CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0278 |
0.0032 |
0.3% |
1.0384 |
| High |
1.0321 |
1.0297 |
-0.0024 |
-0.2% |
1.0427 |
| Low |
1.0219 |
1.0206 |
-0.0013 |
-0.1% |
1.0137 |
| Close |
1.0286 |
1.0234 |
-0.0052 |
-0.5% |
1.0250 |
| Range |
0.0102 |
0.0091 |
-0.0011 |
-10.8% |
0.0290 |
| ATR |
0.0120 |
0.0118 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
134,898 |
136,251 |
1,353 |
1.0% |
677,429 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0519 |
1.0467 |
1.0284 |
|
| R3 |
1.0428 |
1.0376 |
1.0259 |
|
| R2 |
1.0337 |
1.0337 |
1.0251 |
|
| R1 |
1.0285 |
1.0285 |
1.0242 |
1.0266 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0236 |
| S1 |
1.0194 |
1.0194 |
1.0226 |
1.0175 |
| S2 |
1.0155 |
1.0155 |
1.0217 |
|
| S3 |
1.0064 |
1.0103 |
1.0209 |
|
| S4 |
0.9973 |
1.0012 |
1.0184 |
|
|
| 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 |
1.0321 |
1.0137 |
0.0184 |
1.8% |
0.0105 |
1.0% |
53% |
False |
False |
137,679 |
| 10 |
1.0440 |
1.0137 |
0.0303 |
3.0% |
0.0104 |
1.0% |
32% |
False |
False |
131,085 |
| 20 |
1.0440 |
0.9957 |
0.0483 |
4.7% |
0.0116 |
1.1% |
57% |
False |
False |
134,938 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.7% |
0.0116 |
1.1% |
65% |
False |
False |
132,605 |
| 60 |
1.0669 |
0.9757 |
0.0912 |
8.9% |
0.0142 |
1.4% |
52% |
False |
False |
121,679 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0134 |
1.3% |
57% |
False |
False |
91,461 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0133 |
1.3% |
51% |
False |
False |
73,225 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0126 |
1.2% |
51% |
False |
False |
61,029 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0684 |
|
2.618 |
1.0535 |
|
1.618 |
1.0444 |
|
1.000 |
1.0388 |
|
0.618 |
1.0353 |
|
HIGH |
1.0297 |
|
0.618 |
1.0262 |
|
0.500 |
1.0252 |
|
0.382 |
1.0241 |
|
LOW |
1.0206 |
|
0.618 |
1.0150 |
|
1.000 |
1.0115 |
|
1.618 |
1.0059 |
|
2.618 |
0.9968 |
|
4.250 |
0.9819 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0252 |
1.0257 |
| PP |
1.0246 |
1.0249 |
| S1 |
1.0240 |
1.0242 |
|