CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0024 |
0.9985 |
-0.0039 |
-0.4% |
1.0167 |
| High |
1.0045 |
1.0148 |
0.0103 |
1.0% |
1.0188 |
| Low |
0.9981 |
0.9977 |
-0.0004 |
0.0% |
0.9977 |
| Close |
0.9987 |
1.0078 |
0.0091 |
0.9% |
1.0078 |
| Range |
0.0064 |
0.0171 |
0.0107 |
167.2% |
0.0211 |
| ATR |
0.0108 |
0.0112 |
0.0005 |
4.2% |
0.0000 |
| Volume |
152,257 |
201,811 |
49,554 |
32.5% |
703,335 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0500 |
1.0172 |
|
| R3 |
1.0410 |
1.0329 |
1.0125 |
|
| R2 |
1.0239 |
1.0239 |
1.0109 |
|
| R1 |
1.0158 |
1.0158 |
1.0094 |
1.0199 |
| PP |
1.0068 |
1.0068 |
1.0068 |
1.0088 |
| S1 |
0.9987 |
0.9987 |
1.0062 |
1.0028 |
| S2 |
0.9897 |
0.9897 |
1.0047 |
|
| S3 |
0.9726 |
0.9816 |
1.0031 |
|
| S4 |
0.9555 |
0.9645 |
0.9984 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0607 |
1.0194 |
|
| R3 |
1.0503 |
1.0396 |
1.0136 |
|
| R2 |
1.0292 |
1.0292 |
1.0117 |
|
| R1 |
1.0185 |
1.0185 |
1.0097 |
1.0133 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0055 |
| S1 |
0.9974 |
0.9974 |
1.0059 |
0.9922 |
| S2 |
0.9870 |
0.9870 |
1.0039 |
|
| S3 |
0.9659 |
0.9763 |
1.0020 |
|
| S4 |
0.9448 |
0.9552 |
0.9962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0217 |
0.9977 |
0.0240 |
2.4% |
0.0104 |
1.0% |
42% |
False |
True |
162,661 |
| 10 |
1.0329 |
0.9977 |
0.0352 |
3.5% |
0.0106 |
1.0% |
29% |
False |
True |
141,118 |
| 20 |
1.0427 |
0.9977 |
0.0450 |
4.5% |
0.0105 |
1.0% |
22% |
False |
True |
135,646 |
| 40 |
1.0440 |
0.9916 |
0.0524 |
5.2% |
0.0113 |
1.1% |
31% |
False |
False |
131,732 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
8.1% |
0.0123 |
1.2% |
28% |
False |
False |
142,467 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0135 |
1.3% |
42% |
False |
False |
110,882 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0128 |
1.3% |
42% |
False |
False |
88,755 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0128 |
1.3% |
37% |
False |
False |
74,001 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0875 |
|
2.618 |
1.0596 |
|
1.618 |
1.0425 |
|
1.000 |
1.0319 |
|
0.618 |
1.0254 |
|
HIGH |
1.0148 |
|
0.618 |
1.0083 |
|
0.500 |
1.0063 |
|
0.382 |
1.0042 |
|
LOW |
0.9977 |
|
0.618 |
0.9871 |
|
1.000 |
0.9806 |
|
1.618 |
0.9700 |
|
2.618 |
0.9529 |
|
4.250 |
0.9250 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0073 |
1.0073 |
| PP |
1.0068 |
1.0068 |
| S1 |
1.0063 |
1.0063 |
|