CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9940 |
1.0015 |
0.0075 |
0.8% |
1.0085 |
| High |
1.0079 |
1.0054 |
-0.0025 |
-0.2% |
1.0087 |
| Low |
0.9918 |
0.9881 |
-0.0037 |
-0.4% |
0.9881 |
| Close |
0.9994 |
0.9886 |
-0.0108 |
-1.1% |
0.9886 |
| Range |
0.0161 |
0.0173 |
0.0012 |
7.5% |
0.0206 |
| ATR |
0.0152 |
0.0154 |
0.0001 |
1.0% |
0.0000 |
| Volume |
160,300 |
190,602 |
30,302 |
18.9% |
605,369 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0459 |
1.0346 |
0.9981 |
|
| R3 |
1.0286 |
1.0173 |
0.9934 |
|
| R2 |
1.0113 |
1.0113 |
0.9918 |
|
| R1 |
1.0000 |
1.0000 |
0.9902 |
0.9970 |
| PP |
0.9940 |
0.9940 |
0.9940 |
0.9926 |
| S1 |
0.9827 |
0.9827 |
0.9870 |
0.9797 |
| S2 |
0.9767 |
0.9767 |
0.9854 |
|
| S3 |
0.9594 |
0.9654 |
0.9838 |
|
| S4 |
0.9421 |
0.9481 |
0.9791 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0569 |
1.0434 |
0.9999 |
|
| R3 |
1.0363 |
1.0228 |
0.9943 |
|
| R2 |
1.0157 |
1.0157 |
0.9924 |
|
| R1 |
1.0022 |
1.0022 |
0.9905 |
0.9987 |
| PP |
0.9951 |
0.9951 |
0.9951 |
0.9934 |
| S1 |
0.9816 |
0.9816 |
0.9867 |
0.9781 |
| S2 |
0.9745 |
0.9745 |
0.9848 |
|
| S3 |
0.9539 |
0.9610 |
0.9829 |
|
| S4 |
0.9333 |
0.9404 |
0.9773 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0168 |
0.9881 |
0.0287 |
2.9% |
0.0127 |
1.3% |
2% |
False |
True |
153,183 |
| 10 |
1.0328 |
0.9881 |
0.0447 |
4.5% |
0.0126 |
1.3% |
1% |
False |
True |
156,726 |
| 20 |
1.0669 |
0.9881 |
0.0788 |
8.0% |
0.0174 |
1.8% |
1% |
False |
True |
148,986 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0159 |
1.6% |
23% |
False |
False |
76,441 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0140 |
1.4% |
23% |
False |
False |
51,041 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.8% |
0.0135 |
1.4% |
21% |
False |
False |
38,317 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.9% |
0.0126 |
1.3% |
18% |
False |
False |
30,662 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.7% |
0.0118 |
1.2% |
14% |
False |
False |
25,557 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0789 |
|
2.618 |
1.0507 |
|
1.618 |
1.0334 |
|
1.000 |
1.0227 |
|
0.618 |
1.0161 |
|
HIGH |
1.0054 |
|
0.618 |
0.9988 |
|
0.500 |
0.9968 |
|
0.382 |
0.9947 |
|
LOW |
0.9881 |
|
0.618 |
0.9774 |
|
1.000 |
0.9708 |
|
1.618 |
0.9601 |
|
2.618 |
0.9428 |
|
4.250 |
0.9146 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9968 |
0.9980 |
| PP |
0.9940 |
0.9949 |
| S1 |
0.9913 |
0.9917 |
|