CME Japanese Yen Future March 2014
Trading Metrics calculated at close of trading on 18-Sep-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Sep-2013 |
18-Sep-2013 |
Change |
Change % |
Previous Week |
Open |
1.0071 |
1.0091 |
0.0020 |
0.2% |
1.0053 |
High |
1.0103 |
1.0221 |
0.0118 |
1.2% |
1.0102 |
Low |
1.0071 |
1.0091 |
0.0020 |
0.2% |
0.9969 |
Close |
1.0100 |
1.0221 |
0.0121 |
1.2% |
1.0086 |
Range |
0.0032 |
0.0130 |
0.0098 |
306.3% |
0.0133 |
ATR |
0.0064 |
0.0068 |
0.0005 |
7.4% |
0.0000 |
Volume |
4 |
30 |
26 |
650.0% |
90 |
|
Daily Pivots for day following 18-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0568 |
1.0524 |
1.0293 |
|
R3 |
1.0438 |
1.0394 |
1.0257 |
|
R2 |
1.0308 |
1.0308 |
1.0245 |
|
R1 |
1.0264 |
1.0264 |
1.0233 |
1.0286 |
PP |
1.0178 |
1.0178 |
1.0178 |
1.0189 |
S1 |
1.0134 |
1.0134 |
1.0209 |
1.0156 |
S2 |
1.0048 |
1.0048 |
1.0197 |
|
S3 |
0.9918 |
1.0004 |
1.0185 |
|
S4 |
0.9788 |
0.9874 |
1.0150 |
|
|
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 |
1.0221 |
1.0039 |
0.0182 |
1.8% |
0.0058 |
0.6% |
100% |
True |
False |
18 |
10 |
1.0221 |
0.9969 |
0.0252 |
2.5% |
0.0051 |
0.5% |
100% |
True |
False |
16 |
20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0040 |
0.4% |
73% |
False |
False |
9 |
40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0025 |
0.2% |
59% |
False |
False |
7 |
60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0025 |
0.2% |
64% |
False |
False |
8 |
80 |
1.0643 |
0.9820 |
0.0823 |
8.1% |
0.0035 |
0.3% |
49% |
False |
False |
7 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0774 |
2.618 |
1.0561 |
1.618 |
1.0431 |
1.000 |
1.0351 |
0.618 |
1.0301 |
HIGH |
1.0221 |
0.618 |
1.0171 |
0.500 |
1.0156 |
0.382 |
1.0141 |
LOW |
1.0091 |
0.618 |
1.0011 |
1.000 |
0.9961 |
1.618 |
0.9881 |
2.618 |
0.9751 |
4.250 |
0.9539 |
|
|
Fisher Pivots for day following 18-Sep-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0199 |
1.0196 |
PP |
1.0178 |
1.0171 |
S1 |
1.0156 |
1.0146 |
|