CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0010 |
-0.0061 |
-0.6% |
0.9879 |
| High |
1.0097 |
1.0116 |
0.0019 |
0.2% |
1.0184 |
| Low |
0.9949 |
0.9996 |
0.0047 |
0.5% |
0.9852 |
| Close |
1.0017 |
1.0086 |
0.0069 |
0.7% |
1.0065 |
| Range |
0.0148 |
0.0120 |
-0.0028 |
-18.9% |
0.0332 |
| ATR |
0.0145 |
0.0143 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
82,620 |
99,164 |
16,544 |
20.0% |
660,747 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0376 |
1.0152 |
|
| R3 |
1.0306 |
1.0256 |
1.0119 |
|
| R2 |
1.0186 |
1.0186 |
1.0108 |
|
| R1 |
1.0136 |
1.0136 |
1.0097 |
1.0161 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0079 |
| S1 |
1.0016 |
1.0016 |
1.0075 |
1.0041 |
| S2 |
0.9946 |
0.9946 |
1.0064 |
|
| S3 |
0.9826 |
0.9896 |
1.0053 |
|
| S4 |
0.9706 |
0.9776 |
1.0020 |
|
|
| 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 |
0.9883 |
0.0301 |
3.0% |
0.0140 |
1.4% |
67% |
False |
False |
130,821 |
| 10 |
1.0184 |
0.9852 |
0.0332 |
3.3% |
0.0128 |
1.3% |
70% |
False |
False |
133,260 |
| 20 |
1.0594 |
0.9852 |
0.0742 |
7.4% |
0.0135 |
1.3% |
32% |
False |
False |
149,756 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0160 |
1.6% |
43% |
False |
False |
97,408 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0138 |
1.4% |
43% |
False |
False |
65,041 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0136 |
1.3% |
38% |
False |
False |
48,845 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0129 |
1.3% |
32% |
False |
False |
39,084 |
| 120 |
1.1280 |
0.9646 |
0.1634 |
16.2% |
0.0120 |
1.2% |
27% |
False |
False |
32,577 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0626 |
|
2.618 |
1.0430 |
|
1.618 |
1.0310 |
|
1.000 |
1.0236 |
|
0.618 |
1.0190 |
|
HIGH |
1.0116 |
|
0.618 |
1.0070 |
|
0.500 |
1.0056 |
|
0.382 |
1.0042 |
|
LOW |
0.9996 |
|
0.618 |
0.9922 |
|
1.000 |
0.9876 |
|
1.618 |
0.9802 |
|
2.618 |
0.9682 |
|
4.250 |
0.9486 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0076 |
1.0072 |
| PP |
1.0066 |
1.0057 |
| S1 |
1.0056 |
1.0043 |
|