CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0043 |
1.0024 |
-0.0019 |
-0.2% |
1.0143 |
| High |
1.0068 |
1.0045 |
-0.0023 |
-0.2% |
1.0329 |
| Low |
1.0019 |
0.9981 |
-0.0038 |
-0.4% |
1.0117 |
| Close |
1.0025 |
0.9987 |
-0.0038 |
-0.4% |
1.0188 |
| Range |
0.0049 |
0.0064 |
0.0015 |
30.6% |
0.0212 |
| ATR |
0.0111 |
0.0108 |
-0.0003 |
-3.0% |
0.0000 |
| Volume |
113,051 |
152,257 |
39,206 |
34.7% |
576,229 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0196 |
1.0156 |
1.0022 |
|
| R3 |
1.0132 |
1.0092 |
1.0005 |
|
| R2 |
1.0068 |
1.0068 |
0.9999 |
|
| R1 |
1.0028 |
1.0028 |
0.9993 |
1.0016 |
| PP |
1.0004 |
1.0004 |
1.0004 |
0.9999 |
| S1 |
0.9964 |
0.9964 |
0.9981 |
0.9952 |
| S2 |
0.9940 |
0.9940 |
0.9975 |
|
| S3 |
0.9876 |
0.9900 |
0.9969 |
|
| S4 |
0.9812 |
0.9836 |
0.9952 |
|
|
| 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 |
1.0262 |
0.9981 |
0.0281 |
2.8% |
0.0092 |
0.9% |
2% |
False |
True |
144,300 |
| 10 |
1.0329 |
0.9981 |
0.0348 |
3.5% |
0.0100 |
1.0% |
2% |
False |
True |
135,533 |
| 20 |
1.0440 |
0.9981 |
0.0459 |
4.6% |
0.0102 |
1.0% |
1% |
False |
True |
133,309 |
| 40 |
1.0440 |
0.9916 |
0.0524 |
5.2% |
0.0113 |
1.1% |
14% |
False |
False |
131,319 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.2% |
0.0124 |
1.2% |
17% |
False |
False |
140,529 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0135 |
1.3% |
33% |
False |
False |
108,364 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0127 |
1.3% |
33% |
False |
False |
86,749 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0127 |
1.3% |
29% |
False |
False |
72,320 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0317 |
|
2.618 |
1.0213 |
|
1.618 |
1.0149 |
|
1.000 |
1.0109 |
|
0.618 |
1.0085 |
|
HIGH |
1.0045 |
|
0.618 |
1.0021 |
|
0.500 |
1.0013 |
|
0.382 |
1.0005 |
|
LOW |
0.9981 |
|
0.618 |
0.9941 |
|
1.000 |
0.9917 |
|
1.618 |
0.9877 |
|
2.618 |
0.9813 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
1.0085 |
| PP |
1.0004 |
1.0052 |
| S1 |
0.9996 |
1.0020 |
|