CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 26-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jul-2013 |
26-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9999 |
1.0079 |
0.0080 |
0.8% |
0.9948 |
| High |
1.0106 |
1.0206 |
0.0100 |
1.0% |
1.0206 |
| Low |
0.9999 |
1.0074 |
0.0075 |
0.8% |
0.9948 |
| Close |
1.0052 |
1.0192 |
0.0140 |
1.4% |
1.0192 |
| Range |
0.0107 |
0.0132 |
0.0025 |
23.4% |
0.0258 |
| ATR |
0.0112 |
0.0115 |
0.0003 |
2.7% |
0.0000 |
| Volume |
123 |
167 |
44 |
35.8% |
627 |
|
| Daily Pivots for day following 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0553 |
1.0505 |
1.0265 |
|
| R3 |
1.0421 |
1.0373 |
1.0228 |
|
| R2 |
1.0289 |
1.0289 |
1.0216 |
|
| R1 |
1.0241 |
1.0241 |
1.0204 |
1.0265 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0170 |
| S1 |
1.0109 |
1.0109 |
1.0180 |
1.0133 |
| S2 |
1.0025 |
1.0025 |
1.0168 |
|
| S3 |
0.9893 |
0.9977 |
1.0156 |
|
| S4 |
0.9761 |
0.9845 |
1.0119 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0799 |
1.0334 |
|
| R3 |
1.0631 |
1.0541 |
1.0263 |
|
| R2 |
1.0373 |
1.0373 |
1.0239 |
|
| R1 |
1.0283 |
1.0283 |
1.0216 |
1.0328 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0138 |
| S1 |
1.0025 |
1.0025 |
1.0168 |
1.0070 |
| S2 |
0.9857 |
0.9857 |
1.0145 |
|
| S3 |
0.9599 |
0.9767 |
1.0121 |
|
| S4 |
0.9341 |
0.9509 |
1.0050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0206 |
0.9948 |
0.0258 |
2.5% |
0.0108 |
1.1% |
95% |
True |
False |
125 |
| 10 |
1.0206 |
0.9925 |
0.0281 |
2.8% |
0.0102 |
1.0% |
95% |
True |
False |
131 |
| 20 |
1.0206 |
0.9860 |
0.0346 |
3.4% |
0.0102 |
1.0% |
96% |
True |
False |
140 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0130 |
1.3% |
41% |
False |
False |
159 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0108 |
1.1% |
52% |
False |
False |
111 |
| 80 |
1.0734 |
0.9675 |
0.1059 |
10.4% |
0.0096 |
0.9% |
49% |
False |
False |
85 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0087 |
0.9% |
46% |
False |
False |
70 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
13.0% |
0.0084 |
0.8% |
39% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0767 |
|
2.618 |
1.0552 |
|
1.618 |
1.0420 |
|
1.000 |
1.0338 |
|
0.618 |
1.0288 |
|
HIGH |
1.0206 |
|
0.618 |
1.0156 |
|
0.500 |
1.0140 |
|
0.382 |
1.0124 |
|
LOW |
1.0074 |
|
0.618 |
0.9992 |
|
1.000 |
0.9942 |
|
1.618 |
0.9860 |
|
2.618 |
0.9728 |
|
4.250 |
0.9513 |
|
|
| Fisher Pivots for day following 26-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0158 |
| PP |
1.0157 |
1.0123 |
| S1 |
1.0140 |
1.0089 |
|