CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 09-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9879 |
0.9917 |
0.0038 |
0.4% |
1.0085 |
| High |
0.9926 |
0.9927 |
0.0001 |
0.0% |
1.0087 |
| Low |
0.9852 |
0.9873 |
0.0021 |
0.2% |
0.9881 |
| Close |
0.9907 |
0.9912 |
0.0005 |
0.1% |
0.9886 |
| Range |
0.0074 |
0.0054 |
-0.0020 |
-27.0% |
0.0206 |
| ATR |
0.0148 |
0.0141 |
-0.0007 |
-4.5% |
0.0000 |
| Volume |
92,558 |
95,865 |
3,307 |
3.6% |
605,369 |
|
| Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0066 |
1.0043 |
0.9942 |
|
| R3 |
1.0012 |
0.9989 |
0.9927 |
|
| R2 |
0.9958 |
0.9958 |
0.9922 |
|
| R1 |
0.9935 |
0.9935 |
0.9917 |
0.9920 |
| PP |
0.9904 |
0.9904 |
0.9904 |
0.9896 |
| S1 |
0.9881 |
0.9881 |
0.9907 |
0.9866 |
| S2 |
0.9850 |
0.9850 |
0.9902 |
|
| S3 |
0.9796 |
0.9827 |
0.9897 |
|
| S4 |
0.9742 |
0.9773 |
0.9882 |
|
|
| 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 |
1.0079 |
0.9852 |
0.0227 |
2.3% |
0.0117 |
1.2% |
26% |
False |
False |
135,700 |
| 10 |
1.0318 |
0.9852 |
0.0466 |
4.7% |
0.0109 |
1.1% |
13% |
False |
False |
139,096 |
| 20 |
1.0669 |
0.9852 |
0.0817 |
8.2% |
0.0156 |
1.6% |
7% |
False |
False |
154,495 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0153 |
1.5% |
26% |
False |
False |
81,124 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0138 |
1.4% |
26% |
False |
False |
54,175 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0134 |
1.4% |
23% |
False |
False |
40,671 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.8% |
0.0126 |
1.3% |
19% |
False |
False |
32,546 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.6% |
0.0118 |
1.2% |
15% |
False |
False |
27,127 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0157 |
|
2.618 |
1.0068 |
|
1.618 |
1.0014 |
|
1.000 |
0.9981 |
|
0.618 |
0.9960 |
|
HIGH |
0.9927 |
|
0.618 |
0.9906 |
|
0.500 |
0.9900 |
|
0.382 |
0.9894 |
|
LOW |
0.9873 |
|
0.618 |
0.9840 |
|
1.000 |
0.9819 |
|
1.618 |
0.9786 |
|
2.618 |
0.9732 |
|
4.250 |
0.9644 |
|
|
| Fisher Pivots for day following 09-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9908 |
0.9953 |
| PP |
0.9904 |
0.9939 |
| S1 |
0.9900 |
0.9926 |
|