CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 30-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Sep-2013 |
30-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0110 |
1.0232 |
0.0122 |
1.2% |
1.0081 |
| High |
1.0195 |
1.0262 |
0.0067 |
0.7% |
1.0195 |
| Low |
1.0110 |
1.0175 |
0.0065 |
0.6% |
1.0081 |
| Close |
1.0186 |
1.0194 |
0.0008 |
0.1% |
1.0186 |
| Range |
0.0085 |
0.0087 |
0.0002 |
2.4% |
0.0114 |
| ATR |
0.0070 |
0.0072 |
0.0001 |
1.7% |
0.0000 |
| Volume |
54 |
59 |
5 |
9.3% |
355 |
|
| Daily Pivots for day following 30-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0420 |
1.0242 |
|
| R3 |
1.0384 |
1.0333 |
1.0218 |
|
| R2 |
1.0297 |
1.0297 |
1.0210 |
|
| R1 |
1.0246 |
1.0246 |
1.0202 |
1.0228 |
| PP |
1.0210 |
1.0210 |
1.0210 |
1.0202 |
| S1 |
1.0159 |
1.0159 |
1.0186 |
1.0141 |
| S2 |
1.0123 |
1.0123 |
1.0178 |
|
| S3 |
1.0036 |
1.0072 |
1.0170 |
|
| S4 |
0.9949 |
0.9985 |
1.0146 |
|
|
| Weekly Pivots for week ending 27-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0455 |
1.0249 |
|
| R3 |
1.0382 |
1.0341 |
1.0217 |
|
| R2 |
1.0268 |
1.0268 |
1.0207 |
|
| R1 |
1.0227 |
1.0227 |
1.0196 |
1.0248 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0164 |
| S1 |
1.0113 |
1.0113 |
1.0176 |
1.0134 |
| S2 |
1.0040 |
1.0040 |
1.0165 |
|
| S3 |
0.9926 |
0.9999 |
1.0155 |
|
| S4 |
0.9812 |
0.9885 |
1.0123 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0262 |
1.0099 |
0.0163 |
1.6% |
0.0066 |
0.6% |
58% |
True |
False |
62 |
| 10 |
1.0262 |
1.0048 |
0.0214 |
2.1% |
0.0076 |
0.7% |
68% |
True |
False |
119 |
| 20 |
1.0262 |
0.9969 |
0.0293 |
2.9% |
0.0058 |
0.6% |
77% |
True |
False |
66 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0038 |
0.4% |
52% |
False |
False |
35 |
| 60 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0031 |
0.3% |
59% |
False |
False |
26 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0036 |
0.4% |
39% |
False |
False |
21 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0037 |
0.4% |
52% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0632 |
|
2.618 |
1.0490 |
|
1.618 |
1.0403 |
|
1.000 |
1.0349 |
|
0.618 |
1.0316 |
|
HIGH |
1.0262 |
|
0.618 |
1.0229 |
|
0.500 |
1.0219 |
|
0.382 |
1.0208 |
|
LOW |
1.0175 |
|
0.618 |
1.0121 |
|
1.000 |
1.0088 |
|
1.618 |
1.0034 |
|
2.618 |
0.9947 |
|
4.250 |
0.9805 |
|
|
| Fisher Pivots for day following 30-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0219 |
1.0190 |
| PP |
1.0210 |
1.0185 |
| S1 |
1.0202 |
1.0181 |
|