CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0239 |
-0.0039 |
-0.4% |
1.0384 |
| High |
1.0297 |
1.0239 |
-0.0058 |
-0.6% |
1.0427 |
| Low |
1.0206 |
1.0121 |
-0.0085 |
-0.8% |
1.0137 |
| Close |
1.0234 |
1.0145 |
-0.0089 |
-0.9% |
1.0250 |
| Range |
0.0091 |
0.0118 |
0.0027 |
29.7% |
0.0290 |
| ATR |
0.0118 |
0.0118 |
0.0000 |
0.0% |
0.0000 |
| Volume |
136,251 |
145,961 |
9,710 |
7.1% |
677,429 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0452 |
1.0210 |
|
| R3 |
1.0404 |
1.0334 |
1.0177 |
|
| R2 |
1.0286 |
1.0286 |
1.0167 |
|
| R1 |
1.0216 |
1.0216 |
1.0156 |
1.0192 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0157 |
| S1 |
1.0098 |
1.0098 |
1.0134 |
1.0074 |
| S2 |
1.0050 |
1.0050 |
1.0123 |
|
| S3 |
0.9932 |
0.9980 |
1.0113 |
|
| S4 |
0.9814 |
0.9862 |
1.0080 |
|
|
| 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 |
1.0121 |
0.0200 |
2.0% |
0.0094 |
0.9% |
12% |
False |
True |
125,825 |
| 10 |
1.0427 |
1.0121 |
0.0306 |
3.0% |
0.0104 |
1.0% |
8% |
False |
True |
130,174 |
| 20 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0114 |
1.1% |
33% |
False |
False |
135,786 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.8% |
0.0117 |
1.2% |
50% |
False |
False |
132,788 |
| 60 |
1.0669 |
0.9828 |
0.0841 |
8.3% |
0.0141 |
1.4% |
38% |
False |
False |
124,053 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0134 |
1.3% |
49% |
False |
False |
93,285 |
| 100 |
1.0794 |
0.9646 |
0.1148 |
11.3% |
0.0133 |
1.3% |
43% |
False |
False |
74,683 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0126 |
1.2% |
43% |
False |
False |
62,245 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0741 |
|
2.618 |
1.0548 |
|
1.618 |
1.0430 |
|
1.000 |
1.0357 |
|
0.618 |
1.0312 |
|
HIGH |
1.0239 |
|
0.618 |
1.0194 |
|
0.500 |
1.0180 |
|
0.382 |
1.0166 |
|
LOW |
1.0121 |
|
0.618 |
1.0048 |
|
1.000 |
1.0003 |
|
1.618 |
0.9930 |
|
2.618 |
0.9812 |
|
4.250 |
0.9620 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0180 |
1.0221 |
| PP |
1.0168 |
1.0196 |
| S1 |
1.0157 |
1.0170 |
|