CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
1.0039 |
0.0012 |
0.1% |
1.0167 |
| High |
1.0068 |
1.0054 |
-0.0014 |
-0.1% |
1.0188 |
| Low |
0.9989 |
0.9951 |
-0.0038 |
-0.4% |
0.9977 |
| Close |
1.0041 |
0.9965 |
-0.0076 |
-0.8% |
1.0078 |
| Range |
0.0079 |
0.0103 |
0.0024 |
30.4% |
0.0211 |
| ATR |
0.0110 |
0.0110 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
110,644 |
153,625 |
42,981 |
38.8% |
703,335 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0235 |
1.0022 |
|
| R3 |
1.0196 |
1.0132 |
0.9993 |
|
| R2 |
1.0093 |
1.0093 |
0.9984 |
|
| R1 |
1.0029 |
1.0029 |
0.9974 |
1.0010 |
| PP |
0.9990 |
0.9990 |
0.9990 |
0.9980 |
| S1 |
0.9926 |
0.9926 |
0.9956 |
0.9907 |
| S2 |
0.9887 |
0.9887 |
0.9946 |
|
| S3 |
0.9784 |
0.9823 |
0.9937 |
|
| S4 |
0.9681 |
0.9720 |
0.9908 |
|
|
| 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 |
1.0148 |
0.9951 |
0.0197 |
2.0% |
0.0093 |
0.9% |
7% |
False |
True |
146,277 |
| 10 |
1.0329 |
0.9951 |
0.0378 |
3.8% |
0.0110 |
1.1% |
4% |
False |
True |
146,639 |
| 20 |
1.0329 |
0.9951 |
0.0378 |
3.8% |
0.0104 |
1.0% |
4% |
False |
True |
138,372 |
| 40 |
1.0440 |
0.9916 |
0.0524 |
5.3% |
0.0111 |
1.1% |
9% |
False |
False |
133,397 |
| 60 |
1.0623 |
0.9852 |
0.0771 |
7.7% |
0.0119 |
1.2% |
15% |
False |
False |
139,700 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0136 |
1.4% |
31% |
False |
False |
114,170 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0128 |
1.3% |
31% |
False |
False |
91,392 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0128 |
1.3% |
27% |
False |
False |
76,203 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0492 |
|
2.618 |
1.0324 |
|
1.618 |
1.0221 |
|
1.000 |
1.0157 |
|
0.618 |
1.0118 |
|
HIGH |
1.0054 |
|
0.618 |
1.0015 |
|
0.500 |
1.0003 |
|
0.382 |
0.9990 |
|
LOW |
0.9951 |
|
0.618 |
0.9887 |
|
1.000 |
0.9848 |
|
1.618 |
0.9784 |
|
2.618 |
0.9681 |
|
4.250 |
0.9513 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0003 |
1.0050 |
| PP |
0.9990 |
1.0021 |
| S1 |
0.9978 |
0.9993 |
|