CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 28-Oct-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Oct-2013 |
28-Oct-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0314 |
1.0253 |
-0.0061 |
-0.6% |
1.0209 |
| High |
1.0318 |
1.0267 |
-0.0051 |
-0.5% |
1.0318 |
| Low |
1.0268 |
1.0236 |
-0.0032 |
-0.3% |
1.0173 |
| Close |
1.0281 |
1.0247 |
-0.0034 |
-0.3% |
1.0281 |
| Range |
0.0050 |
0.0031 |
-0.0019 |
-38.0% |
0.0145 |
| ATR |
0.0066 |
0.0065 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
59 |
34 |
-25 |
-42.4% |
317 |
|
| Daily Pivots for day following 28-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0326 |
1.0264 |
|
| R3 |
1.0312 |
1.0295 |
1.0256 |
|
| R2 |
1.0281 |
1.0281 |
1.0253 |
|
| R1 |
1.0264 |
1.0264 |
1.0250 |
1.0257 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0247 |
| S1 |
1.0233 |
1.0233 |
1.0244 |
1.0226 |
| S2 |
1.0219 |
1.0219 |
1.0241 |
|
| S3 |
1.0188 |
1.0202 |
1.0238 |
|
| S4 |
1.0157 |
1.0171 |
1.0230 |
|
|
| 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% |
0.0049 |
0.5% |
51% |
False |
False |
60 |
| 10 |
1.0318 |
1.0114 |
0.0204 |
2.0% |
0.0059 |
0.6% |
65% |
False |
False |
83 |
| 20 |
1.0358 |
1.0114 |
0.0244 |
2.4% |
0.0062 |
0.6% |
55% |
False |
False |
110 |
| 40 |
1.0358 |
0.9969 |
0.0389 |
3.8% |
0.0060 |
0.6% |
71% |
False |
False |
88 |
| 60 |
1.0398 |
0.9969 |
0.0429 |
4.2% |
0.0046 |
0.4% |
65% |
False |
False |
60 |
| 80 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0039 |
0.4% |
70% |
False |
False |
47 |
| 100 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0041 |
0.4% |
47% |
False |
False |
39 |
| 120 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0041 |
0.4% |
58% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0399 |
|
2.618 |
1.0348 |
|
1.618 |
1.0317 |
|
1.000 |
1.0298 |
|
0.618 |
1.0286 |
|
HIGH |
1.0267 |
|
0.618 |
1.0255 |
|
0.500 |
1.0252 |
|
0.382 |
1.0248 |
|
LOW |
1.0236 |
|
0.618 |
1.0217 |
|
1.000 |
1.0205 |
|
1.618 |
1.0186 |
|
2.618 |
1.0155 |
|
4.250 |
1.0104 |
|
|
| Fisher Pivots for day following 28-Oct-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0252 |
1.0277 |
| PP |
1.0250 |
1.0267 |
| S1 |
1.0249 |
1.0257 |
|