CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 04-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Oct-2013 |
04-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0290 |
1.0294 |
0.0004 |
0.0% |
1.0232 |
| High |
1.0320 |
1.0313 |
-0.0007 |
-0.1% |
1.0320 |
| Low |
1.0232 |
1.0271 |
0.0039 |
0.4% |
1.0166 |
| Close |
1.0296 |
1.0276 |
-0.0020 |
-0.2% |
1.0276 |
| Range |
0.0088 |
0.0042 |
-0.0046 |
-52.3% |
0.0154 |
| ATR |
0.0074 |
0.0072 |
-0.0002 |
-3.1% |
0.0000 |
| Volume |
123 |
56 |
-67 |
-54.5% |
467 |
|
| Daily Pivots for day following 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0413 |
1.0386 |
1.0299 |
|
| R3 |
1.0371 |
1.0344 |
1.0288 |
|
| R2 |
1.0329 |
1.0329 |
1.0284 |
|
| R1 |
1.0302 |
1.0302 |
1.0280 |
1.0295 |
| PP |
1.0287 |
1.0287 |
1.0287 |
1.0283 |
| S1 |
1.0260 |
1.0260 |
1.0272 |
1.0253 |
| S2 |
1.0245 |
1.0245 |
1.0268 |
|
| S3 |
1.0203 |
1.0218 |
1.0264 |
|
| S4 |
1.0161 |
1.0176 |
1.0253 |
|
|
| Weekly Pivots for week ending 04-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0716 |
1.0650 |
1.0361 |
|
| R3 |
1.0562 |
1.0496 |
1.0318 |
|
| R2 |
1.0408 |
1.0408 |
1.0304 |
|
| R1 |
1.0342 |
1.0342 |
1.0290 |
1.0375 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0271 |
| S1 |
1.0188 |
1.0188 |
1.0262 |
1.0221 |
| S2 |
1.0100 |
1.0100 |
1.0248 |
|
| S3 |
0.9946 |
1.0034 |
1.0234 |
|
| S4 |
0.9792 |
0.9880 |
1.0191 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0320 |
1.0166 |
0.0154 |
1.5% |
0.0076 |
0.7% |
71% |
False |
False |
93 |
| 10 |
1.0320 |
1.0081 |
0.0239 |
2.3% |
0.0069 |
0.7% |
82% |
False |
False |
82 |
| 20 |
1.0320 |
0.9969 |
0.0351 |
3.4% |
0.0066 |
0.6% |
87% |
False |
False |
84 |
| 40 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0043 |
0.4% |
72% |
False |
False |
44 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0035 |
0.3% |
72% |
False |
False |
31 |
| 80 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0035 |
0.3% |
50% |
False |
False |
26 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0038 |
0.4% |
61% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0492 |
|
2.618 |
1.0423 |
|
1.618 |
1.0381 |
|
1.000 |
1.0355 |
|
0.618 |
1.0339 |
|
HIGH |
1.0313 |
|
0.618 |
1.0297 |
|
0.500 |
1.0292 |
|
0.382 |
1.0287 |
|
LOW |
1.0271 |
|
0.618 |
1.0245 |
|
1.000 |
1.0229 |
|
1.618 |
1.0203 |
|
2.618 |
1.0161 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 04-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0292 |
1.0272 |
| PP |
1.0287 |
1.0269 |
| S1 |
1.0281 |
1.0265 |
|