CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0174 |
1.0213 |
0.0039 |
0.4% |
0.9963 |
| High |
1.0245 |
1.0232 |
-0.0013 |
-0.1% |
1.0211 |
| Low |
1.0172 |
1.0158 |
-0.0014 |
-0.1% |
0.9940 |
| Close |
1.0221 |
1.0210 |
-0.0011 |
-0.1% |
1.0186 |
| Range |
0.0073 |
0.0074 |
0.0001 |
1.4% |
0.0271 |
| ATR |
0.0132 |
0.0127 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
118,125 |
106,096 |
-12,029 |
-10.2% |
636,329 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0422 |
1.0390 |
1.0251 |
|
| R3 |
1.0348 |
1.0316 |
1.0230 |
|
| R2 |
1.0274 |
1.0274 |
1.0224 |
|
| R1 |
1.0242 |
1.0242 |
1.0217 |
1.0221 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0190 |
| S1 |
1.0168 |
1.0168 |
1.0203 |
1.0147 |
| S2 |
1.0126 |
1.0126 |
1.0196 |
|
| S3 |
1.0052 |
1.0094 |
1.0190 |
|
| S4 |
0.9978 |
1.0020 |
1.0169 |
|
|
| 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 |
1.0245 |
0.9957 |
0.0288 |
2.8% |
0.0112 |
1.1% |
88% |
False |
False |
126,555 |
| 10 |
1.0245 |
0.9916 |
0.0329 |
3.2% |
0.0112 |
1.1% |
89% |
False |
False |
122,458 |
| 20 |
1.0245 |
0.9852 |
0.0393 |
3.8% |
0.0120 |
1.2% |
91% |
False |
False |
127,859 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0151 |
1.5% |
44% |
False |
False |
127,155 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0140 |
1.4% |
55% |
False |
False |
85,427 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0133 |
1.3% |
55% |
False |
False |
64,141 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0129 |
1.3% |
48% |
False |
False |
51,326 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.4% |
0.0123 |
1.2% |
41% |
False |
False |
42,778 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0547 |
|
2.618 |
1.0426 |
|
1.618 |
1.0352 |
|
1.000 |
1.0306 |
|
0.618 |
1.0278 |
|
HIGH |
1.0232 |
|
0.618 |
1.0204 |
|
0.500 |
1.0195 |
|
0.382 |
1.0186 |
|
LOW |
1.0158 |
|
0.618 |
1.0112 |
|
1.000 |
1.0084 |
|
1.618 |
1.0038 |
|
2.618 |
0.9964 |
|
4.250 |
0.9844 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0191 |
| PP |
1.0200 |
1.0173 |
| S1 |
1.0195 |
1.0154 |
|