CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0091 |
-0.0014 |
-0.1% |
0.9888 |
| High |
1.0130 |
1.0095 |
-0.0035 |
-0.3% |
1.0166 |
| Low |
1.0061 |
0.9964 |
-0.0097 |
-1.0% |
0.9860 |
| Close |
1.0071 |
1.0023 |
-0.0048 |
-0.5% |
1.0071 |
| Range |
0.0069 |
0.0131 |
0.0062 |
89.9% |
0.0306 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
0.5% |
0.0000 |
| Volume |
219 |
82 |
-137 |
-62.6% |
813 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0353 |
1.0095 |
|
| R3 |
1.0289 |
1.0222 |
1.0059 |
|
| R2 |
1.0158 |
1.0158 |
1.0047 |
|
| R1 |
1.0091 |
1.0091 |
1.0035 |
1.0059 |
| PP |
1.0027 |
1.0027 |
1.0027 |
1.0012 |
| S1 |
0.9960 |
0.9960 |
1.0011 |
0.9928 |
| S2 |
0.9896 |
0.9896 |
0.9999 |
|
| S3 |
0.9765 |
0.9829 |
0.9987 |
|
| S4 |
0.9634 |
0.9698 |
0.9951 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0950 |
1.0817 |
1.0239 |
|
| R3 |
1.0644 |
1.0511 |
1.0155 |
|
| R2 |
1.0338 |
1.0338 |
1.0127 |
|
| R1 |
1.0205 |
1.0205 |
1.0099 |
1.0272 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0066 |
| S1 |
0.9899 |
0.9899 |
1.0043 |
0.9966 |
| S2 |
0.9726 |
0.9726 |
1.0015 |
|
| S3 |
0.9420 |
0.9593 |
0.9987 |
|
| S4 |
0.9114 |
0.9287 |
0.9903 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0166 |
0.9885 |
0.0281 |
2.8% |
0.0100 |
1.0% |
49% |
False |
False |
137 |
| 10 |
1.0166 |
0.9860 |
0.0306 |
3.1% |
0.0104 |
1.0% |
53% |
False |
False |
149 |
| 20 |
1.0629 |
0.9860 |
0.0769 |
7.7% |
0.0113 |
1.1% |
21% |
False |
False |
168 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0127 |
1.3% |
35% |
False |
False |
133 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0096 |
1.0% |
35% |
False |
False |
91 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0092 |
0.9% |
31% |
False |
False |
71 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.2% |
0.0085 |
0.8% |
26% |
False |
False |
59 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0652 |
|
2.618 |
1.0438 |
|
1.618 |
1.0307 |
|
1.000 |
1.0226 |
|
0.618 |
1.0176 |
|
HIGH |
1.0095 |
|
0.618 |
1.0045 |
|
0.500 |
1.0030 |
|
0.382 |
1.0014 |
|
LOW |
0.9964 |
|
0.618 |
0.9883 |
|
1.000 |
0.9833 |
|
1.618 |
0.9752 |
|
2.618 |
0.9621 |
|
4.250 |
0.9407 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0065 |
| PP |
1.0027 |
1.0051 |
| S1 |
1.0025 |
1.0037 |
|