CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0384 |
1.0308 |
-0.0076 |
-0.7% |
1.0105 |
| High |
1.0427 |
1.0308 |
-0.0119 |
-1.1% |
1.0440 |
| Low |
1.0318 |
1.0170 |
-0.0148 |
-1.4% |
1.0087 |
| Close |
1.0346 |
1.0183 |
-0.0163 |
-1.6% |
1.0384 |
| Range |
0.0109 |
0.0138 |
0.0029 |
26.6% |
0.0353 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
2.8% |
0.0000 |
| Volume |
103,289 |
153,584 |
50,295 |
48.7% |
664,895 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0634 |
1.0547 |
1.0259 |
|
| R3 |
1.0496 |
1.0409 |
1.0221 |
|
| R2 |
1.0358 |
1.0358 |
1.0208 |
|
| R1 |
1.0271 |
1.0271 |
1.0196 |
1.0246 |
| PP |
1.0220 |
1.0220 |
1.0220 |
1.0208 |
| S1 |
1.0133 |
1.0133 |
1.0170 |
1.0108 |
| S2 |
1.0082 |
1.0082 |
1.0158 |
|
| S3 |
0.9944 |
0.9995 |
1.0145 |
|
| S4 |
0.9806 |
0.9857 |
1.0107 |
|
|
| 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 |
1.0170 |
0.0270 |
2.7% |
0.0124 |
1.2% |
5% |
False |
True |
137,198 |
| 10 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0128 |
1.3% |
41% |
False |
False |
139,827 |
| 20 |
1.0440 |
0.9916 |
0.0524 |
5.1% |
0.0120 |
1.2% |
51% |
False |
False |
131,142 |
| 40 |
1.0594 |
0.9852 |
0.0742 |
7.3% |
0.0127 |
1.3% |
45% |
False |
False |
140,449 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0147 |
1.4% |
52% |
False |
False |
108,653 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0133 |
1.3% |
52% |
False |
False |
81,566 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0133 |
1.3% |
46% |
False |
False |
65,304 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.5% |
0.0128 |
1.3% |
39% |
False |
False |
54,427 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0895 |
|
2.618 |
1.0669 |
|
1.618 |
1.0531 |
|
1.000 |
1.0446 |
|
0.618 |
1.0393 |
|
HIGH |
1.0308 |
|
0.618 |
1.0255 |
|
0.500 |
1.0239 |
|
0.382 |
1.0223 |
|
LOW |
1.0170 |
|
0.618 |
1.0085 |
|
1.000 |
1.0032 |
|
1.618 |
0.9947 |
|
2.618 |
0.9809 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0239 |
1.0299 |
| PP |
1.0220 |
1.0260 |
| S1 |
1.0202 |
1.0222 |
|