CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 24-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jul-2013 |
24-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0082 |
1.0057 |
-0.0025 |
-0.2% |
1.0091 |
| High |
1.0083 |
1.0062 |
-0.0021 |
-0.2% |
1.0103 |
| Low |
1.0002 |
0.9972 |
-0.0030 |
-0.3% |
0.9925 |
| Close |
1.0065 |
0.9990 |
-0.0075 |
-0.7% |
0.9986 |
| Range |
0.0081 |
0.0090 |
0.0009 |
11.1% |
0.0178 |
| ATR |
0.0113 |
0.0111 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
249 |
53 |
-196 |
-78.7% |
687 |
|
| Daily Pivots for day following 24-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0224 |
1.0040 |
|
| R3 |
1.0188 |
1.0134 |
1.0015 |
|
| R2 |
1.0098 |
1.0098 |
1.0007 |
|
| R1 |
1.0044 |
1.0044 |
0.9998 |
1.0026 |
| PP |
1.0008 |
1.0008 |
1.0008 |
0.9999 |
| S1 |
0.9954 |
0.9954 |
0.9982 |
0.9936 |
| S2 |
0.9918 |
0.9918 |
0.9974 |
|
| S3 |
0.9828 |
0.9864 |
0.9965 |
|
| S4 |
0.9738 |
0.9774 |
0.9941 |
|
|
| 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 |
1.0083 |
0.9925 |
0.0158 |
1.6% |
0.0096 |
1.0% |
41% |
False |
False |
131 |
| 10 |
1.0166 |
0.9925 |
0.0241 |
2.4% |
0.0097 |
1.0% |
27% |
False |
False |
142 |
| 20 |
1.0288 |
0.9860 |
0.0428 |
4.3% |
0.0098 |
1.0% |
30% |
False |
False |
140 |
| 40 |
1.0670 |
0.9800 |
0.0870 |
8.7% |
0.0128 |
1.3% |
22% |
False |
False |
154 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0104 |
1.0% |
32% |
False |
False |
106 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0095 |
1.0% |
28% |
False |
False |
82 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0086 |
0.9% |
28% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0445 |
|
2.618 |
1.0298 |
|
1.618 |
1.0208 |
|
1.000 |
1.0152 |
|
0.618 |
1.0118 |
|
HIGH |
1.0062 |
|
0.618 |
1.0028 |
|
0.500 |
1.0017 |
|
0.382 |
1.0006 |
|
LOW |
0.9972 |
|
0.618 |
0.9916 |
|
1.000 |
0.9882 |
|
1.618 |
0.9826 |
|
2.618 |
0.9736 |
|
4.250 |
0.9590 |
|
|
| Fisher Pivots for day following 24-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0017 |
1.0016 |
| PP |
1.0008 |
1.0007 |
| S1 |
0.9999 |
0.9999 |
|