CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9917 |
0.9893 |
-0.0024 |
-0.2% |
1.0085 |
| High |
0.9927 |
1.0064 |
0.0137 |
1.4% |
1.0087 |
| Low |
0.9873 |
0.9883 |
0.0010 |
0.1% |
0.9881 |
| Close |
0.9912 |
0.9987 |
0.0075 |
0.8% |
0.9886 |
| Range |
0.0054 |
0.0181 |
0.0127 |
235.2% |
0.0206 |
| ATR |
0.0141 |
0.0144 |
0.0003 |
2.0% |
0.0000 |
| Volume |
95,865 |
171,982 |
76,117 |
79.4% |
605,369 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0435 |
1.0087 |
|
| R3 |
1.0340 |
1.0254 |
1.0037 |
|
| R2 |
1.0159 |
1.0159 |
1.0020 |
|
| R1 |
1.0073 |
1.0073 |
1.0004 |
1.0116 |
| PP |
0.9978 |
0.9978 |
0.9978 |
1.0000 |
| S1 |
0.9892 |
0.9892 |
0.9970 |
0.9935 |
| S2 |
0.9797 |
0.9797 |
0.9954 |
|
| S3 |
0.9616 |
0.9711 |
0.9937 |
|
| S4 |
0.9435 |
0.9530 |
0.9887 |
|
|
| 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% |
0.0129 |
1.3% |
59% |
False |
False |
142,261 |
| 10 |
1.0289 |
0.9852 |
0.0437 |
4.4% |
0.0116 |
1.2% |
31% |
False |
False |
140,677 |
| 20 |
1.0669 |
0.9852 |
0.0817 |
8.2% |
0.0147 |
1.5% |
17% |
False |
False |
158,950 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0156 |
1.6% |
33% |
False |
False |
85,409 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0137 |
1.4% |
33% |
False |
False |
57,036 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0135 |
1.3% |
29% |
False |
False |
42,820 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.7% |
0.0127 |
1.3% |
25% |
False |
False |
34,266 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.5% |
0.0119 |
1.2% |
20% |
False |
False |
28,560 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0833 |
|
2.618 |
1.0538 |
|
1.618 |
1.0357 |
|
1.000 |
1.0245 |
|
0.618 |
1.0176 |
|
HIGH |
1.0064 |
|
0.618 |
0.9995 |
|
0.500 |
0.9974 |
|
0.382 |
0.9952 |
|
LOW |
0.9883 |
|
0.618 |
0.9771 |
|
1.000 |
0.9702 |
|
1.618 |
0.9590 |
|
2.618 |
0.9409 |
|
4.250 |
0.9114 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9983 |
0.9977 |
| PP |
0.9978 |
0.9968 |
| S1 |
0.9974 |
0.9958 |
|