CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0249 |
1.0250 |
0.0001 |
0.0% |
1.0395 |
| High |
1.0270 |
1.0326 |
0.0056 |
0.5% |
1.0423 |
| Low |
1.0198 |
1.0230 |
0.0032 |
0.3% |
1.0151 |
| Close |
1.0255 |
1.0291 |
0.0036 |
0.4% |
1.0255 |
| Range |
0.0072 |
0.0096 |
0.0024 |
33.3% |
0.0272 |
| ATR |
0.0107 |
0.0106 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
526 |
521 |
-5 |
-1.0% |
1,993 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0527 |
1.0344 |
|
| R3 |
1.0474 |
1.0431 |
1.0317 |
|
| R2 |
1.0378 |
1.0378 |
1.0309 |
|
| R1 |
1.0335 |
1.0335 |
1.0300 |
1.0357 |
| PP |
1.0282 |
1.0282 |
1.0282 |
1.0293 |
| S1 |
1.0239 |
1.0239 |
1.0282 |
1.0261 |
| S2 |
1.0186 |
1.0186 |
1.0273 |
|
| S3 |
1.0090 |
1.0143 |
1.0265 |
|
| S4 |
0.9994 |
1.0047 |
1.0238 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.0946 |
1.0405 |
|
| R3 |
1.0820 |
1.0674 |
1.0330 |
|
| R2 |
1.0548 |
1.0548 |
1.0305 |
|
| R1 |
1.0402 |
1.0402 |
1.0280 |
1.0339 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0245 |
| S1 |
1.0130 |
1.0130 |
1.0230 |
1.0067 |
| S2 |
1.0004 |
1.0004 |
1.0205 |
|
| S3 |
0.9732 |
0.9858 |
1.0180 |
|
| S4 |
0.9460 |
0.9586 |
1.0105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0326 |
1.0151 |
0.0175 |
1.7% |
0.0092 |
0.9% |
80% |
True |
False |
516 |
| 10 |
1.0442 |
1.0151 |
0.0291 |
2.8% |
0.0100 |
1.0% |
48% |
False |
False |
426 |
| 20 |
1.0442 |
0.9972 |
0.0470 |
4.6% |
0.0100 |
1.0% |
68% |
False |
False |
304 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0099 |
1.0% |
74% |
False |
False |
229 |
| 60 |
1.0670 |
0.9775 |
0.0895 |
8.7% |
0.0120 |
1.2% |
58% |
False |
False |
203 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0102 |
1.0% |
62% |
False |
False |
155 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0095 |
0.9% |
55% |
False |
False |
126 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0087 |
0.8% |
55% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0734 |
|
2.618 |
1.0577 |
|
1.618 |
1.0481 |
|
1.000 |
1.0422 |
|
0.618 |
1.0385 |
|
HIGH |
1.0326 |
|
0.618 |
1.0289 |
|
0.500 |
1.0278 |
|
0.382 |
1.0267 |
|
LOW |
1.0230 |
|
0.618 |
1.0171 |
|
1.000 |
1.0134 |
|
1.618 |
1.0075 |
|
2.618 |
0.9979 |
|
4.250 |
0.9822 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0287 |
1.0281 |
| PP |
1.0282 |
1.0272 |
| S1 |
1.0278 |
1.0262 |
|