CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 09-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Aug-2013 |
09-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0373 |
1.0347 |
-0.0026 |
-0.3% |
1.0122 |
| High |
1.0442 |
1.0405 |
-0.0037 |
-0.4% |
1.0442 |
| Low |
1.0326 |
1.0318 |
-0.0008 |
-0.1% |
1.0095 |
| Close |
1.0367 |
1.0389 |
0.0022 |
0.2% |
1.0389 |
| Range |
0.0116 |
0.0087 |
-0.0029 |
-25.0% |
0.0347 |
| ATR |
0.0111 |
0.0110 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
635 |
285 |
-350 |
-55.1% |
1,575 |
|
| Daily Pivots for day following 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0597 |
1.0437 |
|
| R3 |
1.0545 |
1.0510 |
1.0413 |
|
| R2 |
1.0458 |
1.0458 |
1.0405 |
|
| R1 |
1.0423 |
1.0423 |
1.0397 |
1.0441 |
| PP |
1.0371 |
1.0371 |
1.0371 |
1.0379 |
| S1 |
1.0336 |
1.0336 |
1.0381 |
1.0354 |
| S2 |
1.0284 |
1.0284 |
1.0373 |
|
| S3 |
1.0197 |
1.0249 |
1.0365 |
|
| S4 |
1.0110 |
1.0162 |
1.0341 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1216 |
1.0580 |
|
| R3 |
1.1003 |
1.0869 |
1.0484 |
|
| R2 |
1.0656 |
1.0656 |
1.0453 |
|
| R1 |
1.0522 |
1.0522 |
1.0421 |
1.0589 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0342 |
| S1 |
1.0175 |
1.0175 |
1.0357 |
1.0242 |
| S2 |
0.9962 |
0.9962 |
1.0325 |
|
| S3 |
0.9615 |
0.9828 |
1.0294 |
|
| S4 |
0.9268 |
0.9481 |
1.0198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0442 |
1.0095 |
0.0347 |
3.3% |
0.0104 |
1.0% |
85% |
False |
False |
315 |
| 10 |
1.0442 |
1.0025 |
0.0417 |
4.0% |
0.0100 |
1.0% |
87% |
False |
False |
269 |
| 20 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0101 |
1.0% |
90% |
False |
False |
200 |
| 40 |
1.0636 |
0.9860 |
0.0776 |
7.5% |
0.0108 |
1.0% |
68% |
False |
False |
188 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0116 |
1.1% |
72% |
False |
False |
154 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0096 |
0.9% |
72% |
False |
False |
117 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
10.8% |
0.0093 |
0.9% |
63% |
False |
False |
96 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
12.8% |
0.0087 |
0.8% |
54% |
False |
False |
82 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0775 |
|
2.618 |
1.0633 |
|
1.618 |
1.0546 |
|
1.000 |
1.0492 |
|
0.618 |
1.0459 |
|
HIGH |
1.0405 |
|
0.618 |
1.0372 |
|
0.500 |
1.0362 |
|
0.382 |
1.0351 |
|
LOW |
1.0318 |
|
0.618 |
1.0264 |
|
1.000 |
1.0231 |
|
1.618 |
1.0177 |
|
2.618 |
1.0090 |
|
4.250 |
0.9948 |
|
|
| Fisher Pivots for day following 09-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0380 |
1.0377 |
| PP |
1.0371 |
1.0365 |
| S1 |
1.0362 |
1.0353 |
|