CME Japanese Yen Future June 2014
Trading Metrics calculated at close of trading on 31-Oct-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Oct-2013 |
31-Oct-2013 |
Change |
Change % |
Previous Week |
Open |
1.0160 |
1.0190 |
0.0030 |
0.3% |
1.0203 |
High |
1.0160 |
1.0190 |
0.0030 |
0.3% |
1.0293 |
Low |
1.0160 |
1.0186 |
0.0026 |
0.3% |
1.0203 |
Close |
1.0160 |
1.0186 |
0.0026 |
0.3% |
1.0289 |
Range |
0.0000 |
0.0004 |
0.0004 |
|
0.0090 |
ATR |
0.0038 |
0.0037 |
-0.0001 |
-1.5% |
0.0000 |
Volume |
3 |
3 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 31-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0199 |
1.0197 |
1.0188 |
|
R3 |
1.0195 |
1.0193 |
1.0187 |
|
R2 |
1.0191 |
1.0191 |
1.0187 |
|
R1 |
1.0189 |
1.0189 |
1.0186 |
1.0188 |
PP |
1.0187 |
1.0187 |
1.0187 |
1.0187 |
S1 |
1.0185 |
1.0185 |
1.0186 |
1.0184 |
S2 |
1.0183 |
1.0183 |
1.0185 |
|
S3 |
1.0179 |
1.0181 |
1.0185 |
|
S4 |
1.0175 |
1.0177 |
1.0184 |
|
|
Weekly Pivots for week ending 25-Oct-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0532 |
1.0500 |
1.0339 |
|
R3 |
1.0442 |
1.0410 |
1.0314 |
|
R2 |
1.0352 |
1.0352 |
1.0306 |
|
R1 |
1.0320 |
1.0320 |
1.0297 |
1.0336 |
PP |
1.0262 |
1.0262 |
1.0262 |
1.0270 |
S1 |
1.0230 |
1.0230 |
1.0281 |
1.0246 |
S2 |
1.0172 |
1.0172 |
1.0273 |
|
S3 |
1.0082 |
1.0140 |
1.0264 |
|
S4 |
0.9992 |
1.0050 |
1.0240 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0289 |
1.0160 |
0.0129 |
1.3% |
0.0001 |
0.0% |
20% |
False |
False |
3 |
10 |
1.0293 |
1.0160 |
0.0133 |
1.3% |
0.0000 |
0.0% |
20% |
False |
False |
3 |
20 |
1.0343 |
1.0146 |
0.0197 |
1.9% |
0.0004 |
0.0% |
20% |
False |
False |
3 |
40 |
1.0343 |
0.9986 |
0.0357 |
3.5% |
0.0004 |
0.0% |
56% |
False |
False |
5 |
60 |
1.0410 |
0.9986 |
0.0424 |
4.2% |
0.0003 |
0.0% |
47% |
False |
False |
6 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0207 |
2.618 |
1.0200 |
1.618 |
1.0196 |
1.000 |
1.0194 |
0.618 |
1.0192 |
HIGH |
1.0190 |
0.618 |
1.0188 |
0.500 |
1.0188 |
0.382 |
1.0188 |
LOW |
1.0186 |
0.618 |
1.0184 |
1.000 |
1.0182 |
1.618 |
1.0180 |
2.618 |
1.0176 |
4.250 |
1.0169 |
|
|
Fisher Pivots for day following 31-Oct-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0188 |
1.0186 |
PP |
1.0187 |
1.0185 |
S1 |
1.0187 |
1.0185 |
|