CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 01-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jul-2013 |
01-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0218 |
1.0227 |
0.0009 |
0.1% |
0.9948 |
| High |
1.0253 |
1.0239 |
-0.0014 |
-0.1% |
1.0206 |
| Low |
1.0172 |
1.0057 |
-0.0115 |
-1.1% |
0.9948 |
| Close |
1.0237 |
1.0057 |
-0.0180 |
-1.8% |
1.0192 |
| Range |
0.0081 |
0.0182 |
0.0101 |
124.7% |
0.0258 |
| ATR |
0.0105 |
0.0110 |
0.0006 |
5.2% |
0.0000 |
| Volume |
248 |
227 |
-21 |
-8.5% |
627 |
|
| Daily Pivots for day following 01-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0664 |
1.0542 |
1.0157 |
|
| R3 |
1.0482 |
1.0360 |
1.0107 |
|
| R2 |
1.0300 |
1.0300 |
1.0090 |
|
| R1 |
1.0178 |
1.0178 |
1.0074 |
1.0148 |
| PP |
1.0118 |
1.0118 |
1.0118 |
1.0103 |
| S1 |
0.9996 |
0.9996 |
1.0040 |
0.9966 |
| S2 |
0.9936 |
0.9936 |
1.0024 |
|
| S3 |
0.9754 |
0.9814 |
1.0007 |
|
| S4 |
0.9572 |
0.9632 |
0.9957 |
|
|
| 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 |
1.0057 |
0.0196 |
1.9% |
0.0099 |
1.0% |
0% |
False |
True |
191 |
| 10 |
1.0253 |
0.9925 |
0.0328 |
3.3% |
0.0098 |
1.0% |
40% |
False |
False |
148 |
| 20 |
1.0253 |
0.9860 |
0.0393 |
3.9% |
0.0099 |
1.0% |
50% |
False |
False |
157 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0128 |
1.3% |
24% |
False |
False |
175 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0112 |
1.1% |
38% |
False |
False |
123 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0093 |
0.9% |
38% |
False |
False |
94 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0090 |
0.9% |
34% |
False |
False |
78 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
13.2% |
0.0085 |
0.8% |
29% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1013 |
|
2.618 |
1.0715 |
|
1.618 |
1.0533 |
|
1.000 |
1.0421 |
|
0.618 |
1.0351 |
|
HIGH |
1.0239 |
|
0.618 |
1.0169 |
|
0.500 |
1.0148 |
|
0.382 |
1.0127 |
|
LOW |
1.0057 |
|
0.618 |
0.9945 |
|
1.000 |
0.9875 |
|
1.618 |
0.9763 |
|
2.618 |
0.9581 |
|
4.250 |
0.9284 |
|
|
| Fisher Pivots for day following 01-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0148 |
1.0155 |
| PP |
1.0118 |
1.0122 |
| S1 |
1.0087 |
1.0090 |
|