CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 30-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Oct-2013 |
30-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0239 |
1.0187 |
-0.0052 |
-0.5% |
1.0216 |
| High |
1.0263 |
1.0202 |
-0.0061 |
-0.6% |
1.0318 |
| Low |
1.0177 |
1.0134 |
-0.0043 |
-0.4% |
1.0157 |
| Close |
1.0194 |
1.0146 |
-0.0048 |
-0.5% |
1.0274 |
| Range |
0.0086 |
0.0068 |
-0.0018 |
-20.9% |
0.0161 |
| ATR |
0.0078 |
0.0077 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
109,255 |
112,562 |
3,307 |
3.0% |
521,663 |
|
| Daily Pivots for day following 30-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0365 |
1.0323 |
1.0183 |
|
| R3 |
1.0297 |
1.0255 |
1.0165 |
|
| R2 |
1.0229 |
1.0229 |
1.0158 |
|
| R1 |
1.0187 |
1.0187 |
1.0152 |
1.0174 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0154 |
| S1 |
1.0119 |
1.0119 |
1.0140 |
1.0106 |
| S2 |
1.0093 |
1.0093 |
1.0134 |
|
| S3 |
1.0025 |
1.0051 |
1.0127 |
|
| S4 |
0.9957 |
0.9983 |
1.0109 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0733 |
1.0664 |
1.0363 |
|
| R3 |
1.0572 |
1.0503 |
1.0318 |
|
| R2 |
1.0411 |
1.0411 |
1.0304 |
|
| R1 |
1.0342 |
1.0342 |
1.0289 |
1.0377 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0267 |
| S1 |
1.0181 |
1.0181 |
1.0259 |
1.0216 |
| S2 |
1.0089 |
1.0089 |
1.0244 |
|
| S3 |
0.9928 |
1.0020 |
1.0230 |
|
| S4 |
0.9767 |
0.9859 |
1.0185 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0318 |
1.0134 |
0.0184 |
1.8% |
0.0061 |
0.6% |
7% |
False |
True |
95,837 |
| 10 |
1.0318 |
1.0104 |
0.0214 |
2.1% |
0.0073 |
0.7% |
20% |
False |
False |
103,947 |
| 20 |
1.0357 |
1.0104 |
0.0253 |
2.5% |
0.0075 |
0.7% |
17% |
False |
False |
106,035 |
| 40 |
1.0357 |
0.9943 |
0.0414 |
4.1% |
0.0083 |
0.8% |
49% |
False |
False |
102,675 |
| 60 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0088 |
0.9% |
41% |
False |
False |
68,737 |
| 80 |
1.0442 |
0.9891 |
0.0551 |
5.4% |
0.0091 |
0.9% |
46% |
False |
False |
51,594 |
| 100 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0099 |
1.0% |
35% |
False |
False |
41,314 |
| 120 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0101 |
1.0% |
47% |
False |
False |
34,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0491 |
|
2.618 |
1.0380 |
|
1.618 |
1.0312 |
|
1.000 |
1.0270 |
|
0.618 |
1.0244 |
|
HIGH |
1.0202 |
|
0.618 |
1.0176 |
|
0.500 |
1.0168 |
|
0.382 |
1.0160 |
|
LOW |
1.0134 |
|
0.618 |
1.0092 |
|
1.000 |
1.0066 |
|
1.618 |
1.0024 |
|
2.618 |
0.9956 |
|
4.250 |
0.9845 |
|
|
| Fisher Pivots for day following 30-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0168 |
1.0204 |
| PP |
1.0161 |
1.0185 |
| S1 |
1.0153 |
1.0165 |
|