CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0376 |
1.0350 |
-0.0026 |
-0.3% |
1.0105 |
| High |
1.0440 |
1.0404 |
-0.0036 |
-0.3% |
1.0440 |
| Low |
1.0317 |
1.0312 |
-0.0005 |
0.0% |
1.0087 |
| Close |
1.0362 |
1.0384 |
0.0022 |
0.2% |
1.0384 |
| Range |
0.0123 |
0.0092 |
-0.0031 |
-25.2% |
0.0353 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
155,069 |
106,454 |
-48,615 |
-31.4% |
664,895 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0643 |
1.0605 |
1.0435 |
|
| R3 |
1.0551 |
1.0513 |
1.0409 |
|
| R2 |
1.0459 |
1.0459 |
1.0401 |
|
| R1 |
1.0421 |
1.0421 |
1.0392 |
1.0440 |
| PP |
1.0367 |
1.0367 |
1.0367 |
1.0376 |
| S1 |
1.0329 |
1.0329 |
1.0376 |
1.0348 |
| S2 |
1.0275 |
1.0275 |
1.0367 |
|
| S3 |
1.0183 |
1.0237 |
1.0359 |
|
| S4 |
1.0091 |
1.0145 |
1.0333 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1226 |
1.0578 |
|
| R3 |
1.1010 |
1.0873 |
1.0481 |
|
| R2 |
1.0657 |
1.0657 |
1.0449 |
|
| R1 |
1.0520 |
1.0520 |
1.0416 |
1.0589 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0338 |
| S1 |
1.0167 |
1.0167 |
1.0352 |
1.0236 |
| S2 |
0.9951 |
0.9951 |
1.0319 |
|
| S3 |
0.9598 |
0.9814 |
1.0287 |
|
| S4 |
0.9245 |
0.9461 |
1.0190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0440 |
1.0087 |
0.0353 |
3.4% |
0.0118 |
1.1% |
84% |
False |
False |
132,979 |
| 10 |
1.0440 |
1.0002 |
0.0438 |
4.2% |
0.0118 |
1.1% |
87% |
False |
False |
136,561 |
| 20 |
1.0440 |
0.9916 |
0.0524 |
5.0% |
0.0121 |
1.2% |
89% |
False |
False |
127,388 |
| 40 |
1.0647 |
0.9852 |
0.0795 |
7.7% |
0.0129 |
1.2% |
67% |
False |
False |
144,337 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0146 |
1.4% |
72% |
False |
False |
104,395 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0133 |
1.3% |
72% |
False |
False |
78,358 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.2% |
0.0133 |
1.3% |
63% |
False |
False |
62,736 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.2% |
0.0127 |
1.2% |
54% |
False |
False |
52,289 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0795 |
|
2.618 |
1.0645 |
|
1.618 |
1.0553 |
|
1.000 |
1.0496 |
|
0.618 |
1.0461 |
|
HIGH |
1.0404 |
|
0.618 |
1.0369 |
|
0.500 |
1.0358 |
|
0.382 |
1.0347 |
|
LOW |
1.0312 |
|
0.618 |
1.0255 |
|
1.000 |
1.0220 |
|
1.618 |
1.0163 |
|
2.618 |
1.0071 |
|
4.250 |
0.9921 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0375 |
1.0368 |
| PP |
1.0367 |
1.0351 |
| S1 |
1.0358 |
1.0335 |
|