CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 15-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Aug-2013 |
15-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0182 |
1.0210 |
0.0028 |
0.3% |
1.0122 |
| High |
1.0223 |
1.0314 |
0.0091 |
0.9% |
1.0442 |
| Low |
1.0169 |
1.0151 |
-0.0018 |
-0.2% |
1.0095 |
| Close |
1.0197 |
1.0275 |
0.0078 |
0.8% |
1.0389 |
| Range |
0.0054 |
0.0163 |
0.0109 |
201.9% |
0.0347 |
| ATR |
0.0109 |
0.0113 |
0.0004 |
3.6% |
0.0000 |
| Volume |
556 |
246 |
-310 |
-55.8% |
1,575 |
|
| Daily Pivots for day following 15-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0736 |
1.0668 |
1.0365 |
|
| R3 |
1.0573 |
1.0505 |
1.0320 |
|
| R2 |
1.0410 |
1.0410 |
1.0305 |
|
| R1 |
1.0342 |
1.0342 |
1.0290 |
1.0376 |
| PP |
1.0247 |
1.0247 |
1.0247 |
1.0264 |
| S1 |
1.0179 |
1.0179 |
1.0260 |
1.0213 |
| S2 |
1.0084 |
1.0084 |
1.0245 |
|
| S3 |
0.9921 |
1.0016 |
1.0230 |
|
| S4 |
0.9758 |
0.9853 |
1.0185 |
|
|
| 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 |
1.0423 |
1.0151 |
0.0272 |
2.6% |
0.0104 |
1.0% |
46% |
False |
True |
309 |
| 10 |
1.0442 |
1.0025 |
0.0417 |
4.1% |
0.0107 |
1.0% |
60% |
False |
False |
317 |
| 20 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0103 |
1.0% |
68% |
False |
False |
232 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0103 |
1.0% |
71% |
False |
False |
206 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0121 |
1.2% |
60% |
False |
False |
175 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0100 |
1.0% |
60% |
False |
False |
133 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0094 |
0.9% |
53% |
False |
False |
108 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
12.9% |
0.0087 |
0.8% |
45% |
False |
False |
92 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1007 |
|
2.618 |
1.0741 |
|
1.618 |
1.0578 |
|
1.000 |
1.0477 |
|
0.618 |
1.0415 |
|
HIGH |
1.0314 |
|
0.618 |
1.0252 |
|
0.500 |
1.0233 |
|
0.382 |
1.0213 |
|
LOW |
1.0151 |
|
0.618 |
1.0050 |
|
1.000 |
0.9988 |
|
1.618 |
0.9887 |
|
2.618 |
0.9724 |
|
4.250 |
0.9458 |
|
|
| Fisher Pivots for day following 15-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0261 |
| PP |
1.0247 |
1.0247 |
| S1 |
1.0233 |
1.0233 |
|