CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0053 |
1.0049 |
-0.0004 |
0.0% |
1.0052 |
| High |
1.0053 |
1.0059 |
0.0006 |
0.1% |
1.0158 |
| Low |
1.0053 |
0.9969 |
-0.0084 |
-0.8% |
0.9998 |
| Close |
1.0053 |
0.9977 |
-0.0076 |
-0.8% |
1.0089 |
| Range |
0.0000 |
0.0090 |
0.0090 |
|
0.0160 |
| ATR |
0.0069 |
0.0070 |
0.0002 |
2.2% |
0.0000 |
| Volume |
1 |
4 |
3 |
300.0% |
39 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0214 |
1.0027 |
|
| R3 |
1.0182 |
1.0124 |
1.0002 |
|
| R2 |
1.0092 |
1.0092 |
0.9994 |
|
| R1 |
1.0034 |
1.0034 |
0.9985 |
1.0018 |
| PP |
1.0002 |
1.0002 |
1.0002 |
0.9994 |
| S1 |
0.9944 |
0.9944 |
0.9969 |
0.9928 |
| S2 |
0.9912 |
0.9912 |
0.9961 |
|
| S3 |
0.9822 |
0.9854 |
0.9952 |
|
| S4 |
0.9732 |
0.9764 |
0.9928 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0485 |
1.0177 |
|
| R3 |
1.0402 |
1.0325 |
1.0133 |
|
| R2 |
1.0242 |
1.0242 |
1.0118 |
|
| R1 |
1.0165 |
1.0165 |
1.0104 |
1.0204 |
| PP |
1.0082 |
1.0082 |
1.0082 |
1.0101 |
| S1 |
1.0005 |
1.0005 |
1.0074 |
1.0044 |
| S2 |
0.9922 |
0.9922 |
1.0060 |
|
| S3 |
0.9762 |
0.9845 |
1.0045 |
|
| S4 |
0.9602 |
0.9685 |
1.0001 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0158 |
0.9969 |
0.0189 |
1.9% |
0.0035 |
0.4% |
4% |
False |
True |
7 |
| 10 |
1.0315 |
0.9969 |
0.0346 |
3.5% |
0.0043 |
0.4% |
2% |
False |
True |
6 |
| 20 |
1.0315 |
0.9969 |
0.0346 |
3.5% |
0.0024 |
0.2% |
2% |
False |
True |
3 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0021 |
0.2% |
2% |
False |
True |
4 |
| 60 |
1.0565 |
0.9902 |
0.0663 |
6.6% |
0.0024 |
0.2% |
11% |
False |
False |
6 |
| 80 |
1.0643 |
0.9710 |
0.0933 |
9.4% |
0.0033 |
0.3% |
29% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0442 |
|
2.618 |
1.0295 |
|
1.618 |
1.0205 |
|
1.000 |
1.0149 |
|
0.618 |
1.0115 |
|
HIGH |
1.0059 |
|
0.618 |
1.0025 |
|
0.500 |
1.0014 |
|
0.382 |
1.0003 |
|
LOW |
0.9969 |
|
0.618 |
0.9913 |
|
1.000 |
0.9879 |
|
1.618 |
0.9823 |
|
2.618 |
0.9733 |
|
4.250 |
0.9587 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0014 |
1.0064 |
| PP |
1.0002 |
1.0035 |
| S1 |
0.9989 |
1.0006 |
|