CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9974 |
1.0075 |
0.0101 |
1.0% |
0.9963 |
| High |
1.0116 |
1.0211 |
0.0095 |
0.9% |
1.0211 |
| Low |
0.9957 |
1.0063 |
0.0106 |
1.1% |
0.9940 |
| Close |
1.0046 |
1.0186 |
0.0140 |
1.4% |
1.0186 |
| Range |
0.0159 |
0.0148 |
-0.0011 |
-6.9% |
0.0271 |
| ATR |
0.0134 |
0.0136 |
0.0002 |
1.7% |
0.0000 |
| Volume |
128,998 |
154,821 |
25,823 |
20.0% |
636,329 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0540 |
1.0267 |
|
| R3 |
1.0449 |
1.0392 |
1.0227 |
|
| R2 |
1.0301 |
1.0301 |
1.0213 |
|
| R1 |
1.0244 |
1.0244 |
1.0200 |
1.0273 |
| PP |
1.0153 |
1.0153 |
1.0153 |
1.0168 |
| S1 |
1.0096 |
1.0096 |
1.0172 |
1.0125 |
| S2 |
1.0005 |
1.0005 |
1.0159 |
|
| S3 |
0.9857 |
0.9948 |
1.0145 |
|
| S4 |
0.9709 |
0.9800 |
1.0105 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0827 |
1.0335 |
|
| R3 |
1.0654 |
1.0556 |
1.0261 |
|
| R2 |
1.0383 |
1.0383 |
1.0236 |
|
| R1 |
1.0285 |
1.0285 |
1.0211 |
1.0334 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0137 |
| S1 |
1.0014 |
1.0014 |
1.0161 |
1.0063 |
| S2 |
0.9841 |
0.9841 |
1.0136 |
|
| S3 |
0.9570 |
0.9743 |
1.0111 |
|
| S4 |
0.9299 |
0.9472 |
1.0037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0211 |
0.9940 |
0.0271 |
2.7% |
0.0131 |
1.3% |
91% |
True |
False |
127,265 |
| 10 |
1.0211 |
0.9916 |
0.0295 |
2.9% |
0.0124 |
1.2% |
92% |
True |
False |
118,214 |
| 20 |
1.0211 |
0.9852 |
0.0359 |
3.5% |
0.0122 |
1.2% |
93% |
True |
False |
130,440 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0155 |
1.5% |
41% |
False |
False |
121,903 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0142 |
1.4% |
53% |
False |
False |
81,693 |
| 80 |
1.0781 |
0.9646 |
0.1135 |
11.1% |
0.0139 |
1.4% |
48% |
False |
False |
61,342 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0130 |
1.3% |
46% |
False |
False |
49,085 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.5% |
0.0122 |
1.2% |
39% |
False |
False |
40,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0840 |
|
2.618 |
1.0598 |
|
1.618 |
1.0450 |
|
1.000 |
1.0359 |
|
0.618 |
1.0302 |
|
HIGH |
1.0211 |
|
0.618 |
1.0154 |
|
0.500 |
1.0137 |
|
0.382 |
1.0120 |
|
LOW |
1.0063 |
|
0.618 |
0.9972 |
|
1.000 |
0.9915 |
|
1.618 |
0.9824 |
|
2.618 |
0.9676 |
|
4.250 |
0.9434 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0170 |
1.0152 |
| PP |
1.0153 |
1.0118 |
| S1 |
1.0137 |
1.0084 |
|