CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 25-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Oct-2013 |
25-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0292 |
1.0314 |
0.0022 |
0.2% |
1.0209 |
| High |
1.0292 |
1.0318 |
0.0026 |
0.3% |
1.0318 |
| Low |
1.0273 |
1.0268 |
-0.0005 |
0.0% |
1.0173 |
| Close |
1.0282 |
1.0281 |
-0.0001 |
0.0% |
1.0281 |
| Range |
0.0019 |
0.0050 |
0.0031 |
163.2% |
0.0145 |
| ATR |
0.0067 |
0.0066 |
-0.0001 |
-1.8% |
0.0000 |
| Volume |
46 |
59 |
13 |
28.3% |
317 |
|
| Daily Pivots for day following 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0439 |
1.0410 |
1.0309 |
|
| R3 |
1.0389 |
1.0360 |
1.0295 |
|
| R2 |
1.0339 |
1.0339 |
1.0290 |
|
| R1 |
1.0310 |
1.0310 |
1.0286 |
1.0300 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0284 |
| S1 |
1.0260 |
1.0260 |
1.0276 |
1.0250 |
| S2 |
1.0239 |
1.0239 |
1.0272 |
|
| S3 |
1.0189 |
1.0210 |
1.0267 |
|
| S4 |
1.0139 |
1.0160 |
1.0254 |
|
|
| Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0692 |
1.0632 |
1.0361 |
|
| R3 |
1.0547 |
1.0487 |
1.0321 |
|
| R2 |
1.0402 |
1.0402 |
1.0308 |
|
| R1 |
1.0342 |
1.0342 |
1.0294 |
1.0372 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0273 |
| S1 |
1.0197 |
1.0197 |
1.0268 |
1.0227 |
| S2 |
1.0112 |
1.0112 |
1.0254 |
|
| S3 |
0.9967 |
1.0052 |
1.0241 |
|
| S4 |
0.9822 |
0.9907 |
1.0201 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0318 |
1.0173 |
0.0145 |
1.4% |
0.0047 |
0.5% |
74% |
True |
False |
63 |
| 10 |
1.0318 |
1.0114 |
0.0204 |
2.0% |
0.0060 |
0.6% |
82% |
True |
False |
91 |
| 20 |
1.0358 |
1.0114 |
0.0244 |
2.4% |
0.0065 |
0.6% |
68% |
False |
False |
111 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0059 |
0.6% |
80% |
False |
False |
87 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0045 |
0.4% |
73% |
False |
False |
59 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0039 |
0.4% |
76% |
False |
False |
47 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0044 |
0.4% |
51% |
False |
False |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0531 |
|
2.618 |
1.0449 |
|
1.618 |
1.0399 |
|
1.000 |
1.0368 |
|
0.618 |
1.0349 |
|
HIGH |
1.0318 |
|
0.618 |
1.0299 |
|
0.500 |
1.0293 |
|
0.382 |
1.0287 |
|
LOW |
1.0268 |
|
0.618 |
1.0237 |
|
1.000 |
1.0218 |
|
1.618 |
1.0187 |
|
2.618 |
1.0137 |
|
4.250 |
1.0056 |
|
|
| Fisher Pivots for day following 25-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0276 |
| PP |
1.0289 |
1.0270 |
| S1 |
1.0285 |
1.0265 |
|