CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 21-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0216 |
0.0000 |
0.0% |
1.0186 |
| High |
1.0254 |
1.0224 |
-0.0030 |
-0.3% |
1.0254 |
| Low |
1.0191 |
1.0182 |
-0.0009 |
-0.1% |
1.0104 |
| Close |
1.0221 |
1.0187 |
-0.0034 |
-0.3% |
1.0221 |
| Range |
0.0063 |
0.0042 |
-0.0021 |
-33.3% |
0.0150 |
| ATR |
0.0087 |
0.0084 |
-0.0003 |
-3.7% |
0.0000 |
| Volume |
85,558 |
66,671 |
-18,887 |
-22.1% |
516,634 |
|
| Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0324 |
1.0297 |
1.0210 |
|
| R3 |
1.0282 |
1.0255 |
1.0199 |
|
| R2 |
1.0240 |
1.0240 |
1.0195 |
|
| R1 |
1.0213 |
1.0213 |
1.0191 |
1.0206 |
| PP |
1.0198 |
1.0198 |
1.0198 |
1.0194 |
| S1 |
1.0171 |
1.0171 |
1.0183 |
1.0164 |
| S2 |
1.0156 |
1.0156 |
1.0179 |
|
| S3 |
1.0114 |
1.0129 |
1.0175 |
|
| S4 |
1.0072 |
1.0087 |
1.0164 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0582 |
1.0304 |
|
| R3 |
1.0493 |
1.0432 |
1.0262 |
|
| R2 |
1.0343 |
1.0343 |
1.0249 |
|
| R1 |
1.0282 |
1.0282 |
1.0235 |
1.0313 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0208 |
| S1 |
1.0132 |
1.0132 |
1.0207 |
1.0163 |
| S2 |
1.0043 |
1.0043 |
1.0194 |
|
| S3 |
0.9893 |
0.9982 |
1.0180 |
|
| S4 |
0.9743 |
0.9832 |
1.0139 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0254 |
1.0104 |
0.0150 |
1.5% |
0.0077 |
0.8% |
55% |
False |
False |
107,039 |
| 10 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0077 |
0.8% |
33% |
False |
False |
103,795 |
| 20 |
1.0357 |
1.0088 |
0.0269 |
2.6% |
0.0081 |
0.8% |
37% |
False |
False |
114,408 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0089 |
0.9% |
59% |
False |
False |
84,381 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0091 |
0.9% |
49% |
False |
False |
56,381 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0094 |
0.9% |
56% |
False |
False |
42,321 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0107 |
1.0% |
40% |
False |
False |
33,892 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0100 |
1.0% |
51% |
False |
False |
28,246 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0403 |
|
2.618 |
1.0334 |
|
1.618 |
1.0292 |
|
1.000 |
1.0266 |
|
0.618 |
1.0250 |
|
HIGH |
1.0224 |
|
0.618 |
1.0208 |
|
0.500 |
1.0203 |
|
0.382 |
1.0198 |
|
LOW |
1.0182 |
|
0.618 |
1.0156 |
|
1.000 |
1.0140 |
|
1.618 |
1.0114 |
|
2.618 |
1.0072 |
|
4.250 |
1.0004 |
|
|
| Fisher Pivots for day following 21-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0203 |
1.0184 |
| PP |
1.0198 |
1.0182 |
| S1 |
1.0192 |
1.0179 |
|