CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0281 |
1.0244 |
-0.0037 |
-0.4% |
1.0384 |
| High |
1.0305 |
1.0273 |
-0.0032 |
-0.3% |
1.0427 |
| Low |
1.0228 |
1.0192 |
-0.0036 |
-0.4% |
1.0137 |
| Close |
1.0250 |
1.0249 |
-0.0001 |
0.0% |
1.0250 |
| Range |
0.0077 |
0.0081 |
0.0004 |
5.2% |
0.0290 |
| ATR |
0.0124 |
0.0121 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
111,264 |
100,752 |
-10,512 |
-9.4% |
677,429 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0481 |
1.0446 |
1.0294 |
|
| R3 |
1.0400 |
1.0365 |
1.0271 |
|
| R2 |
1.0319 |
1.0319 |
1.0264 |
|
| R1 |
1.0284 |
1.0284 |
1.0256 |
1.0302 |
| PP |
1.0238 |
1.0238 |
1.0238 |
1.0247 |
| S1 |
1.0203 |
1.0203 |
1.0242 |
1.0221 |
| S2 |
1.0157 |
1.0157 |
1.0234 |
|
| S3 |
1.0076 |
1.0122 |
1.0227 |
|
| S4 |
0.9995 |
1.0041 |
1.0204 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.0986 |
1.0410 |
|
| R3 |
1.0851 |
1.0696 |
1.0330 |
|
| R2 |
1.0561 |
1.0561 |
1.0303 |
|
| R1 |
1.0406 |
1.0406 |
1.0277 |
1.0339 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0238 |
| S1 |
1.0116 |
1.0116 |
1.0223 |
1.0049 |
| S2 |
0.9981 |
0.9981 |
1.0197 |
|
| S3 |
0.9691 |
0.9826 |
1.0170 |
|
| S4 |
0.9401 |
0.9536 |
1.0091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0309 |
1.0137 |
0.0172 |
1.7% |
0.0105 |
1.0% |
65% |
False |
False |
134,978 |
| 10 |
1.0440 |
1.0137 |
0.0303 |
3.0% |
0.0112 |
1.1% |
37% |
False |
False |
133,894 |
| 20 |
1.0440 |
0.9957 |
0.0483 |
4.7% |
0.0117 |
1.1% |
60% |
False |
False |
133,045 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.7% |
0.0119 |
1.2% |
68% |
False |
False |
134,610 |
| 60 |
1.0669 |
0.9757 |
0.0912 |
8.9% |
0.0144 |
1.4% |
54% |
False |
False |
117,261 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0135 |
1.3% |
59% |
False |
False |
88,076 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0133 |
1.3% |
52% |
False |
False |
70,514 |
| 120 |
1.0870 |
0.9646 |
0.1224 |
11.9% |
0.0125 |
1.2% |
49% |
False |
False |
58,770 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0485 |
|
1.618 |
1.0404 |
|
1.000 |
1.0354 |
|
0.618 |
1.0323 |
|
HIGH |
1.0273 |
|
0.618 |
1.0242 |
|
0.500 |
1.0233 |
|
0.382 |
1.0223 |
|
LOW |
1.0192 |
|
0.618 |
1.0142 |
|
1.000 |
1.0111 |
|
1.618 |
1.0061 |
|
2.618 |
0.9980 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0244 |
1.0240 |
| PP |
1.0238 |
1.0232 |
| S1 |
1.0233 |
1.0223 |
|