CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9925 |
0.9948 |
0.0023 |
0.2% |
1.0091 |
| High |
1.0006 |
1.0078 |
0.0072 |
0.7% |
1.0103 |
| Low |
0.9925 |
0.9948 |
0.0023 |
0.2% |
0.9925 |
| Close |
0.9986 |
1.0050 |
0.0064 |
0.6% |
0.9986 |
| Range |
0.0081 |
0.0130 |
0.0049 |
60.5% |
0.0178 |
| ATR |
0.0114 |
0.0115 |
0.0001 |
1.0% |
0.0000 |
| Volume |
67 |
35 |
-32 |
-47.8% |
687 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0363 |
1.0122 |
|
| R3 |
1.0285 |
1.0233 |
1.0086 |
|
| R2 |
1.0155 |
1.0155 |
1.0074 |
|
| R1 |
1.0103 |
1.0103 |
1.0062 |
1.0129 |
| PP |
1.0025 |
1.0025 |
1.0025 |
1.0039 |
| S1 |
0.9973 |
0.9973 |
1.0038 |
0.9999 |
| S2 |
0.9895 |
0.9895 |
1.0026 |
|
| S3 |
0.9765 |
0.9843 |
1.0014 |
|
| S4 |
0.9635 |
0.9713 |
0.9979 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0440 |
1.0084 |
|
| R3 |
1.0361 |
1.0262 |
1.0035 |
|
| R2 |
1.0183 |
1.0183 |
1.0019 |
|
| R1 |
1.0084 |
1.0084 |
1.0002 |
1.0045 |
| PP |
1.0005 |
1.0005 |
1.0005 |
0.9985 |
| S1 |
0.9906 |
0.9906 |
0.9970 |
0.9867 |
| S2 |
0.9827 |
0.9827 |
0.9953 |
|
| S3 |
0.9649 |
0.9728 |
0.9937 |
|
| S4 |
0.9471 |
0.9550 |
0.9888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0103 |
0.9925 |
0.0178 |
1.8% |
0.0096 |
1.0% |
70% |
False |
False |
128 |
| 10 |
1.0166 |
0.9885 |
0.0281 |
2.8% |
0.0098 |
1.0% |
59% |
False |
False |
132 |
| 20 |
1.0299 |
0.9860 |
0.0439 |
4.4% |
0.0100 |
1.0% |
43% |
False |
False |
155 |
| 40 |
1.0670 |
0.9775 |
0.0895 |
8.9% |
0.0130 |
1.3% |
31% |
False |
False |
148 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0102 |
1.0% |
38% |
False |
False |
101 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0093 |
0.9% |
33% |
False |
False |
78 |
| 100 |
1.0859 |
0.9675 |
0.1184 |
11.8% |
0.0084 |
0.8% |
32% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0631 |
|
2.618 |
1.0418 |
|
1.618 |
1.0288 |
|
1.000 |
1.0208 |
|
0.618 |
1.0158 |
|
HIGH |
1.0078 |
|
0.618 |
1.0028 |
|
0.500 |
1.0013 |
|
0.382 |
0.9998 |
|
LOW |
0.9948 |
|
0.618 |
0.9868 |
|
1.000 |
0.9818 |
|
1.618 |
0.9738 |
|
2.618 |
0.9608 |
|
4.250 |
0.9396 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0038 |
1.0034 |
| PP |
1.0025 |
1.0018 |
| S1 |
1.0013 |
1.0002 |
|