CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 18-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Oct-2013 |
18-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0126 |
1.0215 |
0.0089 |
0.9% |
1.0185 |
| High |
1.0245 |
1.0260 |
0.0015 |
0.1% |
1.0260 |
| Low |
1.0114 |
1.0200 |
0.0086 |
0.9% |
1.0114 |
| Close |
1.0231 |
1.0228 |
-0.0003 |
0.0% |
1.0228 |
| Range |
0.0131 |
0.0060 |
-0.0071 |
-54.2% |
0.0146 |
| ATR |
0.0074 |
0.0073 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
175 |
139 |
-36 |
-20.6% |
594 |
|
| Daily Pivots for day following 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0379 |
1.0261 |
|
| R3 |
1.0349 |
1.0319 |
1.0245 |
|
| R2 |
1.0289 |
1.0289 |
1.0239 |
|
| R1 |
1.0259 |
1.0259 |
1.0234 |
1.0274 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0237 |
| S1 |
1.0199 |
1.0199 |
1.0223 |
1.0214 |
| S2 |
1.0169 |
1.0169 |
1.0217 |
|
| S3 |
1.0109 |
1.0139 |
1.0212 |
|
| S4 |
1.0049 |
1.0079 |
1.0195 |
|
|
| Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0579 |
1.0308 |
|
| R3 |
1.0493 |
1.0433 |
1.0268 |
|
| R2 |
1.0347 |
1.0347 |
1.0255 |
|
| R1 |
1.0287 |
1.0287 |
1.0241 |
1.0317 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0216 |
| S1 |
1.0141 |
1.0141 |
1.0215 |
1.0171 |
| S2 |
1.0055 |
1.0055 |
1.0201 |
|
| S3 |
0.9909 |
0.9995 |
1.0188 |
|
| S4 |
0.9763 |
0.9849 |
1.0148 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0260 |
1.0114 |
0.0146 |
1.4% |
0.0074 |
0.7% |
78% |
True |
False |
118 |
| 10 |
1.0358 |
1.0114 |
0.0244 |
2.4% |
0.0068 |
0.7% |
47% |
False |
False |
144 |
| 20 |
1.0358 |
1.0081 |
0.0277 |
2.7% |
0.0068 |
0.7% |
53% |
False |
False |
113 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0059 |
0.6% |
67% |
False |
False |
80 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0043 |
0.4% |
60% |
False |
False |
54 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0037 |
0.4% |
66% |
False |
False |
43 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0044 |
0.4% |
44% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0515 |
|
2.618 |
1.0417 |
|
1.618 |
1.0357 |
|
1.000 |
1.0320 |
|
0.618 |
1.0297 |
|
HIGH |
1.0260 |
|
0.618 |
1.0237 |
|
0.500 |
1.0230 |
|
0.382 |
1.0223 |
|
LOW |
1.0200 |
|
0.618 |
1.0163 |
|
1.000 |
1.0140 |
|
1.618 |
1.0103 |
|
2.618 |
1.0043 |
|
4.250 |
0.9945 |
|
|
| Fisher Pivots for day following 18-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0230 |
1.0214 |
| PP |
1.0229 |
1.0201 |
| S1 |
1.0229 |
1.0187 |
|