CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0347 |
1.0395 |
0.0048 |
0.5% |
1.0122 |
| High |
1.0405 |
1.0423 |
0.0018 |
0.2% |
1.0442 |
| Low |
1.0318 |
1.0330 |
0.0012 |
0.1% |
1.0095 |
| Close |
1.0389 |
1.0352 |
-0.0037 |
-0.4% |
1.0389 |
| Range |
0.0087 |
0.0093 |
0.0006 |
6.9% |
0.0347 |
| ATR |
0.0110 |
0.0108 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
285 |
269 |
-16 |
-5.6% |
1,575 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0647 |
1.0593 |
1.0403 |
|
| R3 |
1.0554 |
1.0500 |
1.0378 |
|
| R2 |
1.0461 |
1.0461 |
1.0369 |
|
| R1 |
1.0407 |
1.0407 |
1.0361 |
1.0388 |
| PP |
1.0368 |
1.0368 |
1.0368 |
1.0359 |
| S1 |
1.0314 |
1.0314 |
1.0343 |
1.0295 |
| S2 |
1.0275 |
1.0275 |
1.0335 |
|
| S3 |
1.0182 |
1.0221 |
1.0326 |
|
| S4 |
1.0089 |
1.0128 |
1.0301 |
|
|
| 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 |
1.0155 |
0.0287 |
2.8% |
0.0103 |
1.0% |
69% |
False |
False |
329 |
| 10 |
1.0442 |
1.0025 |
0.0417 |
4.0% |
0.0106 |
1.0% |
78% |
False |
False |
278 |
| 20 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0099 |
1.0% |
83% |
False |
False |
209 |
| 40 |
1.0629 |
0.9860 |
0.0769 |
7.4% |
0.0106 |
1.0% |
64% |
False |
False |
189 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0118 |
1.1% |
68% |
False |
False |
158 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0097 |
0.9% |
68% |
False |
False |
120 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0093 |
0.9% |
60% |
False |
False |
98 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
12.8% |
0.0087 |
0.8% |
51% |
False |
False |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0666 |
|
1.618 |
1.0573 |
|
1.000 |
1.0516 |
|
0.618 |
1.0480 |
|
HIGH |
1.0423 |
|
0.618 |
1.0387 |
|
0.500 |
1.0377 |
|
0.382 |
1.0366 |
|
LOW |
1.0330 |
|
0.618 |
1.0273 |
|
1.000 |
1.0237 |
|
1.618 |
1.0180 |
|
2.618 |
1.0087 |
|
4.250 |
0.9935 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0377 |
1.0380 |
| PP |
1.0368 |
1.0371 |
| S1 |
1.0360 |
1.0361 |
|