CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 29-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
1.0079 |
1.0217 |
0.0138 |
1.4% |
0.9948 |
High |
1.0206 |
1.0239 |
0.0033 |
0.3% |
1.0206 |
Low |
1.0074 |
1.0204 |
0.0130 |
1.3% |
0.9948 |
Close |
1.0192 |
1.0227 |
0.0035 |
0.3% |
1.0192 |
Range |
0.0132 |
0.0035 |
-0.0097 |
-73.5% |
0.0258 |
ATR |
0.0115 |
0.0110 |
-0.0005 |
-4.2% |
0.0000 |
Volume |
167 |
182 |
15 |
9.0% |
627 |
|
Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0328 |
1.0313 |
1.0246 |
|
R3 |
1.0293 |
1.0278 |
1.0237 |
|
R2 |
1.0258 |
1.0258 |
1.0233 |
|
R1 |
1.0243 |
1.0243 |
1.0230 |
1.0251 |
PP |
1.0223 |
1.0223 |
1.0223 |
1.0227 |
S1 |
1.0208 |
1.0208 |
1.0224 |
1.0216 |
S2 |
1.0188 |
1.0188 |
1.0221 |
|
S3 |
1.0153 |
1.0173 |
1.0217 |
|
S4 |
1.0118 |
1.0138 |
1.0208 |
|
|
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 |
1.0239 |
0.9972 |
0.0267 |
2.6% |
0.0089 |
0.9% |
96% |
True |
False |
154 |
10 |
1.0239 |
0.9925 |
0.0314 |
3.1% |
0.0093 |
0.9% |
96% |
True |
False |
141 |
20 |
1.0239 |
0.9860 |
0.0379 |
3.7% |
0.0098 |
1.0% |
97% |
True |
False |
145 |
40 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0128 |
1.3% |
45% |
False |
False |
163 |
60 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0108 |
1.1% |
55% |
False |
False |
114 |
80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0093 |
0.9% |
55% |
False |
False |
87 |
100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0088 |
0.9% |
49% |
False |
False |
72 |
120 |
1.1000 |
0.9675 |
0.1325 |
13.0% |
0.0084 |
0.8% |
42% |
False |
False |
62 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0388 |
2.618 |
1.0331 |
1.618 |
1.0296 |
1.000 |
1.0274 |
0.618 |
1.0261 |
HIGH |
1.0239 |
0.618 |
1.0226 |
0.500 |
1.0222 |
0.382 |
1.0217 |
LOW |
1.0204 |
0.618 |
1.0182 |
1.000 |
1.0169 |
1.618 |
1.0147 |
2.618 |
1.0112 |
4.250 |
1.0055 |
|
|
Fisher Pivots for day following 29-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0225 |
1.0191 |
PP |
1.0223 |
1.0155 |
S1 |
1.0222 |
1.0119 |
|