CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0308 |
1.0178 |
-0.0130 |
-1.3% |
1.0105 |
| High |
1.0308 |
1.0219 |
-0.0089 |
-0.9% |
1.0440 |
| Low |
1.0170 |
1.0161 |
-0.0009 |
-0.1% |
1.0087 |
| Close |
1.0183 |
1.0192 |
0.0009 |
0.1% |
1.0384 |
| Range |
0.0138 |
0.0058 |
-0.0080 |
-58.0% |
0.0353 |
| ATR |
0.0130 |
0.0124 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
153,584 |
104,059 |
-49,525 |
-32.2% |
664,895 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0365 |
1.0336 |
1.0224 |
|
| R3 |
1.0307 |
1.0278 |
1.0208 |
|
| R2 |
1.0249 |
1.0249 |
1.0203 |
|
| R1 |
1.0220 |
1.0220 |
1.0197 |
1.0235 |
| PP |
1.0191 |
1.0191 |
1.0191 |
1.0198 |
| S1 |
1.0162 |
1.0162 |
1.0187 |
1.0177 |
| S2 |
1.0133 |
1.0133 |
1.0181 |
|
| S3 |
1.0075 |
1.0104 |
1.0176 |
|
| S4 |
1.0017 |
1.0046 |
1.0160 |
|
|
| 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 |
1.0161 |
0.0279 |
2.7% |
0.0104 |
1.0% |
11% |
False |
True |
124,491 |
| 10 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0123 |
1.2% |
43% |
False |
False |
132,926 |
| 20 |
1.0440 |
0.9916 |
0.0524 |
5.1% |
0.0118 |
1.2% |
53% |
False |
False |
129,707 |
| 40 |
1.0550 |
0.9852 |
0.0698 |
6.8% |
0.0125 |
1.2% |
49% |
False |
False |
139,394 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0147 |
1.4% |
53% |
False |
False |
110,366 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0133 |
1.3% |
53% |
False |
False |
82,865 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0132 |
1.3% |
47% |
False |
False |
66,344 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.5% |
0.0128 |
1.3% |
40% |
False |
False |
55,294 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0466 |
|
2.618 |
1.0371 |
|
1.618 |
1.0313 |
|
1.000 |
1.0277 |
|
0.618 |
1.0255 |
|
HIGH |
1.0219 |
|
0.618 |
1.0197 |
|
0.500 |
1.0190 |
|
0.382 |
1.0183 |
|
LOW |
1.0161 |
|
0.618 |
1.0125 |
|
1.000 |
1.0103 |
|
1.618 |
1.0067 |
|
2.618 |
1.0009 |
|
4.250 |
0.9915 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0191 |
1.0294 |
| PP |
1.0191 |
1.0260 |
| S1 |
1.0190 |
1.0226 |
|