CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 23-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Oct-2013 |
23-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0188 |
1.0194 |
0.0006 |
0.1% |
1.0186 |
| High |
1.0225 |
1.0296 |
0.0071 |
0.7% |
1.0254 |
| Low |
1.0157 |
1.0187 |
0.0030 |
0.3% |
1.0104 |
| Close |
1.0198 |
1.0278 |
0.0080 |
0.8% |
1.0221 |
| Range |
0.0068 |
0.0109 |
0.0041 |
60.3% |
0.0150 |
| ATR |
0.0082 |
0.0084 |
0.0002 |
2.3% |
0.0000 |
| Volume |
129,422 |
134,189 |
4,767 |
3.7% |
516,634 |
|
| Daily Pivots for day following 23-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0538 |
1.0338 |
|
| R3 |
1.0472 |
1.0429 |
1.0308 |
|
| R2 |
1.0363 |
1.0363 |
1.0298 |
|
| R1 |
1.0320 |
1.0320 |
1.0288 |
1.0342 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0264 |
| S1 |
1.0211 |
1.0211 |
1.0268 |
1.0233 |
| S2 |
1.0145 |
1.0145 |
1.0258 |
|
| S3 |
1.0036 |
1.0102 |
1.0248 |
|
| S4 |
0.9927 |
0.9993 |
1.0218 |
|
|
| 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 |
1.0296 |
1.0104 |
0.0192 |
1.9% |
0.0084 |
0.8% |
91% |
True |
False |
112,057 |
| 10 |
1.0296 |
1.0104 |
0.0192 |
1.9% |
0.0079 |
0.8% |
91% |
True |
False |
107,383 |
| 20 |
1.0357 |
1.0090 |
0.0267 |
2.6% |
0.0084 |
0.8% |
70% |
False |
False |
117,698 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.0% |
0.0088 |
0.9% |
81% |
False |
False |
90,934 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0093 |
0.9% |
67% |
False |
False |
60,770 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0094 |
0.9% |
72% |
False |
False |
45,613 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0106 |
1.0% |
52% |
False |
False |
36,528 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0101 |
1.0% |
61% |
False |
False |
30,443 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0759 |
|
2.618 |
1.0581 |
|
1.618 |
1.0472 |
|
1.000 |
1.0405 |
|
0.618 |
1.0363 |
|
HIGH |
1.0296 |
|
0.618 |
1.0254 |
|
0.500 |
1.0242 |
|
0.382 |
1.0229 |
|
LOW |
1.0187 |
|
0.618 |
1.0120 |
|
1.000 |
1.0078 |
|
1.618 |
1.0011 |
|
2.618 |
0.9902 |
|
4.250 |
0.9724 |
|
|
| Fisher Pivots for day following 23-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0266 |
1.0261 |
| PP |
1.0254 |
1.0244 |
| S1 |
1.0242 |
1.0227 |
|