CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0199 |
0.0108 |
1.1% |
1.0053 |
| High |
1.0221 |
1.0221 |
0.0000 |
0.0% |
1.0102 |
| Low |
1.0091 |
1.0056 |
-0.0035 |
-0.3% |
0.9969 |
| Close |
1.0221 |
1.0080 |
-0.0141 |
-1.4% |
1.0086 |
| Range |
0.0130 |
0.0165 |
0.0035 |
26.9% |
0.0133 |
| ATR |
0.0068 |
0.0075 |
0.0007 |
10.1% |
0.0000 |
| Volume |
30 |
46 |
16 |
53.3% |
90 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0614 |
1.0512 |
1.0171 |
|
| R3 |
1.0449 |
1.0347 |
1.0125 |
|
| R2 |
1.0284 |
1.0284 |
1.0110 |
|
| R1 |
1.0182 |
1.0182 |
1.0095 |
1.0151 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0103 |
| S1 |
1.0017 |
1.0017 |
1.0065 |
0.9986 |
| S2 |
0.9954 |
0.9954 |
1.0050 |
|
| S3 |
0.9789 |
0.9852 |
1.0035 |
|
| S4 |
0.9624 |
0.9687 |
0.9989 |
|
|
| 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% |
0.0081 |
0.8% |
23% |
True |
False |
25 |
| 10 |
1.0221 |
0.9969 |
0.0252 |
2.5% |
0.0066 |
0.7% |
44% |
True |
False |
18 |
| 20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0048 |
0.5% |
32% |
False |
False |
12 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0029 |
0.3% |
26% |
False |
False |
8 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0027 |
0.3% |
36% |
False |
False |
8 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0037 |
0.4% |
24% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0922 |
|
2.618 |
1.0653 |
|
1.618 |
1.0488 |
|
1.000 |
1.0386 |
|
0.618 |
1.0323 |
|
HIGH |
1.0221 |
|
0.618 |
1.0158 |
|
0.500 |
1.0139 |
|
0.382 |
1.0119 |
|
LOW |
1.0056 |
|
0.618 |
0.9954 |
|
1.000 |
0.9891 |
|
1.618 |
0.9789 |
|
2.618 |
0.9624 |
|
4.250 |
0.9355 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0139 |
| PP |
1.0119 |
1.0119 |
| S1 |
1.0100 |
1.0100 |
|