CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9985 |
1.0027 |
0.0042 |
0.4% |
1.0167 |
| High |
1.0148 |
1.0068 |
-0.0080 |
-0.8% |
1.0188 |
| Low |
0.9977 |
0.9989 |
0.0012 |
0.1% |
0.9977 |
| Close |
1.0078 |
1.0041 |
-0.0037 |
-0.4% |
1.0078 |
| Range |
0.0171 |
0.0079 |
-0.0092 |
-53.8% |
0.0211 |
| ATR |
0.0112 |
0.0110 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
201,811 |
110,644 |
-91,167 |
-45.2% |
703,335 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0270 |
1.0234 |
1.0084 |
|
| R3 |
1.0191 |
1.0155 |
1.0063 |
|
| R2 |
1.0112 |
1.0112 |
1.0055 |
|
| R1 |
1.0076 |
1.0076 |
1.0048 |
1.0094 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0042 |
| S1 |
0.9997 |
0.9997 |
1.0034 |
1.0015 |
| S2 |
0.9954 |
0.9954 |
1.0027 |
|
| S3 |
0.9875 |
0.9918 |
1.0019 |
|
| S4 |
0.9796 |
0.9839 |
0.9998 |
|
|
| 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 |
1.0188 |
0.9977 |
0.0211 |
2.1% |
0.0107 |
1.1% |
30% |
False |
False |
162,795 |
| 10 |
1.0329 |
0.9977 |
0.0352 |
3.5% |
0.0106 |
1.1% |
18% |
False |
False |
139,020 |
| 20 |
1.0427 |
0.9977 |
0.0450 |
4.5% |
0.0104 |
1.0% |
14% |
False |
False |
135,856 |
| 40 |
1.0440 |
0.9916 |
0.0524 |
5.2% |
0.0113 |
1.1% |
24% |
False |
False |
131,622 |
| 60 |
1.0647 |
0.9852 |
0.0795 |
7.9% |
0.0121 |
1.2% |
24% |
False |
False |
141,510 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0135 |
1.3% |
39% |
False |
False |
112,260 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0127 |
1.3% |
39% |
False |
False |
89,858 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0128 |
1.3% |
34% |
False |
False |
74,923 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0404 |
|
2.618 |
1.0275 |
|
1.618 |
1.0196 |
|
1.000 |
1.0147 |
|
0.618 |
1.0117 |
|
HIGH |
1.0068 |
|
0.618 |
1.0038 |
|
0.500 |
1.0029 |
|
0.382 |
1.0019 |
|
LOW |
0.9989 |
|
0.618 |
0.9940 |
|
1.000 |
0.9910 |
|
1.618 |
0.9861 |
|
2.618 |
0.9782 |
|
4.250 |
0.9653 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0063 |
| PP |
1.0033 |
1.0055 |
| S1 |
1.0029 |
1.0048 |
|