CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0039 |
0.9962 |
-0.0077 |
-0.8% |
1.0167 |
| High |
1.0054 |
1.0020 |
-0.0034 |
-0.3% |
1.0188 |
| Low |
0.9951 |
0.9939 |
-0.0012 |
-0.1% |
0.9977 |
| Close |
0.9965 |
1.0006 |
0.0041 |
0.4% |
1.0078 |
| Range |
0.0103 |
0.0081 |
-0.0022 |
-21.4% |
0.0211 |
| ATR |
0.0110 |
0.0108 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
153,625 |
173,035 |
19,410 |
12.6% |
703,335 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0231 |
1.0200 |
1.0051 |
|
| R3 |
1.0150 |
1.0119 |
1.0028 |
|
| R2 |
1.0069 |
1.0069 |
1.0021 |
|
| R1 |
1.0038 |
1.0038 |
1.0013 |
1.0054 |
| PP |
0.9988 |
0.9988 |
0.9988 |
0.9996 |
| S1 |
0.9957 |
0.9957 |
0.9999 |
0.9973 |
| S2 |
0.9907 |
0.9907 |
0.9991 |
|
| S3 |
0.9826 |
0.9876 |
0.9984 |
|
| S4 |
0.9745 |
0.9795 |
0.9961 |
|
|
| 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 |
0.9939 |
0.0209 |
2.1% |
0.0100 |
1.0% |
32% |
False |
True |
158,274 |
| 10 |
1.0329 |
0.9939 |
0.0390 |
3.9% |
0.0100 |
1.0% |
17% |
False |
True |
147,661 |
| 20 |
1.0329 |
0.9939 |
0.0390 |
3.9% |
0.0101 |
1.0% |
17% |
False |
True |
139,345 |
| 40 |
1.0440 |
0.9916 |
0.0524 |
5.2% |
0.0111 |
1.1% |
17% |
False |
False |
135,244 |
| 60 |
1.0594 |
0.9852 |
0.0742 |
7.4% |
0.0119 |
1.2% |
21% |
False |
False |
140,081 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0135 |
1.4% |
35% |
False |
False |
116,326 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0127 |
1.3% |
35% |
False |
False |
93,122 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0127 |
1.3% |
31% |
False |
False |
77,644 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0364 |
|
2.618 |
1.0232 |
|
1.618 |
1.0151 |
|
1.000 |
1.0101 |
|
0.618 |
1.0070 |
|
HIGH |
1.0020 |
|
0.618 |
0.9989 |
|
0.500 |
0.9980 |
|
0.382 |
0.9970 |
|
LOW |
0.9939 |
|
0.618 |
0.9889 |
|
1.000 |
0.9858 |
|
1.618 |
0.9808 |
|
2.618 |
0.9727 |
|
4.250 |
0.9595 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9997 |
1.0005 |
| PP |
0.9988 |
1.0004 |
| S1 |
0.9980 |
1.0004 |
|