CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 26-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Aug-2013 |
26-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0129 |
1.0143 |
0.0014 |
0.1% |
1.0244 |
| High |
1.0165 |
1.0178 |
0.0013 |
0.1% |
1.0321 |
| Low |
1.0086 |
1.0117 |
0.0031 |
0.3% |
1.0086 |
| Close |
1.0137 |
1.0139 |
0.0002 |
0.0% |
1.0137 |
| Range |
0.0079 |
0.0061 |
-0.0018 |
-22.8% |
0.0235 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
131,623 |
77,441 |
-54,182 |
-41.2% |
649,485 |
|
| Daily Pivots for day following 26-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0294 |
1.0173 |
|
| R3 |
1.0267 |
1.0233 |
1.0156 |
|
| R2 |
1.0206 |
1.0206 |
1.0150 |
|
| R1 |
1.0172 |
1.0172 |
1.0145 |
1.0159 |
| PP |
1.0145 |
1.0145 |
1.0145 |
1.0138 |
| S1 |
1.0111 |
1.0111 |
1.0133 |
1.0098 |
| S2 |
1.0084 |
1.0084 |
1.0128 |
|
| S3 |
1.0023 |
1.0050 |
1.0122 |
|
| S4 |
0.9962 |
0.9989 |
1.0105 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0747 |
1.0266 |
|
| R3 |
1.0651 |
1.0512 |
1.0202 |
|
| R2 |
1.0416 |
1.0416 |
1.0180 |
|
| R1 |
1.0277 |
1.0277 |
1.0159 |
1.0229 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0158 |
| S1 |
1.0042 |
1.0042 |
1.0115 |
0.9994 |
| S2 |
0.9946 |
0.9946 |
1.0094 |
|
| S3 |
0.9711 |
0.9807 |
1.0072 |
|
| S4 |
0.9476 |
0.9572 |
1.0008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0321 |
1.0086 |
0.0235 |
2.3% |
0.0090 |
0.9% |
23% |
False |
False |
125,234 |
| 10 |
1.0321 |
1.0086 |
0.0235 |
2.3% |
0.0098 |
1.0% |
23% |
False |
False |
130,106 |
| 20 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0110 |
1.1% |
31% |
False |
False |
132,592 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.8% |
0.0115 |
1.1% |
49% |
False |
False |
130,455 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.1% |
0.0139 |
1.4% |
35% |
False |
False |
127,333 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0133 |
1.3% |
48% |
False |
False |
95,893 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0130 |
1.3% |
48% |
False |
False |
76,772 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0127 |
1.2% |
42% |
False |
False |
63,987 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0437 |
|
2.618 |
1.0338 |
|
1.618 |
1.0277 |
|
1.000 |
1.0239 |
|
0.618 |
1.0216 |
|
HIGH |
1.0178 |
|
0.618 |
1.0155 |
|
0.500 |
1.0148 |
|
0.382 |
1.0140 |
|
LOW |
1.0117 |
|
0.618 |
1.0079 |
|
1.000 |
1.0056 |
|
1.618 |
1.0018 |
|
2.618 |
0.9957 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 26-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0148 |
1.0163 |
| PP |
1.0145 |
1.0155 |
| S1 |
1.0142 |
1.0147 |
|