CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0004 |
1.0049 |
0.0045 |
0.4% |
1.0027 |
| High |
1.0100 |
1.0081 |
-0.0019 |
-0.2% |
1.0100 |
| Low |
1.0002 |
1.0002 |
0.0000 |
0.0% |
0.9939 |
| Close |
1.0057 |
1.0074 |
0.0017 |
0.2% |
1.0074 |
| Range |
0.0098 |
0.0079 |
-0.0019 |
-19.4% |
0.0161 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
158,088 |
56,980 |
-101,108 |
-64.0% |
652,372 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0289 |
1.0261 |
1.0117 |
|
| R3 |
1.0210 |
1.0182 |
1.0096 |
|
| R2 |
1.0131 |
1.0131 |
1.0088 |
|
| R1 |
1.0103 |
1.0103 |
1.0081 |
1.0117 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0060 |
| S1 |
1.0024 |
1.0024 |
1.0067 |
1.0038 |
| S2 |
0.9973 |
0.9973 |
1.0060 |
|
| S3 |
0.9894 |
0.9945 |
1.0052 |
|
| S4 |
0.9815 |
0.9866 |
1.0031 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0458 |
1.0163 |
|
| R3 |
1.0360 |
1.0297 |
1.0118 |
|
| R2 |
1.0199 |
1.0199 |
1.0104 |
|
| R1 |
1.0136 |
1.0136 |
1.0089 |
1.0168 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0053 |
| S1 |
0.9975 |
0.9975 |
1.0059 |
1.0007 |
| S2 |
0.9877 |
0.9877 |
1.0044 |
|
| S3 |
0.9716 |
0.9814 |
1.0030 |
|
| S4 |
0.9555 |
0.9653 |
0.9985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0100 |
0.9939 |
0.0161 |
1.6% |
0.0088 |
0.9% |
84% |
False |
False |
130,474 |
| 10 |
1.0217 |
0.9939 |
0.0278 |
2.8% |
0.0096 |
1.0% |
49% |
False |
False |
146,568 |
| 20 |
1.0329 |
0.9939 |
0.0390 |
3.9% |
0.0098 |
1.0% |
35% |
False |
False |
134,634 |
| 40 |
1.0440 |
0.9916 |
0.0524 |
5.2% |
0.0110 |
1.1% |
30% |
False |
False |
134,550 |
| 60 |
1.0440 |
0.9852 |
0.0588 |
5.8% |
0.0115 |
1.1% |
38% |
False |
False |
138,297 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0136 |
1.3% |
42% |
False |
False |
118,984 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0127 |
1.3% |
42% |
False |
False |
95,271 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0127 |
1.3% |
37% |
False |
False |
79,435 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0417 |
|
2.618 |
1.0288 |
|
1.618 |
1.0209 |
|
1.000 |
1.0160 |
|
0.618 |
1.0130 |
|
HIGH |
1.0081 |
|
0.618 |
1.0051 |
|
0.500 |
1.0042 |
|
0.382 |
1.0032 |
|
LOW |
1.0002 |
|
0.618 |
0.9953 |
|
1.000 |
0.9923 |
|
1.618 |
0.9874 |
|
2.618 |
0.9795 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0063 |
1.0056 |
| PP |
1.0052 |
1.0038 |
| S1 |
1.0042 |
1.0020 |
|