CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0172 |
1.0167 |
-0.0005 |
0.0% |
1.0143 |
| High |
1.0217 |
1.0188 |
-0.0029 |
-0.3% |
1.0329 |
| Low |
1.0154 |
1.0014 |
-0.0140 |
-1.4% |
1.0117 |
| Close |
1.0188 |
1.0053 |
-0.0135 |
-1.3% |
1.0188 |
| Range |
0.0063 |
0.0174 |
0.0111 |
176.2% |
0.0212 |
| ATR |
0.0111 |
0.0116 |
0.0004 |
4.0% |
0.0000 |
| Volume |
109,973 |
236,216 |
126,243 |
114.8% |
576,229 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0607 |
1.0504 |
1.0149 |
|
| R3 |
1.0433 |
1.0330 |
1.0101 |
|
| R2 |
1.0259 |
1.0259 |
1.0085 |
|
| R1 |
1.0156 |
1.0156 |
1.0069 |
1.0121 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0067 |
| S1 |
0.9982 |
0.9982 |
1.0037 |
0.9947 |
| S2 |
0.9911 |
0.9911 |
1.0021 |
|
| S3 |
0.9737 |
0.9808 |
1.0005 |
|
| S4 |
0.9563 |
0.9634 |
0.9957 |
|
|
| 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 |
1.0014 |
0.0315 |
3.1% |
0.0126 |
1.3% |
12% |
False |
True |
147,000 |
| 10 |
1.0329 |
1.0014 |
0.0315 |
3.1% |
0.0108 |
1.1% |
12% |
False |
True |
136,117 |
| 20 |
1.0440 |
1.0014 |
0.0426 |
4.2% |
0.0110 |
1.1% |
9% |
False |
True |
135,006 |
| 40 |
1.0440 |
0.9873 |
0.0567 |
5.6% |
0.0116 |
1.2% |
32% |
False |
False |
131,382 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.1% |
0.0131 |
1.3% |
25% |
False |
False |
138,201 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0135 |
1.3% |
40% |
False |
False |
105,061 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0130 |
1.3% |
40% |
False |
False |
84,101 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0128 |
1.3% |
35% |
False |
False |
70,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0928 |
|
2.618 |
1.0644 |
|
1.618 |
1.0470 |
|
1.000 |
1.0362 |
|
0.618 |
1.0296 |
|
HIGH |
1.0188 |
|
0.618 |
1.0122 |
|
0.500 |
1.0101 |
|
0.382 |
1.0080 |
|
LOW |
1.0014 |
|
0.618 |
0.9906 |
|
1.000 |
0.9840 |
|
1.618 |
0.9732 |
|
2.618 |
0.9558 |
|
4.250 |
0.9275 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0138 |
| PP |
1.0085 |
1.0110 |
| S1 |
1.0069 |
1.0081 |
|