CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0157 |
1.0304 |
0.0147 |
1.4% |
1.0244 |
| High |
1.0315 |
1.0329 |
0.0014 |
0.1% |
1.0321 |
| Low |
1.0139 |
1.0222 |
0.0083 |
0.8% |
1.0086 |
| Close |
1.0301 |
1.0237 |
-0.0064 |
-0.6% |
1.0137 |
| Range |
0.0176 |
0.0107 |
-0.0069 |
-39.2% |
0.0235 |
| ATR |
0.0116 |
0.0115 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
162,809 |
116,001 |
-46,808 |
-28.8% |
649,485 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0584 |
1.0517 |
1.0296 |
|
| R3 |
1.0477 |
1.0410 |
1.0266 |
|
| R2 |
1.0370 |
1.0370 |
1.0257 |
|
| R1 |
1.0303 |
1.0303 |
1.0247 |
1.0283 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0253 |
| S1 |
1.0196 |
1.0196 |
1.0227 |
1.0176 |
| S2 |
1.0156 |
1.0156 |
1.0217 |
|
| S3 |
1.0049 |
1.0089 |
1.0208 |
|
| S4 |
0.9942 |
0.9982 |
1.0178 |
|
|
| 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 |
1.0329 |
1.0086 |
0.0243 |
2.4% |
0.0108 |
1.1% |
62% |
True |
False |
126,767 |
| 10 |
1.0329 |
1.0086 |
0.0243 |
2.4% |
0.0106 |
1.0% |
62% |
True |
False |
132,223 |
| 20 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0115 |
1.1% |
54% |
False |
False |
132,575 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.7% |
0.0117 |
1.1% |
65% |
False |
False |
131,064 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0139 |
1.4% |
47% |
False |
False |
131,755 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0135 |
1.3% |
58% |
False |
False |
99,371 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0129 |
1.3% |
58% |
False |
False |
79,556 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0127 |
1.2% |
51% |
False |
False |
66,309 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0784 |
|
2.618 |
1.0609 |
|
1.618 |
1.0502 |
|
1.000 |
1.0436 |
|
0.618 |
1.0395 |
|
HIGH |
1.0329 |
|
0.618 |
1.0288 |
|
0.500 |
1.0276 |
|
0.382 |
1.0263 |
|
LOW |
1.0222 |
|
0.618 |
1.0156 |
|
1.000 |
1.0115 |
|
1.618 |
1.0049 |
|
2.618 |
0.9942 |
|
4.250 |
0.9767 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0232 |
| PP |
1.0263 |
1.0228 |
| S1 |
1.0250 |
1.0223 |
|