CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
0.9999 |
-0.0058 |
-0.6% |
1.0091 |
| High |
1.0062 |
1.0106 |
0.0044 |
0.4% |
1.0103 |
| Low |
0.9972 |
0.9999 |
0.0027 |
0.3% |
0.9925 |
| Close |
0.9990 |
1.0052 |
0.0062 |
0.6% |
0.9986 |
| Range |
0.0090 |
0.0107 |
0.0017 |
18.9% |
0.0178 |
| ATR |
0.0111 |
0.0112 |
0.0000 |
0.3% |
0.0000 |
| Volume |
53 |
123 |
70 |
132.1% |
687 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0373 |
1.0320 |
1.0111 |
|
| R3 |
1.0266 |
1.0213 |
1.0081 |
|
| R2 |
1.0159 |
1.0159 |
1.0072 |
|
| R1 |
1.0106 |
1.0106 |
1.0062 |
1.0133 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0066 |
| S1 |
0.9999 |
0.9999 |
1.0042 |
1.0026 |
| S2 |
0.9945 |
0.9945 |
1.0032 |
|
| S3 |
0.9838 |
0.9892 |
1.0023 |
|
| S4 |
0.9731 |
0.9785 |
0.9993 |
|
|
| 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 |
1.0106 |
0.9925 |
0.0181 |
1.8% |
0.0098 |
1.0% |
70% |
True |
False |
105 |
| 10 |
1.0130 |
0.9925 |
0.0205 |
2.0% |
0.0096 |
1.0% |
62% |
False |
False |
136 |
| 20 |
1.0238 |
0.9860 |
0.0378 |
3.8% |
0.0099 |
1.0% |
51% |
False |
False |
139 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0128 |
1.3% |
24% |
False |
False |
155 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0106 |
1.1% |
38% |
False |
False |
108 |
| 80 |
1.0799 |
0.9675 |
0.1124 |
11.2% |
0.0096 |
1.0% |
34% |
False |
False |
83 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0086 |
0.9% |
34% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0386 |
|
1.618 |
1.0279 |
|
1.000 |
1.0213 |
|
0.618 |
1.0172 |
|
HIGH |
1.0106 |
|
0.618 |
1.0065 |
|
0.500 |
1.0053 |
|
0.382 |
1.0040 |
|
LOW |
0.9999 |
|
0.618 |
0.9933 |
|
1.000 |
0.9892 |
|
1.618 |
0.9826 |
|
2.618 |
0.9719 |
|
4.250 |
0.9544 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0053 |
1.0048 |
| PP |
1.0052 |
1.0043 |
| S1 |
1.0052 |
1.0039 |
|