CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0104 |
1.0071 |
-0.0033 |
-0.3% |
0.9879 |
| High |
1.0137 |
1.0097 |
-0.0040 |
-0.4% |
1.0184 |
| Low |
1.0033 |
0.9949 |
-0.0084 |
-0.8% |
0.9852 |
| Close |
1.0065 |
1.0017 |
-0.0048 |
-0.5% |
1.0065 |
| Range |
0.0104 |
0.0148 |
0.0044 |
42.3% |
0.0332 |
| ATR |
0.0145 |
0.0145 |
0.0000 |
0.2% |
0.0000 |
| Volume |
115,066 |
82,620 |
-32,446 |
-28.2% |
660,747 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0465 |
1.0389 |
1.0098 |
|
| R3 |
1.0317 |
1.0241 |
1.0058 |
|
| R2 |
1.0169 |
1.0169 |
1.0044 |
|
| R1 |
1.0093 |
1.0093 |
1.0031 |
1.0057 |
| PP |
1.0021 |
1.0021 |
1.0021 |
1.0003 |
| S1 |
0.9945 |
0.9945 |
1.0003 |
0.9909 |
| S2 |
0.9873 |
0.9873 |
0.9990 |
|
| S3 |
0.9725 |
0.9797 |
0.9976 |
|
| S4 |
0.9577 |
0.9649 |
0.9936 |
|
|
| 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 |
0.9873 |
0.0311 |
3.1% |
0.0127 |
1.3% |
46% |
False |
False |
130,161 |
| 10 |
1.0184 |
0.9852 |
0.0332 |
3.3% |
0.0124 |
1.2% |
50% |
False |
False |
134,873 |
| 20 |
1.0623 |
0.9852 |
0.0771 |
7.7% |
0.0135 |
1.3% |
21% |
False |
False |
152,307 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0160 |
1.6% |
36% |
False |
False |
94,943 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0138 |
1.4% |
36% |
False |
False |
63,389 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0136 |
1.4% |
32% |
False |
False |
47,606 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.7% |
0.0129 |
1.3% |
27% |
False |
False |
38,093 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.4% |
0.0120 |
1.2% |
21% |
False |
False |
31,751 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0726 |
|
2.618 |
1.0484 |
|
1.618 |
1.0336 |
|
1.000 |
1.0245 |
|
0.618 |
1.0188 |
|
HIGH |
1.0097 |
|
0.618 |
1.0040 |
|
0.500 |
1.0023 |
|
0.382 |
1.0006 |
|
LOW |
0.9949 |
|
0.618 |
0.9858 |
|
1.000 |
0.9801 |
|
1.618 |
0.9710 |
|
2.618 |
0.9562 |
|
4.250 |
0.9320 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0023 |
1.0067 |
| PP |
1.0021 |
1.0050 |
| S1 |
1.0019 |
1.0034 |
|