CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0213 |
1.0202 |
-0.0011 |
-0.1% |
0.9963 |
| High |
1.0232 |
1.0251 |
0.0019 |
0.2% |
1.0211 |
| Low |
1.0158 |
1.0145 |
-0.0013 |
-0.1% |
0.9940 |
| Close |
1.0210 |
1.0231 |
0.0021 |
0.2% |
1.0186 |
| Range |
0.0074 |
0.0106 |
0.0032 |
43.2% |
0.0271 |
| ATR |
0.0127 |
0.0126 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
106,096 |
173,061 |
66,965 |
63.1% |
636,329 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0527 |
1.0485 |
1.0289 |
|
| R3 |
1.0421 |
1.0379 |
1.0260 |
|
| R2 |
1.0315 |
1.0315 |
1.0250 |
|
| R1 |
1.0273 |
1.0273 |
1.0241 |
1.0294 |
| PP |
1.0209 |
1.0209 |
1.0209 |
1.0220 |
| S1 |
1.0167 |
1.0167 |
1.0221 |
1.0188 |
| S2 |
1.0103 |
1.0103 |
1.0212 |
|
| S3 |
0.9997 |
1.0061 |
1.0202 |
|
| S4 |
0.9891 |
0.9955 |
1.0173 |
|
|
| 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 |
1.0251 |
0.9957 |
0.0294 |
2.9% |
0.0112 |
1.1% |
93% |
True |
False |
136,220 |
| 10 |
1.0251 |
0.9916 |
0.0335 |
3.3% |
0.0113 |
1.1% |
94% |
True |
False |
126,488 |
| 20 |
1.0251 |
0.9852 |
0.0399 |
3.9% |
0.0119 |
1.2% |
95% |
True |
False |
129,554 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0151 |
1.5% |
46% |
False |
False |
131,346 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0142 |
1.4% |
57% |
False |
False |
88,304 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0133 |
1.3% |
57% |
False |
False |
66,301 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0129 |
1.3% |
50% |
False |
False |
53,056 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.4% |
0.0123 |
1.2% |
43% |
False |
False |
44,220 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0529 |
|
1.618 |
1.0423 |
|
1.000 |
1.0357 |
|
0.618 |
1.0317 |
|
HIGH |
1.0251 |
|
0.618 |
1.0211 |
|
0.500 |
1.0198 |
|
0.382 |
1.0185 |
|
LOW |
1.0145 |
|
0.618 |
1.0079 |
|
1.000 |
1.0039 |
|
1.618 |
0.9973 |
|
2.618 |
0.9867 |
|
4.250 |
0.9695 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0220 |
1.0220 |
| PP |
1.0209 |
1.0209 |
| S1 |
1.0198 |
1.0198 |
|