CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 23-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Sep-2013 |
23-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0072 |
1.0081 |
0.0009 |
0.1% |
1.0115 |
| High |
1.0088 |
1.0143 |
0.0055 |
0.5% |
1.0221 |
| Low |
1.0048 |
1.0081 |
0.0033 |
0.3% |
1.0048 |
| Close |
1.0077 |
1.0130 |
0.0053 |
0.5% |
1.0077 |
| Range |
0.0040 |
0.0062 |
0.0022 |
55.0% |
0.0173 |
| ATR |
0.0073 |
0.0072 |
0.0000 |
-0.7% |
0.0000 |
| Volume |
697 |
100 |
-597 |
-85.7% |
786 |
|
| Daily Pivots for day following 23-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0304 |
1.0279 |
1.0164 |
|
| R3 |
1.0242 |
1.0217 |
1.0147 |
|
| R2 |
1.0180 |
1.0180 |
1.0141 |
|
| R1 |
1.0155 |
1.0155 |
1.0136 |
1.0168 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0124 |
| S1 |
1.0093 |
1.0093 |
1.0124 |
1.0106 |
| S2 |
1.0056 |
1.0056 |
1.0119 |
|
| S3 |
0.9994 |
1.0031 |
1.0113 |
|
| S4 |
0.9932 |
0.9969 |
1.0096 |
|
|
| 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% |
0.0086 |
0.8% |
47% |
False |
False |
175 |
| 10 |
1.0221 |
0.9969 |
0.0252 |
2.5% |
0.0070 |
0.7% |
64% |
False |
False |
97 |
| 20 |
1.0315 |
0.9969 |
0.0346 |
3.4% |
0.0052 |
0.5% |
47% |
False |
False |
51 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0031 |
0.3% |
38% |
False |
False |
28 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0027 |
0.3% |
46% |
False |
False |
21 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0038 |
0.4% |
31% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0407 |
|
2.618 |
1.0305 |
|
1.618 |
1.0243 |
|
1.000 |
1.0205 |
|
0.618 |
1.0181 |
|
HIGH |
1.0143 |
|
0.618 |
1.0119 |
|
0.500 |
1.0112 |
|
0.382 |
1.0105 |
|
LOW |
1.0081 |
|
0.618 |
1.0043 |
|
1.000 |
1.0019 |
|
1.618 |
0.9981 |
|
2.618 |
0.9919 |
|
4.250 |
0.9818 |
|
|
| Fisher Pivots for day following 23-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0124 |
1.0135 |
| PP |
1.0118 |
1.0133 |
| S1 |
1.0112 |
1.0132 |
|