CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 22-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Oct-2013 |
22-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0216 |
1.0188 |
-0.0028 |
-0.3% |
1.0186 |
| High |
1.0224 |
1.0225 |
0.0001 |
0.0% |
1.0254 |
| Low |
1.0182 |
1.0157 |
-0.0025 |
-0.2% |
1.0104 |
| Close |
1.0187 |
1.0198 |
0.0011 |
0.1% |
1.0221 |
| Range |
0.0042 |
0.0068 |
0.0026 |
61.9% |
0.0150 |
| ATR |
0.0084 |
0.0082 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
66,671 |
129,422 |
62,751 |
94.1% |
516,634 |
|
| Daily Pivots for day following 22-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0397 |
1.0366 |
1.0235 |
|
| R3 |
1.0329 |
1.0298 |
1.0217 |
|
| R2 |
1.0261 |
1.0261 |
1.0210 |
|
| R1 |
1.0230 |
1.0230 |
1.0204 |
1.0246 |
| PP |
1.0193 |
1.0193 |
1.0193 |
1.0201 |
| S1 |
1.0162 |
1.0162 |
1.0192 |
1.0178 |
| S2 |
1.0125 |
1.0125 |
1.0186 |
|
| S3 |
1.0057 |
1.0094 |
1.0179 |
|
| S4 |
0.9989 |
1.0026 |
1.0161 |
|
|
| 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% |
0.0080 |
0.8% |
63% |
False |
False |
111,588 |
| 10 |
1.0333 |
1.0104 |
0.0229 |
2.2% |
0.0077 |
0.8% |
41% |
False |
False |
105,449 |
| 20 |
1.0357 |
1.0090 |
0.0267 |
2.6% |
0.0081 |
0.8% |
40% |
False |
False |
115,570 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0089 |
0.9% |
62% |
False |
False |
87,596 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0092 |
0.9% |
51% |
False |
False |
58,535 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0093 |
0.9% |
58% |
False |
False |
43,938 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0107 |
1.0% |
42% |
False |
False |
35,186 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0100 |
1.0% |
53% |
False |
False |
29,324 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0514 |
|
2.618 |
1.0403 |
|
1.618 |
1.0335 |
|
1.000 |
1.0293 |
|
0.618 |
1.0267 |
|
HIGH |
1.0225 |
|
0.618 |
1.0199 |
|
0.500 |
1.0191 |
|
0.382 |
1.0183 |
|
LOW |
1.0157 |
|
0.618 |
1.0115 |
|
1.000 |
1.0089 |
|
1.618 |
1.0047 |
|
2.618 |
0.9979 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 22-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0196 |
1.0206 |
| PP |
1.0193 |
1.0203 |
| S1 |
1.0191 |
1.0201 |
|