CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 25-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Sep-2013 |
25-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0135 |
1.0141 |
0.0006 |
0.1% |
1.0115 |
| High |
1.0163 |
1.0171 |
0.0008 |
0.1% |
1.0221 |
| Low |
1.0099 |
1.0140 |
0.0041 |
0.4% |
1.0048 |
| Close |
1.0131 |
1.0168 |
0.0037 |
0.4% |
1.0077 |
| Range |
0.0064 |
0.0031 |
-0.0033 |
-51.6% |
0.0173 |
| ATR |
0.0072 |
0.0069 |
-0.0002 |
-3.2% |
0.0000 |
| Volume |
23 |
88 |
65 |
282.6% |
786 |
|
| Daily Pivots for day following 25-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0253 |
1.0241 |
1.0185 |
|
| R3 |
1.0222 |
1.0210 |
1.0177 |
|
| R2 |
1.0191 |
1.0191 |
1.0174 |
|
| R1 |
1.0179 |
1.0179 |
1.0171 |
1.0185 |
| PP |
1.0160 |
1.0160 |
1.0160 |
1.0163 |
| S1 |
1.0148 |
1.0148 |
1.0165 |
1.0154 |
| S2 |
1.0129 |
1.0129 |
1.0162 |
|
| S3 |
1.0098 |
1.0117 |
1.0159 |
|
| S4 |
1.0067 |
1.0086 |
1.0151 |
|
|
| 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% |
0.0072 |
0.7% |
69% |
False |
False |
190 |
| 10 |
1.0221 |
1.0039 |
0.0182 |
1.8% |
0.0065 |
0.6% |
71% |
False |
False |
104 |
| 20 |
1.0278 |
0.9969 |
0.0309 |
3.0% |
0.0052 |
0.5% |
64% |
False |
False |
56 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0033 |
0.3% |
46% |
False |
False |
30 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0029 |
0.3% |
54% |
False |
False |
23 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0038 |
0.4% |
36% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0303 |
|
2.618 |
1.0252 |
|
1.618 |
1.0221 |
|
1.000 |
1.0202 |
|
0.618 |
1.0190 |
|
HIGH |
1.0171 |
|
0.618 |
1.0159 |
|
0.500 |
1.0156 |
|
0.382 |
1.0152 |
|
LOW |
1.0140 |
|
0.618 |
1.0121 |
|
1.000 |
1.0109 |
|
1.618 |
1.0090 |
|
2.618 |
1.0059 |
|
4.250 |
1.0008 |
|
|
| Fisher Pivots for day following 25-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0164 |
1.0154 |
| PP |
1.0160 |
1.0140 |
| S1 |
1.0156 |
1.0126 |
|