CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0304 |
1.0236 |
-0.0068 |
-0.7% |
1.0244 |
| High |
1.0329 |
1.0262 |
-0.0067 |
-0.6% |
1.0321 |
| Low |
1.0222 |
1.0150 |
-0.0072 |
-0.7% |
1.0086 |
| Close |
1.0237 |
1.0178 |
-0.0059 |
-0.6% |
1.0137 |
| Range |
0.0107 |
0.0112 |
0.0005 |
4.7% |
0.0235 |
| ATR |
0.0115 |
0.0115 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
116,001 |
110,005 |
-5,996 |
-5.2% |
649,485 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0533 |
1.0467 |
1.0240 |
|
| R3 |
1.0421 |
1.0355 |
1.0209 |
|
| R2 |
1.0309 |
1.0309 |
1.0199 |
|
| R1 |
1.0243 |
1.0243 |
1.0188 |
1.0220 |
| PP |
1.0197 |
1.0197 |
1.0197 |
1.0185 |
| S1 |
1.0131 |
1.0131 |
1.0168 |
1.0108 |
| S2 |
1.0085 |
1.0085 |
1.0157 |
|
| S3 |
0.9973 |
1.0019 |
1.0147 |
|
| S4 |
0.9861 |
0.9907 |
1.0116 |
|
|
| 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% |
0.0107 |
1.1% |
38% |
False |
False |
119,575 |
| 10 |
1.0329 |
1.0086 |
0.0243 |
2.4% |
0.0100 |
1.0% |
38% |
False |
False |
122,700 |
| 20 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0110 |
1.1% |
40% |
False |
False |
130,906 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.8% |
0.0116 |
1.1% |
55% |
False |
False |
129,807 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0138 |
1.4% |
40% |
False |
False |
133,447 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0136 |
1.3% |
52% |
False |
False |
100,744 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0129 |
1.3% |
52% |
False |
False |
80,652 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0128 |
1.3% |
46% |
False |
False |
67,226 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0555 |
|
1.618 |
1.0443 |
|
1.000 |
1.0374 |
|
0.618 |
1.0331 |
|
HIGH |
1.0262 |
|
0.618 |
1.0219 |
|
0.500 |
1.0206 |
|
0.382 |
1.0193 |
|
LOW |
1.0150 |
|
0.618 |
1.0081 |
|
1.000 |
1.0038 |
|
1.618 |
0.9969 |
|
2.618 |
0.9857 |
|
4.250 |
0.9674 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0206 |
1.0234 |
| PP |
1.0197 |
1.0215 |
| S1 |
1.0187 |
1.0197 |
|