CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0050 |
1.0105 |
0.0055 |
0.5% |
1.0174 |
| High |
1.0137 |
1.0194 |
0.0057 |
0.6% |
1.0251 |
| Low |
1.0002 |
1.0087 |
0.0085 |
0.8% |
1.0002 |
| Close |
1.0116 |
1.0174 |
0.0058 |
0.6% |
1.0116 |
| Range |
0.0135 |
0.0107 |
-0.0028 |
-20.7% |
0.0249 |
| ATR |
0.0132 |
0.0130 |
-0.0002 |
-1.3% |
0.0000 |
| Volume |
160,069 |
104,132 |
-55,937 |
-34.9% |
700,724 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0473 |
1.0430 |
1.0233 |
|
| R3 |
1.0366 |
1.0323 |
1.0203 |
|
| R2 |
1.0259 |
1.0259 |
1.0194 |
|
| R1 |
1.0216 |
1.0216 |
1.0184 |
1.0238 |
| PP |
1.0152 |
1.0152 |
1.0152 |
1.0162 |
| S1 |
1.0109 |
1.0109 |
1.0164 |
1.0131 |
| S2 |
1.0045 |
1.0045 |
1.0154 |
|
| S3 |
0.9938 |
1.0002 |
1.0145 |
|
| S4 |
0.9831 |
0.9895 |
1.0115 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0742 |
1.0253 |
|
| R3 |
1.0621 |
1.0493 |
1.0184 |
|
| R2 |
1.0372 |
1.0372 |
1.0162 |
|
| R1 |
1.0244 |
1.0244 |
1.0139 |
1.0184 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0093 |
| S1 |
0.9995 |
0.9995 |
1.0093 |
0.9935 |
| S2 |
0.9874 |
0.9874 |
1.0070 |
|
| S3 |
0.9625 |
0.9746 |
1.0048 |
|
| S4 |
0.9376 |
0.9497 |
0.9979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0251 |
1.0002 |
0.0249 |
2.4% |
0.0125 |
1.2% |
69% |
False |
False |
137,346 |
| 10 |
1.0251 |
0.9957 |
0.0294 |
2.9% |
0.0122 |
1.2% |
74% |
False |
False |
132,196 |
| 20 |
1.0251 |
0.9873 |
0.0378 |
3.7% |
0.0121 |
1.2% |
80% |
False |
False |
127,759 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0142 |
1.4% |
39% |
False |
False |
139,799 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0144 |
1.4% |
52% |
False |
False |
95,080 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0135 |
1.3% |
52% |
False |
False |
71,375 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0132 |
1.3% |
45% |
False |
False |
57,131 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.5% |
0.0124 |
1.2% |
39% |
False |
False |
47,616 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0474 |
|
1.618 |
1.0367 |
|
1.000 |
1.0301 |
|
0.618 |
1.0260 |
|
HIGH |
1.0194 |
|
0.618 |
1.0153 |
|
0.500 |
1.0141 |
|
0.382 |
1.0128 |
|
LOW |
1.0087 |
|
0.618 |
1.0021 |
|
1.000 |
0.9980 |
|
1.618 |
0.9914 |
|
2.618 |
0.9807 |
|
4.250 |
0.9632 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0163 |
1.0157 |
| PP |
1.0152 |
1.0139 |
| S1 |
1.0141 |
1.0122 |
|