.9% |
36% |
False |
False |
127,115 |
| 20 |
1.0357 |
1.0007 |
0.0350 |
3.4% |
0.0088 |
0.9% |
53% |
False |
False |
119,737 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0093 |
0.9% |
60% |
False |
False |
67,375 |
| 60 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0095 |
0.9% |
52% |
False |
False |
44,994 |
| 80 |
1.0540 |
0.9860 |
0.0680 |
6.7% |
0.0099 |
1.0% |
49% |
False |
False |
33,788 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0109 |
1.1% |
52% |
False |
False |
27,052 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0096 |
0.9% |
52% |
False |
False |
22,544 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0688 |
|
2.618 |
1.0530 |
|
1.618 |
1.0433 |
|
1.000 |
1.0373 |
|
0.618 |
1.0336 |
|
HIGH |
1.0276 |
|
0.618 |
1.0239 |
|
0.500 |
1.0228 |
|
0.382 |
1.0216 |
|
LOW |
1.0179 |
|
0.618 |
1.0119 |
|
1.000 |
1.0082 |
|
1.618 |
1.0022 |
|
2.618 |
0.9925 |
|
4.250 |
0.9767 |
|
|
| Fisher Pivots for day following 10-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0228 |
1.0268 |
| PP |
1.0216 |
1.0243 |
| S1 |
1.0205 |
1.0218 |
|