CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9893 |
1.0043 |
0.0150 |
1.5% |
1.0085 |
| High |
1.0064 |
1.0184 |
0.0120 |
1.2% |
1.0087 |
| Low |
0.9883 |
1.0038 |
0.0155 |
1.6% |
0.9881 |
| Close |
0.9987 |
1.0098 |
0.0111 |
1.1% |
0.9886 |
| Range |
0.0181 |
0.0146 |
-0.0035 |
-19.3% |
0.0206 |
| ATR |
0.0144 |
0.0148 |
0.0004 |
2.6% |
0.0000 |
| Volume |
171,982 |
185,276 |
13,294 |
7.7% |
605,369 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0545 |
1.0467 |
1.0178 |
|
| R3 |
1.0399 |
1.0321 |
1.0138 |
|
| R2 |
1.0253 |
1.0253 |
1.0125 |
|
| R1 |
1.0175 |
1.0175 |
1.0111 |
1.0214 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0126 |
| S1 |
1.0029 |
1.0029 |
1.0085 |
1.0068 |
| S2 |
0.9961 |
0.9961 |
1.0071 |
|
| S3 |
0.9815 |
0.9883 |
1.0058 |
|
| S4 |
0.9669 |
0.9737 |
1.0018 |
|
|
| 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 |
1.0184 |
0.9852 |
0.0332 |
3.3% |
0.0126 |
1.2% |
74% |
True |
False |
147,256 |
| 10 |
1.0254 |
0.9852 |
0.0402 |
4.0% |
0.0120 |
1.2% |
61% |
False |
False |
145,341 |
| 20 |
1.0669 |
0.9852 |
0.0817 |
8.1% |
0.0144 |
1.4% |
30% |
False |
False |
163,937 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0157 |
1.6% |
44% |
False |
False |
90,032 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0137 |
1.4% |
44% |
False |
False |
60,104 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0135 |
1.3% |
39% |
False |
False |
45,136 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0128 |
1.3% |
33% |
False |
False |
36,119 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.3% |
0.0119 |
1.2% |
26% |
False |
False |
30,104 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0805 |
|
2.618 |
1.0566 |
|
1.618 |
1.0420 |
|
1.000 |
1.0330 |
|
0.618 |
1.0274 |
|
HIGH |
1.0184 |
|
0.618 |
1.0128 |
|
0.500 |
1.0111 |
|
0.382 |
1.0094 |
|
LOW |
1.0038 |
|
0.618 |
0.9948 |
|
1.000 |
0.9892 |
|
1.618 |
0.9802 |
|
2.618 |
0.9656 |
|
4.250 |
0.9418 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0111 |
1.0075 |
| PP |
1.0107 |
1.0052 |
| S1 |
1.0102 |
1.0029 |
|