CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0203 |
0.0025 |
0.2% |
1.0105 |
| High |
1.0219 |
1.0309 |
0.0090 |
0.9% |
1.0440 |
| Low |
1.0161 |
1.0137 |
-0.0024 |
-0.2% |
1.0087 |
| Close |
1.0192 |
1.0270 |
0.0078 |
0.8% |
1.0384 |
| Range |
0.0058 |
0.0172 |
0.0114 |
196.6% |
0.0353 |
| ATR |
0.0124 |
0.0128 |
0.0003 |
2.7% |
0.0000 |
| Volume |
104,059 |
205,233 |
101,174 |
97.2% |
664,895 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0755 |
1.0684 |
1.0365 |
|
| R3 |
1.0583 |
1.0512 |
1.0317 |
|
| R2 |
1.0411 |
1.0411 |
1.0302 |
|
| R1 |
1.0340 |
1.0340 |
1.0286 |
1.0376 |
| PP |
1.0239 |
1.0239 |
1.0239 |
1.0256 |
| S1 |
1.0168 |
1.0168 |
1.0254 |
1.0204 |
| S2 |
1.0067 |
1.0067 |
1.0238 |
|
| S3 |
0.9895 |
0.9996 |
1.0223 |
|
| S4 |
0.9723 |
0.9824 |
1.0175 |
|
|
| 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 |
1.0427 |
1.0137 |
0.0290 |
2.8% |
0.0114 |
1.1% |
46% |
False |
True |
134,523 |
| 10 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0120 |
1.2% |
61% |
False |
False |
139,112 |
| 20 |
1.0440 |
0.9916 |
0.0524 |
5.1% |
0.0121 |
1.2% |
68% |
False |
False |
134,467 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.7% |
0.0123 |
1.2% |
71% |
False |
False |
140,129 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0148 |
1.4% |
61% |
False |
False |
113,768 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0134 |
1.3% |
61% |
False |
False |
85,430 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.3% |
0.0133 |
1.3% |
54% |
False |
False |
68,395 |
| 120 |
1.0984 |
0.9646 |
0.1338 |
13.0% |
0.0127 |
1.2% |
47% |
False |
False |
57,004 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1040 |
|
2.618 |
1.0759 |
|
1.618 |
1.0587 |
|
1.000 |
1.0481 |
|
0.618 |
1.0415 |
|
HIGH |
1.0309 |
|
0.618 |
1.0243 |
|
0.500 |
1.0223 |
|
0.382 |
1.0203 |
|
LOW |
1.0137 |
|
0.618 |
1.0031 |
|
1.000 |
0.9965 |
|
1.618 |
0.9859 |
|
2.618 |
0.9687 |
|
4.250 |
0.9406 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0254 |
1.0254 |
| PP |
1.0239 |
1.0239 |
| S1 |
1.0223 |
1.0223 |
|