CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 02-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Oct-2013 |
02-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0210 |
0.0023 |
0.2% |
1.0081 |
| High |
1.0243 |
1.0298 |
0.0055 |
0.5% |
1.0195 |
| Low |
1.0166 |
1.0210 |
0.0044 |
0.4% |
1.0081 |
| Close |
1.0230 |
1.0280 |
0.0050 |
0.5% |
1.0186 |
| Range |
0.0077 |
0.0088 |
0.0011 |
14.3% |
0.0114 |
| ATR |
0.0072 |
0.0073 |
0.0001 |
1.6% |
0.0000 |
| Volume |
71 |
158 |
87 |
122.5% |
355 |
|
| Daily Pivots for day following 02-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0491 |
1.0328 |
|
| R3 |
1.0439 |
1.0403 |
1.0304 |
|
| R2 |
1.0351 |
1.0351 |
1.0296 |
|
| R1 |
1.0315 |
1.0315 |
1.0288 |
1.0333 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0272 |
| S1 |
1.0227 |
1.0227 |
1.0272 |
1.0245 |
| S2 |
1.0175 |
1.0175 |
1.0264 |
|
| S3 |
1.0087 |
1.0139 |
1.0256 |
|
| S4 |
0.9999 |
1.0051 |
1.0232 |
|
|
| 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 |
1.0298 |
1.0100 |
0.0198 |
1.9% |
0.0080 |
0.8% |
91% |
True |
False |
86 |
| 10 |
1.0298 |
1.0048 |
0.0250 |
2.4% |
0.0076 |
0.7% |
93% |
True |
False |
138 |
| 20 |
1.0298 |
0.9969 |
0.0329 |
3.2% |
0.0064 |
0.6% |
95% |
True |
False |
77 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0041 |
0.4% |
72% |
False |
False |
40 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0033 |
0.3% |
72% |
False |
False |
30 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0035 |
0.3% |
51% |
False |
False |
24 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0038 |
0.4% |
61% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0672 |
|
2.618 |
1.0528 |
|
1.618 |
1.0440 |
|
1.000 |
1.0386 |
|
0.618 |
1.0352 |
|
HIGH |
1.0298 |
|
0.618 |
1.0264 |
|
0.500 |
1.0254 |
|
0.382 |
1.0244 |
|
LOW |
1.0210 |
|
0.618 |
1.0156 |
|
1.000 |
1.0122 |
|
1.618 |
1.0068 |
|
2.618 |
0.9980 |
|
4.250 |
0.9836 |
|
|
| Fisher Pivots for day following 02-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0264 |
| PP |
1.0263 |
1.0248 |
| S1 |
1.0254 |
1.0232 |
|