CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 30-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jul-2013 |
30-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0217 |
1.0209 |
-0.0008 |
-0.1% |
0.9948 |
| High |
1.0239 |
1.0233 |
-0.0006 |
-0.1% |
1.0206 |
| Low |
1.0204 |
1.0168 |
-0.0036 |
-0.4% |
0.9948 |
| Close |
1.0227 |
1.0216 |
-0.0011 |
-0.1% |
1.0192 |
| Range |
0.0035 |
0.0065 |
0.0030 |
85.7% |
0.0258 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
182 |
131 |
-51 |
-28.0% |
627 |
|
| Daily Pivots for day following 30-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0401 |
1.0373 |
1.0252 |
|
| R3 |
1.0336 |
1.0308 |
1.0234 |
|
| R2 |
1.0271 |
1.0271 |
1.0228 |
|
| R1 |
1.0243 |
1.0243 |
1.0222 |
1.0257 |
| PP |
1.0206 |
1.0206 |
1.0206 |
1.0213 |
| S1 |
1.0178 |
1.0178 |
1.0210 |
1.0192 |
| S2 |
1.0141 |
1.0141 |
1.0204 |
|
| S3 |
1.0076 |
1.0113 |
1.0198 |
|
| S4 |
1.0011 |
1.0048 |
1.0180 |
|
|
| 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% |
0.0086 |
0.8% |
91% |
False |
False |
131 |
| 10 |
1.0239 |
0.9925 |
0.0314 |
3.1% |
0.0090 |
0.9% |
93% |
False |
False |
143 |
| 20 |
1.0239 |
0.9860 |
0.0379 |
3.7% |
0.0099 |
1.0% |
94% |
False |
False |
144 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0126 |
1.2% |
44% |
False |
False |
165 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0109 |
1.1% |
54% |
False |
False |
116 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0092 |
0.9% |
54% |
False |
False |
88 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0088 |
0.9% |
48% |
False |
False |
73 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
13.0% |
0.0084 |
0.8% |
41% |
False |
False |
63 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0509 |
|
2.618 |
1.0403 |
|
1.618 |
1.0338 |
|
1.000 |
1.0298 |
|
0.618 |
1.0273 |
|
HIGH |
1.0233 |
|
0.618 |
1.0208 |
|
0.500 |
1.0201 |
|
0.382 |
1.0193 |
|
LOW |
1.0168 |
|
0.618 |
1.0128 |
|
1.000 |
1.0103 |
|
1.618 |
1.0063 |
|
2.618 |
0.9998 |
|
4.250 |
0.9892 |
|
|
| Fisher Pivots for day following 30-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0196 |
| PP |
1.0206 |
1.0176 |
| S1 |
1.0201 |
1.0157 |
|