CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9969 |
1.0062 |
0.0093 |
0.9% |
1.0052 |
| High |
1.0019 |
1.0102 |
0.0083 |
0.8% |
1.0158 |
| Low |
0.9969 |
1.0052 |
0.0083 |
0.8% |
0.9998 |
| Close |
1.0018 |
1.0069 |
0.0051 |
0.5% |
1.0089 |
| Range |
0.0050 |
0.0050 |
0.0000 |
0.0% |
0.0160 |
| ATR |
0.0069 |
0.0070 |
0.0001 |
1.6% |
0.0000 |
| Volume |
38 |
11 |
-27 |
-71.1% |
39 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0224 |
1.0197 |
1.0097 |
|
| R3 |
1.0174 |
1.0147 |
1.0083 |
|
| R2 |
1.0124 |
1.0124 |
1.0078 |
|
| R1 |
1.0097 |
1.0097 |
1.0074 |
1.0111 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0081 |
| S1 |
1.0047 |
1.0047 |
1.0064 |
1.0061 |
| S2 |
1.0024 |
1.0024 |
1.0060 |
|
| S3 |
0.9974 |
0.9997 |
1.0055 |
|
| S4 |
0.9924 |
0.9947 |
1.0042 |
|
|
| 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% |
0.0052 |
0.5% |
53% |
False |
False |
11 |
| 10 |
1.0267 |
0.9969 |
0.0298 |
3.0% |
0.0041 |
0.4% |
34% |
False |
False |
9 |
| 20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0029 |
0.3% |
29% |
False |
False |
6 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0022 |
0.2% |
23% |
False |
False |
5 |
| 60 |
1.0500 |
0.9902 |
0.0598 |
5.9% |
0.0026 |
0.3% |
28% |
False |
False |
7 |
| 80 |
1.0643 |
0.9710 |
0.0933 |
9.3% |
0.0033 |
0.3% |
38% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0315 |
|
2.618 |
1.0233 |
|
1.618 |
1.0183 |
|
1.000 |
1.0152 |
|
0.618 |
1.0133 |
|
HIGH |
1.0102 |
|
0.618 |
1.0083 |
|
0.500 |
1.0077 |
|
0.382 |
1.0071 |
|
LOW |
1.0052 |
|
0.618 |
1.0021 |
|
1.000 |
1.0002 |
|
1.618 |
0.9971 |
|
2.618 |
0.9921 |
|
4.250 |
0.9840 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0058 |
| PP |
1.0074 |
1.0047 |
| S1 |
1.0072 |
1.0036 |
|