CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0279 |
1.0234 |
-0.0045 |
-0.4% |
1.0395 |
| High |
1.0298 |
1.0236 |
-0.0062 |
-0.6% |
1.0423 |
| Low |
1.0213 |
1.0126 |
-0.0087 |
-0.9% |
1.0151 |
| Close |
1.0239 |
1.0150 |
-0.0089 |
-0.9% |
1.0255 |
| Range |
0.0085 |
0.0110 |
0.0025 |
29.4% |
0.0272 |
| ATR |
0.0105 |
0.0105 |
0.0001 |
0.6% |
0.0000 |
| Volume |
641 |
490 |
-151 |
-23.6% |
1,993 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0501 |
1.0435 |
1.0211 |
|
| R3 |
1.0391 |
1.0325 |
1.0180 |
|
| R2 |
1.0281 |
1.0281 |
1.0170 |
|
| R1 |
1.0215 |
1.0215 |
1.0160 |
1.0193 |
| PP |
1.0171 |
1.0171 |
1.0171 |
1.0160 |
| S1 |
1.0105 |
1.0105 |
1.0140 |
1.0083 |
| S2 |
1.0061 |
1.0061 |
1.0130 |
|
| S3 |
0.9951 |
0.9995 |
1.0120 |
|
| S4 |
0.9841 |
0.9885 |
1.0090 |
|
|
| 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 |
1.0126 |
0.0200 |
2.0% |
0.0087 |
0.9% |
12% |
False |
True |
582 |
| 10 |
1.0423 |
1.0126 |
0.0297 |
2.9% |
0.0096 |
0.9% |
8% |
False |
True |
445 |
| 20 |
1.0442 |
1.0025 |
0.0417 |
4.1% |
0.0100 |
1.0% |
30% |
False |
False |
351 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0099 |
1.0% |
50% |
False |
False |
245 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0119 |
1.2% |
36% |
False |
False |
221 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0105 |
1.0% |
48% |
False |
False |
169 |
| 100 |
1.0799 |
0.9675 |
0.1124 |
11.1% |
0.0097 |
1.0% |
42% |
False |
False |
137 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0089 |
0.9% |
42% |
False |
False |
116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0704 |
|
2.618 |
1.0524 |
|
1.618 |
1.0414 |
|
1.000 |
1.0346 |
|
0.618 |
1.0304 |
|
HIGH |
1.0236 |
|
0.618 |
1.0194 |
|
0.500 |
1.0181 |
|
0.382 |
1.0168 |
|
LOW |
1.0126 |
|
0.618 |
1.0058 |
|
1.000 |
1.0016 |
|
1.618 |
0.9948 |
|
2.618 |
0.9838 |
|
4.250 |
0.9659 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0181 |
1.0226 |
| PP |
1.0171 |
1.0201 |
| S1 |
1.0160 |
1.0175 |
|