CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 16-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Oct-2013 |
16-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0184 |
0.0040 |
0.4% |
1.0290 |
| High |
1.0210 |
1.0184 |
-0.0026 |
-0.3% |
1.0358 |
| Low |
1.0144 |
1.0115 |
-0.0029 |
-0.3% |
1.0161 |
| Close |
1.0185 |
1.0138 |
-0.0047 |
-0.5% |
1.0165 |
| Range |
0.0066 |
0.0069 |
0.0003 |
4.5% |
0.0197 |
| ATR |
0.0069 |
0.0069 |
0.0000 |
0.1% |
0.0000 |
| Volume |
69 |
101 |
32 |
46.4% |
850 |
|
| Daily Pivots for day following 16-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0314 |
1.0176 |
|
| R3 |
1.0284 |
1.0245 |
1.0157 |
|
| R2 |
1.0215 |
1.0215 |
1.0151 |
|
| R1 |
1.0176 |
1.0176 |
1.0144 |
1.0161 |
| PP |
1.0146 |
1.0146 |
1.0146 |
1.0138 |
| S1 |
1.0107 |
1.0107 |
1.0132 |
1.0092 |
| S2 |
1.0077 |
1.0077 |
1.0125 |
|
| S3 |
1.0008 |
1.0038 |
1.0119 |
|
| S4 |
0.9939 |
0.9969 |
1.0100 |
|
|
| 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 |
1.0269 |
1.0115 |
0.0154 |
1.5% |
0.0063 |
0.6% |
15% |
False |
True |
119 |
| 10 |
1.0358 |
1.0115 |
0.0243 |
2.4% |
0.0062 |
0.6% |
9% |
False |
True |
130 |
| 20 |
1.0358 |
1.0048 |
0.0310 |
3.1% |
0.0069 |
0.7% |
29% |
False |
False |
134 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0055 |
0.5% |
43% |
False |
False |
72 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0040 |
0.4% |
39% |
False |
False |
49 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0036 |
0.4% |
48% |
False |
False |
39 |
| 100 |
1.0643 |
0.9820 |
0.0823 |
8.1% |
0.0042 |
0.4% |
39% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0477 |
|
2.618 |
1.0365 |
|
1.618 |
1.0296 |
|
1.000 |
1.0253 |
|
0.618 |
1.0227 |
|
HIGH |
1.0184 |
|
0.618 |
1.0158 |
|
0.500 |
1.0150 |
|
0.382 |
1.0141 |
|
LOW |
1.0115 |
|
0.618 |
1.0072 |
|
1.000 |
1.0046 |
|
1.618 |
1.0003 |
|
2.618 |
0.9934 |
|
4.250 |
0.9822 |
|
|
| Fisher Pivots for day following 16-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0150 |
1.0163 |
| PP |
1.0146 |
1.0154 |
| S1 |
1.0142 |
1.0146 |
|