CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0010 |
1.0089 |
0.0079 |
0.8% |
0.9879 |
| High |
1.0116 |
1.0100 |
-0.0016 |
-0.2% |
1.0184 |
| Low |
0.9996 |
1.0006 |
0.0010 |
0.1% |
0.9852 |
| Close |
1.0086 |
1.0044 |
-0.0042 |
-0.4% |
1.0065 |
| Range |
0.0120 |
0.0094 |
-0.0026 |
-21.7% |
0.0332 |
| ATR |
0.0143 |
0.0140 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
99,164 |
132,759 |
33,595 |
33.9% |
660,747 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0332 |
1.0282 |
1.0096 |
|
| R3 |
1.0238 |
1.0188 |
1.0070 |
|
| R2 |
1.0144 |
1.0144 |
1.0061 |
|
| R1 |
1.0094 |
1.0094 |
1.0053 |
1.0072 |
| PP |
1.0050 |
1.0050 |
1.0050 |
1.0039 |
| S1 |
1.0000 |
1.0000 |
1.0035 |
0.9978 |
| S2 |
0.9956 |
0.9956 |
1.0027 |
|
| S3 |
0.9862 |
0.9906 |
1.0018 |
|
| S4 |
0.9768 |
0.9812 |
0.9992 |
|
|
| 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 |
0.9949 |
0.0235 |
2.3% |
0.0122 |
1.2% |
40% |
False |
False |
122,977 |
| 10 |
1.0184 |
0.9852 |
0.0332 |
3.3% |
0.0126 |
1.2% |
58% |
False |
False |
132,619 |
| 20 |
1.0550 |
0.9852 |
0.0698 |
6.9% |
0.0132 |
1.3% |
28% |
False |
False |
149,082 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0161 |
1.6% |
39% |
False |
False |
100,695 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0138 |
1.4% |
39% |
False |
False |
67,251 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0136 |
1.4% |
34% |
False |
False |
50,504 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0130 |
1.3% |
29% |
False |
False |
40,411 |
| 120 |
1.1087 |
0.9646 |
0.1441 |
14.3% |
0.0119 |
1.2% |
28% |
False |
False |
33,682 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0500 |
|
2.618 |
1.0346 |
|
1.618 |
1.0252 |
|
1.000 |
1.0194 |
|
0.618 |
1.0158 |
|
HIGH |
1.0100 |
|
0.618 |
1.0064 |
|
0.500 |
1.0053 |
|
0.382 |
1.0042 |
|
LOW |
1.0006 |
|
0.618 |
0.9948 |
|
1.000 |
0.9912 |
|
1.618 |
0.9854 |
|
2.618 |
0.9760 |
|
4.250 |
0.9607 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0040 |
| PP |
1.0050 |
1.0036 |
| S1 |
1.0047 |
1.0033 |
|