CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0275 |
1.0180 |
-0.0095 |
-0.9% |
1.0278 |
| High |
1.0276 |
1.0217 |
-0.0059 |
-0.6% |
1.0357 |
| Low |
1.0179 |
1.0143 |
-0.0036 |
-0.4% |
1.0143 |
| Close |
1.0193 |
1.0157 |
-0.0036 |
-0.4% |
1.0157 |
| Range |
0.0097 |
0.0074 |
-0.0023 |
-23.7% |
0.0214 |
| ATR |
0.0091 |
0.0089 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
126,033 |
100,885 |
-25,148 |
-20.0% |
558,680 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0394 |
1.0350 |
1.0198 |
|
| R3 |
1.0320 |
1.0276 |
1.0177 |
|
| R2 |
1.0246 |
1.0246 |
1.0171 |
|
| R1 |
1.0202 |
1.0202 |
1.0164 |
1.0187 |
| PP |
1.0172 |
1.0172 |
1.0172 |
1.0165 |
| S1 |
1.0128 |
1.0128 |
1.0150 |
1.0113 |
| S2 |
1.0098 |
1.0098 |
1.0143 |
|
| S3 |
1.0024 |
1.0054 |
1.0137 |
|
| S4 |
0.9950 |
0.9980 |
1.0116 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0861 |
1.0723 |
1.0275 |
|
| R3 |
1.0647 |
1.0509 |
1.0216 |
|
| R2 |
1.0433 |
1.0433 |
1.0196 |
|
| R1 |
1.0295 |
1.0295 |
1.0177 |
1.0257 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0200 |
| S1 |
1.0081 |
1.0081 |
1.0137 |
1.0043 |
| S2 |
1.0005 |
1.0005 |
1.0118 |
|
| S3 |
0.9791 |
0.9867 |
1.0098 |
|
| S4 |
0.9577 |
0.9653 |
1.0039 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0357 |
1.0143 |
0.0214 |
2.1% |
0.0082 |
0.8% |
7% |
False |
True |
111,736 |
| 10 |
1.0357 |
1.0133 |
0.0224 |
2.2% |
0.0088 |
0.9% |
11% |
False |
False |
125,473 |
| 20 |
1.0357 |
1.0037 |
0.0320 |
3.2% |
0.0087 |
0.9% |
38% |
False |
False |
118,547 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0090 |
0.9% |
52% |
False |
False |
69,891 |
| 60 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0094 |
0.9% |
45% |
False |
False |
46,671 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0097 |
1.0% |
51% |
False |
False |
35,048 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0109 |
1.1% |
48% |
False |
False |
28,061 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0097 |
1.0% |
48% |
False |
False |
23,385 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0532 |
|
2.618 |
1.0411 |
|
1.618 |
1.0337 |
|
1.000 |
1.0291 |
|
0.618 |
1.0263 |
|
HIGH |
1.0217 |
|
0.618 |
1.0189 |
|
0.500 |
1.0180 |
|
0.382 |
1.0171 |
|
LOW |
1.0143 |
|
0.618 |
1.0097 |
|
1.000 |
1.0069 |
|
1.618 |
1.0023 |
|
2.618 |
0.9949 |
|
4.250 |
0.9829 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0238 |
| PP |
1.0172 |
1.0211 |
| S1 |
1.0165 |
1.0184 |
|