CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0122 |
1.0186 |
0.0064 |
0.6% |
1.0217 |
| High |
1.0191 |
1.0254 |
0.0063 |
0.6% |
1.0253 |
| Low |
1.0095 |
1.0155 |
0.0060 |
0.6% |
1.0025 |
| Close |
1.0180 |
1.0248 |
0.0068 |
0.7% |
1.0122 |
| Range |
0.0096 |
0.0099 |
0.0003 |
3.1% |
0.0228 |
| ATR |
0.0110 |
0.0109 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
196 |
159 |
-37 |
-18.9% |
1,123 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0516 |
1.0481 |
1.0302 |
|
| R3 |
1.0417 |
1.0382 |
1.0275 |
|
| R2 |
1.0318 |
1.0318 |
1.0266 |
|
| R1 |
1.0283 |
1.0283 |
1.0257 |
1.0301 |
| PP |
1.0219 |
1.0219 |
1.0219 |
1.0228 |
| S1 |
1.0184 |
1.0184 |
1.0239 |
1.0202 |
| S2 |
1.0120 |
1.0120 |
1.0230 |
|
| S3 |
1.0021 |
1.0085 |
1.0221 |
|
| S4 |
0.9922 |
0.9986 |
1.0194 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0698 |
1.0247 |
|
| R3 |
1.0589 |
1.0470 |
1.0185 |
|
| R2 |
1.0361 |
1.0361 |
1.0164 |
|
| R1 |
1.0242 |
1.0242 |
1.0143 |
1.0188 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0106 |
| S1 |
1.0014 |
1.0014 |
1.0101 |
0.9960 |
| S2 |
0.9905 |
0.9905 |
1.0080 |
|
| S3 |
0.9677 |
0.9786 |
1.0059 |
|
| S4 |
0.9449 |
0.9558 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0254 |
1.0025 |
0.0229 |
2.2% |
0.0115 |
1.1% |
97% |
True |
False |
233 |
| 10 |
1.0254 |
0.9972 |
0.0282 |
2.8% |
0.0100 |
1.0% |
98% |
True |
False |
182 |
| 20 |
1.0254 |
0.9891 |
0.0363 |
3.5% |
0.0101 |
1.0% |
98% |
True |
False |
165 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0116 |
1.1% |
48% |
False |
False |
181 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0113 |
1.1% |
58% |
False |
False |
134 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0094 |
0.9% |
58% |
False |
False |
102 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0092 |
0.9% |
51% |
False |
False |
84 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
12.9% |
0.0087 |
0.8% |
43% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0675 |
|
2.618 |
1.0513 |
|
1.618 |
1.0414 |
|
1.000 |
1.0353 |
|
0.618 |
1.0315 |
|
HIGH |
1.0254 |
|
0.618 |
1.0216 |
|
0.500 |
1.0205 |
|
0.382 |
1.0193 |
|
LOW |
1.0155 |
|
0.618 |
1.0094 |
|
1.000 |
1.0056 |
|
1.618 |
0.9995 |
|
2.618 |
0.9896 |
|
4.250 |
0.9734 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0212 |
| PP |
1.0219 |
1.0176 |
| S1 |
1.0205 |
1.0140 |
|