CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0043 |
1.0104 |
0.0061 |
0.6% |
0.9879 |
| High |
1.0184 |
1.0137 |
-0.0047 |
-0.5% |
1.0184 |
| Low |
1.0038 |
1.0033 |
-0.0005 |
0.0% |
0.9852 |
| Close |
1.0098 |
1.0065 |
-0.0033 |
-0.3% |
1.0065 |
| Range |
0.0146 |
0.0104 |
-0.0042 |
-28.8% |
0.0332 |
| ATR |
0.0148 |
0.0145 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
185,276 |
115,066 |
-70,210 |
-37.9% |
660,747 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0390 |
1.0332 |
1.0122 |
|
| R3 |
1.0286 |
1.0228 |
1.0094 |
|
| R2 |
1.0182 |
1.0182 |
1.0084 |
|
| R1 |
1.0124 |
1.0124 |
1.0075 |
1.0101 |
| PP |
1.0078 |
1.0078 |
1.0078 |
1.0067 |
| S1 |
1.0020 |
1.0020 |
1.0055 |
0.9997 |
| S2 |
0.9974 |
0.9974 |
1.0046 |
|
| S3 |
0.9870 |
0.9916 |
1.0036 |
|
| S4 |
0.9766 |
0.9812 |
1.0008 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0879 |
1.0248 |
|
| R3 |
1.0698 |
1.0547 |
1.0156 |
|
| R2 |
1.0366 |
1.0366 |
1.0126 |
|
| R1 |
1.0215 |
1.0215 |
1.0095 |
1.0291 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0071 |
| S1 |
0.9883 |
0.9883 |
1.0035 |
0.9959 |
| S2 |
0.9702 |
0.9702 |
1.0004 |
|
| S3 |
0.9370 |
0.9551 |
0.9974 |
|
| S4 |
0.9038 |
0.9219 |
0.9882 |
|
|
| 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% |
0.0112 |
1.1% |
64% |
False |
False |
132,149 |
| 10 |
1.0184 |
0.9852 |
0.0332 |
3.3% |
0.0120 |
1.2% |
64% |
False |
False |
142,666 |
| 20 |
1.0647 |
0.9852 |
0.0795 |
7.9% |
0.0137 |
1.4% |
27% |
False |
False |
161,287 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0158 |
1.6% |
41% |
False |
False |
92,898 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0137 |
1.4% |
41% |
False |
False |
62,015 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0135 |
1.3% |
36% |
False |
False |
46,573 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0128 |
1.3% |
31% |
False |
False |
37,269 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.4% |
0.0120 |
1.2% |
24% |
False |
False |
31,062 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0579 |
|
2.618 |
1.0409 |
|
1.618 |
1.0305 |
|
1.000 |
1.0241 |
|
0.618 |
1.0201 |
|
HIGH |
1.0137 |
|
0.618 |
1.0097 |
|
0.500 |
1.0085 |
|
0.382 |
1.0073 |
|
LOW |
1.0033 |
|
0.618 |
0.9969 |
|
1.000 |
0.9929 |
|
1.618 |
0.9865 |
|
2.618 |
0.9761 |
|
4.250 |
0.9591 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0055 |
| PP |
1.0078 |
1.0044 |
| S1 |
1.0072 |
1.0034 |
|