CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0188 |
0.0050 |
0.5% |
1.0278 |
| High |
1.0191 |
1.0193 |
0.0002 |
0.0% |
1.0357 |
| Low |
1.0135 |
1.0107 |
-0.0028 |
-0.3% |
1.0143 |
| Close |
1.0177 |
1.0130 |
-0.0047 |
-0.5% |
1.0157 |
| Range |
0.0056 |
0.0086 |
0.0030 |
53.6% |
0.0214 |
| ATR |
0.0085 |
0.0085 |
0.0000 |
0.1% |
0.0000 |
| Volume |
106,677 |
131,843 |
25,166 |
23.6% |
558,680 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0352 |
1.0177 |
|
| R3 |
1.0315 |
1.0266 |
1.0154 |
|
| R2 |
1.0229 |
1.0229 |
1.0146 |
|
| R1 |
1.0180 |
1.0180 |
1.0138 |
1.0162 |
| PP |
1.0143 |
1.0143 |
1.0143 |
1.0134 |
| S1 |
1.0094 |
1.0094 |
1.0122 |
1.0076 |
| S2 |
1.0057 |
1.0057 |
1.0114 |
|
| S3 |
0.9971 |
1.0008 |
1.0106 |
|
| S4 |
0.9885 |
0.9922 |
1.0083 |
|
|
| 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 |
1.0276 |
1.0107 |
0.0169 |
1.7% |
0.0073 |
0.7% |
14% |
False |
True |
102,709 |
| 10 |
1.0357 |
1.0107 |
0.0250 |
2.5% |
0.0077 |
0.8% |
9% |
False |
True |
108,123 |
| 20 |
1.0357 |
1.0037 |
0.0320 |
3.2% |
0.0084 |
0.8% |
29% |
False |
False |
116,247 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0089 |
0.9% |
45% |
False |
False |
77,012 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0093 |
0.9% |
37% |
False |
False |
51,442 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0094 |
0.9% |
46% |
False |
False |
38,620 |
| 100 |
1.0670 |
0.9775 |
0.0895 |
8.8% |
0.0108 |
1.1% |
40% |
False |
False |
30,926 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0098 |
1.0% |
46% |
False |
False |
25,774 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0559 |
|
2.618 |
1.0418 |
|
1.618 |
1.0332 |
|
1.000 |
1.0279 |
|
0.618 |
1.0246 |
|
HIGH |
1.0193 |
|
0.618 |
1.0160 |
|
0.500 |
1.0150 |
|
0.382 |
1.0140 |
|
LOW |
1.0107 |
|
0.618 |
1.0054 |
|
1.000 |
1.0021 |
|
1.618 |
0.9968 |
|
2.618 |
0.9882 |
|
4.250 |
0.9742 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0153 |
| PP |
1.0143 |
1.0145 |
| S1 |
1.0137 |
1.0138 |
|