CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 16-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.0060 |
1.0115 |
0.0055 |
0.5% |
1.0053 |
High |
1.0086 |
1.0125 |
0.0039 |
0.4% |
1.0102 |
Low |
1.0039 |
1.0096 |
0.0057 |
0.6% |
0.9969 |
Close |
1.0086 |
1.0096 |
0.0010 |
0.1% |
1.0086 |
Range |
0.0047 |
0.0029 |
-0.0018 |
-38.3% |
0.0133 |
ATR |
0.0068 |
0.0066 |
-0.0002 |
-3.1% |
0.0000 |
Volume |
36 |
9 |
-27 |
-75.0% |
90 |
|
Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0193 |
1.0173 |
1.0112 |
|
R3 |
1.0164 |
1.0144 |
1.0104 |
|
R2 |
1.0135 |
1.0135 |
1.0101 |
|
R1 |
1.0115 |
1.0115 |
1.0099 |
1.0111 |
PP |
1.0106 |
1.0106 |
1.0106 |
1.0103 |
S1 |
1.0086 |
1.0086 |
1.0093 |
1.0082 |
S2 |
1.0077 |
1.0077 |
1.0091 |
|
S3 |
1.0048 |
1.0057 |
1.0088 |
|
S4 |
1.0019 |
1.0028 |
1.0080 |
|
|
Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0451 |
1.0402 |
1.0159 |
|
R3 |
1.0318 |
1.0269 |
1.0123 |
|
R2 |
1.0185 |
1.0185 |
1.0110 |
|
R1 |
1.0136 |
1.0136 |
1.0098 |
1.0161 |
PP |
1.0052 |
1.0052 |
1.0052 |
1.0065 |
S1 |
1.0003 |
1.0003 |
1.0074 |
1.0028 |
S2 |
0.9919 |
0.9919 |
1.0062 |
|
S3 |
0.9786 |
0.9870 |
1.0049 |
|
S4 |
0.9653 |
0.9737 |
1.0013 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0125 |
0.9969 |
0.0156 |
1.5% |
0.0053 |
0.5% |
81% |
True |
False |
19 |
10 |
1.0158 |
0.9969 |
0.0189 |
1.9% |
0.0040 |
0.4% |
67% |
False |
False |
13 |
20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0032 |
0.3% |
37% |
False |
False |
8 |
40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0022 |
0.2% |
30% |
False |
False |
6 |
60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0024 |
0.2% |
39% |
False |
False |
7 |
80 |
1.0643 |
0.9820 |
0.0823 |
8.2% |
0.0034 |
0.3% |
34% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0248 |
2.618 |
1.0201 |
1.618 |
1.0172 |
1.000 |
1.0154 |
0.618 |
1.0143 |
HIGH |
1.0125 |
0.618 |
1.0114 |
0.500 |
1.0111 |
0.382 |
1.0107 |
LOW |
1.0096 |
0.618 |
1.0078 |
1.000 |
1.0067 |
1.618 |
1.0049 |
2.618 |
1.0020 |
4.250 |
0.9973 |
|
|
Fisher Pivots for day following 16-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0111 |
1.0091 |
PP |
1.0106 |
1.0087 |
S1 |
1.0101 |
1.0082 |
|