CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0199 |
1.0072 |
-0.0127 |
-1.2% |
1.0115 |
| High |
1.0221 |
1.0088 |
-0.0133 |
-1.3% |
1.0221 |
| Low |
1.0056 |
1.0048 |
-0.0008 |
-0.1% |
1.0048 |
| Close |
1.0080 |
1.0077 |
-0.0003 |
0.0% |
1.0077 |
| Range |
0.0165 |
0.0040 |
-0.0125 |
-75.8% |
0.0173 |
| ATR |
0.0075 |
0.0073 |
-0.0003 |
-3.3% |
0.0000 |
| Volume |
46 |
697 |
651 |
1,415.2% |
786 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0191 |
1.0174 |
1.0099 |
|
| R3 |
1.0151 |
1.0134 |
1.0088 |
|
| R2 |
1.0111 |
1.0111 |
1.0084 |
|
| R1 |
1.0094 |
1.0094 |
1.0081 |
1.0103 |
| PP |
1.0071 |
1.0071 |
1.0071 |
1.0075 |
| S1 |
1.0054 |
1.0054 |
1.0073 |
1.0063 |
| S2 |
1.0031 |
1.0031 |
1.0070 |
|
| S3 |
0.9991 |
1.0014 |
1.0066 |
|
| S4 |
0.9951 |
0.9974 |
1.0055 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0634 |
1.0529 |
1.0172 |
|
| R3 |
1.0461 |
1.0356 |
1.0125 |
|
| R2 |
1.0288 |
1.0288 |
1.0109 |
|
| R1 |
1.0183 |
1.0183 |
1.0093 |
1.0149 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0099 |
| S1 |
1.0010 |
1.0010 |
1.0061 |
0.9976 |
| S2 |
0.9942 |
0.9942 |
1.0045 |
|
| S3 |
0.9769 |
0.9837 |
1.0029 |
|
| S4 |
0.9596 |
0.9664 |
0.9982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0221 |
1.0048 |
0.0173 |
1.7% |
0.0079 |
0.8% |
17% |
False |
True |
157 |
| 10 |
1.0221 |
0.9969 |
0.0252 |
2.5% |
0.0063 |
0.6% |
43% |
False |
False |
87 |
| 20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0049 |
0.5% |
31% |
False |
False |
46 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.3% |
0.0030 |
0.3% |
25% |
False |
False |
25 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0027 |
0.3% |
35% |
False |
False |
19 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0038 |
0.4% |
24% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0258 |
|
2.618 |
1.0193 |
|
1.618 |
1.0153 |
|
1.000 |
1.0128 |
|
0.618 |
1.0113 |
|
HIGH |
1.0088 |
|
0.618 |
1.0073 |
|
0.500 |
1.0068 |
|
0.382 |
1.0063 |
|
LOW |
1.0048 |
|
0.618 |
1.0023 |
|
1.000 |
1.0008 |
|
1.618 |
0.9983 |
|
2.618 |
0.9943 |
|
4.250 |
0.9878 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0074 |
1.0135 |
| PP |
1.0071 |
1.0115 |
| S1 |
1.0068 |
1.0096 |
|