CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 01-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Sep-2013 |
01-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0232 |
1.0187 |
-0.0045 |
-0.4% |
1.0081 |
| High |
1.0262 |
1.0243 |
-0.0019 |
-0.2% |
1.0195 |
| Low |
1.0175 |
1.0166 |
-0.0009 |
-0.1% |
1.0081 |
| Close |
1.0194 |
1.0230 |
0.0036 |
0.4% |
1.0186 |
| Range |
0.0087 |
0.0077 |
-0.0010 |
-11.5% |
0.0114 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.5% |
0.0000 |
| Volume |
59 |
71 |
12 |
20.3% |
355 |
|
| Daily Pivots for day following 01-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0444 |
1.0414 |
1.0272 |
|
| R3 |
1.0367 |
1.0337 |
1.0251 |
|
| R2 |
1.0290 |
1.0290 |
1.0244 |
|
| R1 |
1.0260 |
1.0260 |
1.0237 |
1.0275 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0221 |
| S1 |
1.0183 |
1.0183 |
1.0223 |
1.0198 |
| S2 |
1.0136 |
1.0136 |
1.0216 |
|
| S3 |
1.0059 |
1.0106 |
1.0209 |
|
| S4 |
0.9982 |
1.0029 |
1.0188 |
|
|
| 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 |
1.0100 |
0.0162 |
1.6% |
0.0068 |
0.7% |
80% |
False |
False |
72 |
| 10 |
1.0262 |
1.0048 |
0.0214 |
2.1% |
0.0080 |
0.8% |
85% |
False |
False |
125 |
| 20 |
1.0262 |
0.9969 |
0.0293 |
2.9% |
0.0059 |
0.6% |
89% |
False |
False |
69 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0039 |
0.4% |
61% |
False |
False |
36 |
| 60 |
1.0398 |
0.9930 |
0.0468 |
4.6% |
0.0032 |
0.3% |
64% |
False |
False |
27 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0034 |
0.3% |
44% |
False |
False |
22 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0037 |
0.4% |
56% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0570 |
|
2.618 |
1.0445 |
|
1.618 |
1.0368 |
|
1.000 |
1.0320 |
|
0.618 |
1.0291 |
|
HIGH |
1.0243 |
|
0.618 |
1.0214 |
|
0.500 |
1.0205 |
|
0.382 |
1.0195 |
|
LOW |
1.0166 |
|
0.618 |
1.0118 |
|
1.000 |
1.0089 |
|
1.618 |
1.0041 |
|
2.618 |
0.9964 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 01-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0222 |
1.0215 |
| PP |
1.0213 |
1.0201 |
| S1 |
1.0205 |
1.0186 |
|