CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 21-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Oct-2013 |
21-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.0237 |
1.0203 |
-0.0034 |
-0.3% |
1.0193 |
High |
1.0237 |
1.0203 |
-0.0034 |
-0.3% |
1.0239 |
Low |
1.0237 |
1.0203 |
-0.0034 |
-0.3% |
1.0146 |
Close |
1.0237 |
1.0203 |
-0.0034 |
-0.3% |
1.0237 |
Range |
|
|
|
|
|
ATR |
0.0042 |
0.0041 |
-0.0001 |
-1.3% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 21-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0203 |
1.0203 |
1.0203 |
|
R3 |
1.0203 |
1.0203 |
1.0203 |
|
R2 |
1.0203 |
1.0203 |
1.0203 |
|
R1 |
1.0203 |
1.0203 |
1.0203 |
1.0203 |
PP |
1.0203 |
1.0203 |
1.0203 |
1.0203 |
S1 |
1.0203 |
1.0203 |
1.0203 |
1.0203 |
S2 |
1.0203 |
1.0203 |
1.0203 |
|
S3 |
1.0203 |
1.0203 |
1.0203 |
|
S4 |
1.0203 |
1.0203 |
1.0203 |
|
|
Weekly Pivots for week ending 18-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0486 |
1.0455 |
1.0288 |
|
R3 |
1.0393 |
1.0362 |
1.0263 |
|
R2 |
1.0300 |
1.0300 |
1.0254 |
|
R1 |
1.0269 |
1.0269 |
1.0246 |
1.0285 |
PP |
1.0207 |
1.0207 |
1.0207 |
1.0215 |
S1 |
1.0176 |
1.0176 |
1.0228 |
1.0192 |
S2 |
1.0114 |
1.0114 |
1.0220 |
|
S3 |
1.0021 |
1.0083 |
1.0211 |
|
S4 |
0.9928 |
0.9990 |
1.0186 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0239 |
1.0146 |
0.0093 |
0.9% |
0.0000 |
0.0% |
61% |
False |
False |
3 |
10 |
1.0336 |
1.0146 |
0.0190 |
1.9% |
0.0008 |
0.1% |
30% |
False |
False |
3 |
20 |
1.0343 |
1.0140 |
0.0203 |
2.0% |
0.0004 |
0.0% |
31% |
False |
False |
3 |
40 |
1.0343 |
0.9986 |
0.0357 |
3.5% |
0.0005 |
0.1% |
61% |
False |
False |
5 |
60 |
1.0410 |
0.9986 |
0.0424 |
4.2% |
0.0003 |
0.0% |
51% |
False |
False |
8 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0203 |
2.618 |
1.0203 |
1.618 |
1.0203 |
1.000 |
1.0203 |
0.618 |
1.0203 |
HIGH |
1.0203 |
0.618 |
1.0203 |
0.500 |
1.0203 |
0.382 |
1.0203 |
LOW |
1.0203 |
0.618 |
1.0203 |
1.000 |
1.0203 |
1.618 |
1.0203 |
2.618 |
1.0203 |
4.250 |
1.0203 |
|
|
Fisher Pivots for day following 21-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0203 |
1.0221 |
PP |
1.0203 |
1.0215 |
S1 |
1.0203 |
1.0209 |
|