CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0236 |
1.0172 |
-0.0064 |
-0.6% |
1.0143 |
| High |
1.0262 |
1.0217 |
-0.0045 |
-0.4% |
1.0329 |
| Low |
1.0150 |
1.0154 |
0.0004 |
0.0% |
1.0117 |
| Close |
1.0178 |
1.0188 |
0.0010 |
0.1% |
1.0188 |
| Range |
0.0112 |
0.0063 |
-0.0049 |
-43.8% |
0.0212 |
| ATR |
0.0115 |
0.0111 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
110,005 |
109,973 |
-32 |
0.0% |
576,229 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0375 |
1.0345 |
1.0223 |
|
| R3 |
1.0312 |
1.0282 |
1.0205 |
|
| R2 |
1.0249 |
1.0249 |
1.0200 |
|
| R1 |
1.0219 |
1.0219 |
1.0194 |
1.0234 |
| PP |
1.0186 |
1.0186 |
1.0186 |
1.0194 |
| S1 |
1.0156 |
1.0156 |
1.0182 |
1.0171 |
| S2 |
1.0123 |
1.0123 |
1.0176 |
|
| S3 |
1.0060 |
1.0093 |
1.0171 |
|
| S4 |
0.9997 |
1.0030 |
1.0153 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0730 |
1.0305 |
|
| R3 |
1.0635 |
1.0518 |
1.0246 |
|
| R2 |
1.0423 |
1.0423 |
1.0227 |
|
| R1 |
1.0306 |
1.0306 |
1.0207 |
1.0365 |
| PP |
1.0211 |
1.0211 |
1.0211 |
1.0241 |
| S1 |
1.0094 |
1.0094 |
1.0169 |
1.0153 |
| S2 |
0.9999 |
0.9999 |
1.0149 |
|
| S3 |
0.9787 |
0.9882 |
1.0130 |
|
| S4 |
0.9575 |
0.9670 |
1.0071 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0329 |
1.0117 |
0.0212 |
2.1% |
0.0104 |
1.0% |
33% |
False |
False |
115,245 |
| 10 |
1.0329 |
1.0086 |
0.0243 |
2.4% |
0.0099 |
1.0% |
42% |
False |
False |
122,571 |
| 20 |
1.0440 |
1.0086 |
0.0354 |
3.5% |
0.0107 |
1.0% |
29% |
False |
False |
128,401 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.8% |
0.0113 |
1.1% |
57% |
False |
False |
127,791 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0133 |
1.3% |
41% |
False |
False |
134,856 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0136 |
1.3% |
53% |
False |
False |
102,116 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0129 |
1.3% |
53% |
False |
False |
81,741 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0127 |
1.3% |
47% |
False |
False |
68,142 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0485 |
|
2.618 |
1.0382 |
|
1.618 |
1.0319 |
|
1.000 |
1.0280 |
|
0.618 |
1.0256 |
|
HIGH |
1.0217 |
|
0.618 |
1.0193 |
|
0.500 |
1.0186 |
|
0.382 |
1.0178 |
|
LOW |
1.0154 |
|
0.618 |
1.0115 |
|
1.000 |
1.0091 |
|
1.618 |
1.0052 |
|
2.618 |
0.9989 |
|
4.250 |
0.9886 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0187 |
1.0240 |
| PP |
1.0186 |
1.0222 |
| S1 |
1.0186 |
1.0205 |
|