CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 31-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jul-2013 |
31-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0209 |
1.0218 |
0.0009 |
0.1% |
0.9948 |
| High |
1.0233 |
1.0253 |
0.0020 |
0.2% |
1.0206 |
| Low |
1.0168 |
1.0172 |
0.0004 |
0.0% |
0.9948 |
| Close |
1.0216 |
1.0237 |
0.0021 |
0.2% |
1.0192 |
| Range |
0.0065 |
0.0081 |
0.0016 |
24.6% |
0.0258 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
131 |
248 |
117 |
89.3% |
627 |
|
| Daily Pivots for day following 31-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0464 |
1.0431 |
1.0282 |
|
| R3 |
1.0383 |
1.0350 |
1.0259 |
|
| R2 |
1.0302 |
1.0302 |
1.0252 |
|
| R1 |
1.0269 |
1.0269 |
1.0244 |
1.0286 |
| PP |
1.0221 |
1.0221 |
1.0221 |
1.0229 |
| S1 |
1.0188 |
1.0188 |
1.0230 |
1.0205 |
| S2 |
1.0140 |
1.0140 |
1.0222 |
|
| S3 |
1.0059 |
1.0107 |
1.0215 |
|
| S4 |
0.9978 |
1.0026 |
1.0192 |
|
|
| 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 |
1.0253 |
0.9999 |
0.0254 |
2.5% |
0.0084 |
0.8% |
94% |
True |
False |
170 |
| 10 |
1.0253 |
0.9925 |
0.0328 |
3.2% |
0.0090 |
0.9% |
95% |
True |
False |
151 |
| 20 |
1.0253 |
0.9860 |
0.0393 |
3.8% |
0.0097 |
1.0% |
96% |
True |
False |
154 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0126 |
1.2% |
47% |
False |
False |
170 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0109 |
1.1% |
56% |
False |
False |
120 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0091 |
0.9% |
56% |
False |
False |
91 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0088 |
0.9% |
50% |
False |
False |
76 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
12.9% |
0.0084 |
0.8% |
42% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0597 |
|
2.618 |
1.0465 |
|
1.618 |
1.0384 |
|
1.000 |
1.0334 |
|
0.618 |
1.0303 |
|
HIGH |
1.0253 |
|
0.618 |
1.0222 |
|
0.500 |
1.0213 |
|
0.382 |
1.0203 |
|
LOW |
1.0172 |
|
0.618 |
1.0122 |
|
1.000 |
1.0091 |
|
1.618 |
1.0041 |
|
2.618 |
0.9960 |
|
4.250 |
0.9828 |
|
|
| Fisher Pivots for day following 31-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0228 |
| PP |
1.0221 |
1.0219 |
| S1 |
1.0213 |
1.0211 |
|