CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 15-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Oct-2013 |
15-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0138 |
-0.0048 |
-0.5% |
1.0278 |
| High |
1.0198 |
1.0191 |
-0.0007 |
-0.1% |
1.0357 |
| Low |
1.0146 |
1.0135 |
-0.0011 |
-0.1% |
1.0143 |
| Close |
1.0175 |
1.0177 |
0.0002 |
0.0% |
1.0157 |
| Range |
0.0052 |
0.0056 |
0.0004 |
7.7% |
0.0214 |
| ATR |
0.0087 |
0.0085 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
48,107 |
106,677 |
58,570 |
121.7% |
558,680 |
|
| Daily Pivots for day following 15-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0312 |
1.0208 |
|
| R3 |
1.0280 |
1.0256 |
1.0192 |
|
| R2 |
1.0224 |
1.0224 |
1.0187 |
|
| R1 |
1.0200 |
1.0200 |
1.0182 |
1.0212 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0174 |
| S1 |
1.0144 |
1.0144 |
1.0172 |
1.0156 |
| S2 |
1.0112 |
1.0112 |
1.0167 |
|
| S3 |
1.0056 |
1.0088 |
1.0162 |
|
| S4 |
1.0000 |
1.0032 |
1.0146 |
|
|
| 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 |
1.0333 |
1.0135 |
0.0198 |
1.9% |
0.0073 |
0.7% |
21% |
False |
True |
99,310 |
| 10 |
1.0357 |
1.0135 |
0.0222 |
2.2% |
0.0078 |
0.8% |
19% |
False |
True |
110,935 |
| 20 |
1.0357 |
1.0037 |
0.0320 |
3.1% |
0.0088 |
0.9% |
44% |
False |
False |
117,786 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0090 |
0.9% |
57% |
False |
False |
73,729 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0093 |
0.9% |
47% |
False |
False |
49,249 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0094 |
0.9% |
54% |
False |
False |
36,976 |
| 100 |
1.0670 |
0.9775 |
0.0895 |
8.8% |
0.0107 |
1.1% |
45% |
False |
False |
29,608 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0097 |
1.0% |
50% |
False |
False |
24,675 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0429 |
|
2.618 |
1.0338 |
|
1.618 |
1.0282 |
|
1.000 |
1.0247 |
|
0.618 |
1.0226 |
|
HIGH |
1.0191 |
|
0.618 |
1.0170 |
|
0.500 |
1.0163 |
|
0.382 |
1.0156 |
|
LOW |
1.0135 |
|
0.618 |
1.0100 |
|
1.000 |
1.0079 |
|
1.618 |
1.0044 |
|
2.618 |
0.9988 |
|
4.250 |
0.9897 |
|
|
| Fisher Pivots for day following 15-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0172 |
1.0177 |
| PP |
1.0168 |
1.0176 |
| S1 |
1.0163 |
1.0176 |
|