CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 07-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Oct-2013 |
07-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0294 |
1.0290 |
-0.0004 |
0.0% |
1.0232 |
| High |
1.0313 |
1.0353 |
0.0040 |
0.4% |
1.0320 |
| Low |
1.0271 |
1.0290 |
0.0019 |
0.2% |
1.0166 |
| Close |
1.0276 |
1.0333 |
0.0057 |
0.6% |
1.0276 |
| Range |
0.0042 |
0.0063 |
0.0021 |
50.0% |
0.0154 |
| ATR |
0.0072 |
0.0072 |
0.0000 |
0.5% |
0.0000 |
| Volume |
56 |
84 |
28 |
50.0% |
467 |
|
| Daily Pivots for day following 07-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0514 |
1.0487 |
1.0368 |
|
| R3 |
1.0451 |
1.0424 |
1.0350 |
|
| R2 |
1.0388 |
1.0388 |
1.0345 |
|
| R1 |
1.0361 |
1.0361 |
1.0339 |
1.0375 |
| PP |
1.0325 |
1.0325 |
1.0325 |
1.0332 |
| S1 |
1.0298 |
1.0298 |
1.0327 |
1.0312 |
| S2 |
1.0262 |
1.0262 |
1.0321 |
|
| S3 |
1.0199 |
1.0235 |
1.0316 |
|
| S4 |
1.0136 |
1.0172 |
1.0298 |
|
|
| 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 |
1.0353 |
1.0166 |
0.0187 |
1.8% |
0.0072 |
0.7% |
89% |
True |
False |
98 |
| 10 |
1.0353 |
1.0099 |
0.0254 |
2.5% |
0.0069 |
0.7% |
92% |
True |
False |
80 |
| 20 |
1.0353 |
0.9969 |
0.0384 |
3.7% |
0.0069 |
0.7% |
95% |
True |
False |
89 |
| 40 |
1.0361 |
0.9969 |
0.0392 |
3.8% |
0.0044 |
0.4% |
93% |
False |
False |
46 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0036 |
0.3% |
85% |
False |
False |
32 |
| 80 |
1.0632 |
0.9902 |
0.0730 |
7.1% |
0.0034 |
0.3% |
59% |
False |
False |
27 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.0% |
0.0039 |
0.4% |
67% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0621 |
|
2.618 |
1.0518 |
|
1.618 |
1.0455 |
|
1.000 |
1.0416 |
|
0.618 |
1.0392 |
|
HIGH |
1.0353 |
|
0.618 |
1.0329 |
|
0.500 |
1.0322 |
|
0.382 |
1.0314 |
|
LOW |
1.0290 |
|
0.618 |
1.0251 |
|
1.000 |
1.0227 |
|
1.618 |
1.0188 |
|
2.618 |
1.0125 |
|
4.250 |
1.0022 |
|
|
| Fisher Pivots for day following 07-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0329 |
1.0320 |
| PP |
1.0325 |
1.0306 |
| S1 |
1.0322 |
1.0293 |
|