CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 11-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Oct-2013 |
11-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0269 |
1.0216 |
-0.0053 |
-0.5% |
1.0290 |
| High |
1.0269 |
1.0218 |
-0.0051 |
-0.5% |
1.0358 |
| Low |
1.0186 |
1.0161 |
-0.0025 |
-0.2% |
1.0161 |
| Close |
1.0201 |
1.0165 |
-0.0036 |
-0.4% |
1.0165 |
| Range |
0.0083 |
0.0057 |
-0.0026 |
-31.3% |
0.0197 |
| ATR |
0.0073 |
0.0071 |
-0.0001 |
-1.5% |
0.0000 |
| Volume |
168 |
151 |
-17 |
-10.1% |
850 |
|
| Daily Pivots for day following 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0316 |
1.0196 |
|
| R3 |
1.0295 |
1.0259 |
1.0181 |
|
| R2 |
1.0238 |
1.0238 |
1.0175 |
|
| R1 |
1.0202 |
1.0202 |
1.0170 |
1.0192 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0176 |
| S1 |
1.0145 |
1.0145 |
1.0160 |
1.0135 |
| S2 |
1.0124 |
1.0124 |
1.0155 |
|
| S3 |
1.0067 |
1.0088 |
1.0149 |
|
| S4 |
1.0010 |
1.0031 |
1.0134 |
|
|
| Weekly Pivots for week ending 11-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0689 |
1.0273 |
|
| R3 |
1.0622 |
1.0492 |
1.0219 |
|
| R2 |
1.0425 |
1.0425 |
1.0201 |
|
| R1 |
1.0295 |
1.0295 |
1.0183 |
1.0262 |
| PP |
1.0228 |
1.0228 |
1.0228 |
1.0211 |
| S1 |
1.0098 |
1.0098 |
1.0147 |
1.0065 |
| S2 |
1.0031 |
1.0031 |
1.0129 |
|
| S3 |
0.9834 |
0.9901 |
1.0111 |
|
| S4 |
0.9637 |
0.9704 |
1.0057 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0358 |
1.0161 |
0.0197 |
1.9% |
0.0062 |
0.6% |
2% |
False |
True |
170 |
| 10 |
1.0358 |
1.0161 |
0.0197 |
1.9% |
0.0069 |
0.7% |
2% |
False |
True |
131 |
| 20 |
1.0358 |
1.0048 |
0.0310 |
3.0% |
0.0070 |
0.7% |
38% |
False |
False |
122 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0050 |
0.5% |
50% |
False |
False |
65 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0037 |
0.4% |
46% |
False |
False |
45 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0036 |
0.3% |
53% |
False |
False |
36 |
| 100 |
1.0643 |
0.9710 |
0.0933 |
9.2% |
0.0041 |
0.4% |
49% |
False |
False |
30 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0460 |
|
2.618 |
1.0367 |
|
1.618 |
1.0310 |
|
1.000 |
1.0275 |
|
0.618 |
1.0253 |
|
HIGH |
1.0218 |
|
0.618 |
1.0196 |
|
0.500 |
1.0190 |
|
0.382 |
1.0183 |
|
LOW |
1.0161 |
|
0.618 |
1.0126 |
|
1.000 |
1.0104 |
|
1.618 |
1.0069 |
|
2.618 |
1.0012 |
|
4.250 |
0.9919 |
|
|
| Fisher Pivots for day following 11-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0190 |
1.0236 |
| PP |
1.0181 |
1.0212 |
| S1 |
1.0173 |
1.0189 |
|