CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0015 |
0.9879 |
-0.0136 |
-1.4% |
1.0085 |
| High |
1.0054 |
0.9926 |
-0.0128 |
-1.3% |
1.0087 |
| Low |
0.9881 |
0.9852 |
-0.0029 |
-0.3% |
0.9881 |
| Close |
0.9886 |
0.9907 |
0.0021 |
0.2% |
0.9886 |
| Range |
0.0173 |
0.0074 |
-0.0099 |
-57.2% |
0.0206 |
| ATR |
0.0154 |
0.0148 |
-0.0006 |
-3.7% |
0.0000 |
| Volume |
190,602 |
92,558 |
-98,044 |
-51.4% |
605,369 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0117 |
1.0086 |
0.9948 |
|
| R3 |
1.0043 |
1.0012 |
0.9927 |
|
| R2 |
0.9969 |
0.9969 |
0.9921 |
|
| R1 |
0.9938 |
0.9938 |
0.9914 |
0.9954 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9903 |
| S1 |
0.9864 |
0.9864 |
0.9900 |
0.9880 |
| S2 |
0.9821 |
0.9821 |
0.9893 |
|
| S3 |
0.9747 |
0.9790 |
0.9887 |
|
| S4 |
0.9673 |
0.9716 |
0.9866 |
|
|
| 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 |
1.0087 |
0.9852 |
0.0235 |
2.4% |
0.0120 |
1.2% |
23% |
False |
True |
139,585 |
| 10 |
1.0318 |
0.9852 |
0.0466 |
4.7% |
0.0120 |
1.2% |
12% |
False |
True |
149,029 |
| 20 |
1.0669 |
0.9852 |
0.0817 |
8.2% |
0.0163 |
1.6% |
7% |
False |
True |
151,839 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0155 |
1.6% |
26% |
False |
False |
78,740 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0140 |
1.4% |
26% |
False |
False |
52,581 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0134 |
1.4% |
22% |
False |
False |
39,474 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.8% |
0.0125 |
1.3% |
19% |
False |
False |
31,587 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.6% |
0.0119 |
1.2% |
15% |
False |
False |
26,328 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0241 |
|
2.618 |
1.0120 |
|
1.618 |
1.0046 |
|
1.000 |
1.0000 |
|
0.618 |
0.9972 |
|
HIGH |
0.9926 |
|
0.618 |
0.9898 |
|
0.500 |
0.9889 |
|
0.382 |
0.9880 |
|
LOW |
0.9852 |
|
0.618 |
0.9806 |
|
1.000 |
0.9778 |
|
1.618 |
0.9732 |
|
2.618 |
0.9658 |
|
4.250 |
0.9538 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9901 |
0.9966 |
| PP |
0.9895 |
0.9946 |
| S1 |
0.9889 |
0.9927 |
|