CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 24-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Oct-2013 |
24-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0194 |
1.0273 |
0.0079 |
0.8% |
1.0186 |
| High |
1.0296 |
1.0294 |
-0.0002 |
0.0% |
1.0254 |
| Low |
1.0187 |
1.0246 |
0.0059 |
0.6% |
1.0104 |
| Close |
1.0278 |
1.0275 |
-0.0003 |
0.0% |
1.0221 |
| Range |
0.0109 |
0.0048 |
-0.0061 |
-56.0% |
0.0150 |
| ATR |
0.0084 |
0.0082 |
-0.0003 |
-3.1% |
0.0000 |
| Volume |
134,189 |
88,794 |
-45,395 |
-33.8% |
516,634 |
|
| Daily Pivots for day following 24-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0393 |
1.0301 |
|
| R3 |
1.0368 |
1.0345 |
1.0288 |
|
| R2 |
1.0320 |
1.0320 |
1.0284 |
|
| R1 |
1.0297 |
1.0297 |
1.0279 |
1.0309 |
| PP |
1.0272 |
1.0272 |
1.0272 |
1.0277 |
| S1 |
1.0249 |
1.0249 |
1.0271 |
1.0261 |
| S2 |
1.0224 |
1.0224 |
1.0266 |
|
| S3 |
1.0176 |
1.0201 |
1.0262 |
|
| S4 |
1.0128 |
1.0153 |
1.0249 |
|
|
| 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 |
1.0157 |
0.0139 |
1.4% |
0.0066 |
0.6% |
85% |
False |
False |
100,926 |
| 10 |
1.0296 |
1.0104 |
0.0192 |
1.9% |
0.0074 |
0.7% |
89% |
False |
False |
103,659 |
| 20 |
1.0357 |
1.0101 |
0.0256 |
2.5% |
0.0082 |
0.8% |
68% |
False |
False |
115,387 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.0% |
0.0086 |
0.8% |
80% |
False |
False |
93,119 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0092 |
0.9% |
67% |
False |
False |
62,245 |
| 80 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0093 |
0.9% |
71% |
False |
False |
46,723 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0106 |
1.0% |
51% |
False |
False |
37,415 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0101 |
1.0% |
60% |
False |
False |
31,182 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0498 |
|
2.618 |
1.0420 |
|
1.618 |
1.0372 |
|
1.000 |
1.0342 |
|
0.618 |
1.0324 |
|
HIGH |
1.0294 |
|
0.618 |
1.0276 |
|
0.500 |
1.0270 |
|
0.382 |
1.0264 |
|
LOW |
1.0246 |
|
0.618 |
1.0216 |
|
1.000 |
1.0198 |
|
1.618 |
1.0168 |
|
2.618 |
1.0120 |
|
4.250 |
1.0042 |
|
|
| Fisher Pivots for day following 24-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0273 |
1.0259 |
| PP |
1.0272 |
1.0243 |
| S1 |
1.0270 |
1.0227 |
|