CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0167 |
1.0043 |
-0.0124 |
-1.2% |
1.0143 |
| High |
1.0188 |
1.0068 |
-0.0120 |
-1.2% |
1.0329 |
| Low |
1.0014 |
1.0019 |
0.0005 |
0.0% |
1.0117 |
| Close |
1.0053 |
1.0025 |
-0.0028 |
-0.3% |
1.0188 |
| Range |
0.0174 |
0.0049 |
-0.0125 |
-71.8% |
0.0212 |
| ATR |
0.0116 |
0.0111 |
-0.0005 |
-4.1% |
0.0000 |
| Volume |
236,216 |
113,051 |
-123,165 |
-52.1% |
576,229 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0184 |
1.0154 |
1.0052 |
|
| R3 |
1.0135 |
1.0105 |
1.0038 |
|
| R2 |
1.0086 |
1.0086 |
1.0034 |
|
| R1 |
1.0056 |
1.0056 |
1.0029 |
1.0047 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0033 |
| S1 |
1.0007 |
1.0007 |
1.0021 |
0.9998 |
| S2 |
0.9988 |
0.9988 |
1.0016 |
|
| S3 |
0.9939 |
0.9958 |
1.0012 |
|
| S4 |
0.9890 |
0.9909 |
0.9998 |
|
|
| 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% |
0.0101 |
1.0% |
3% |
False |
False |
137,049 |
| 10 |
1.0329 |
1.0014 |
0.0315 |
3.1% |
0.0103 |
1.0% |
3% |
False |
False |
133,933 |
| 20 |
1.0440 |
1.0014 |
0.0426 |
4.2% |
0.0107 |
1.1% |
3% |
False |
False |
134,076 |
| 40 |
1.0440 |
0.9883 |
0.0557 |
5.6% |
0.0116 |
1.2% |
25% |
False |
False |
131,812 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.1% |
0.0129 |
1.3% |
21% |
False |
False |
139,373 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0134 |
1.3% |
37% |
False |
False |
106,468 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0129 |
1.3% |
37% |
False |
False |
85,230 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0128 |
1.3% |
33% |
False |
False |
71,051 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0276 |
|
2.618 |
1.0196 |
|
1.618 |
1.0147 |
|
1.000 |
1.0117 |
|
0.618 |
1.0098 |
|
HIGH |
1.0068 |
|
0.618 |
1.0049 |
|
0.500 |
1.0044 |
|
0.382 |
1.0038 |
|
LOW |
1.0019 |
|
0.618 |
0.9989 |
|
1.000 |
0.9970 |
|
1.618 |
0.9940 |
|
2.618 |
0.9891 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0044 |
1.0116 |
| PP |
1.0037 |
1.0085 |
| S1 |
1.0031 |
1.0055 |
|