CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 23-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Aug-2013 |
23-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0133 |
-0.0101 |
-1.0% |
1.0249 |
| High |
1.0236 |
1.0169 |
-0.0067 |
-0.7% |
1.0326 |
| Low |
1.0126 |
1.0097 |
-0.0029 |
-0.3% |
1.0097 |
| Close |
1.0150 |
1.0142 |
-0.0008 |
-0.1% |
1.0142 |
| Range |
0.0110 |
0.0072 |
-0.0038 |
-34.5% |
0.0229 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.3% |
0.0000 |
| Volume |
490 |
797 |
307 |
62.7% |
2,975 |
|
| Daily Pivots for day following 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0352 |
1.0319 |
1.0182 |
|
| R3 |
1.0280 |
1.0247 |
1.0162 |
|
| R2 |
1.0208 |
1.0208 |
1.0155 |
|
| R1 |
1.0175 |
1.0175 |
1.0149 |
1.0192 |
| PP |
1.0136 |
1.0136 |
1.0136 |
1.0144 |
| S1 |
1.0103 |
1.0103 |
1.0135 |
1.0120 |
| S2 |
1.0064 |
1.0064 |
1.0129 |
|
| S3 |
0.9992 |
1.0031 |
1.0122 |
|
| S4 |
0.9920 |
0.9959 |
1.0102 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0738 |
1.0268 |
|
| R3 |
1.0646 |
1.0509 |
1.0205 |
|
| R2 |
1.0417 |
1.0417 |
1.0184 |
|
| R1 |
1.0280 |
1.0280 |
1.0163 |
1.0234 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0166 |
| S1 |
1.0051 |
1.0051 |
1.0121 |
1.0005 |
| S2 |
0.9959 |
0.9959 |
1.0100 |
|
| S3 |
0.9730 |
0.9822 |
1.0079 |
|
| S4 |
0.9501 |
0.9593 |
1.0016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0326 |
1.0097 |
0.0229 |
2.3% |
0.0087 |
0.9% |
20% |
False |
True |
595 |
| 10 |
1.0423 |
1.0097 |
0.0326 |
3.2% |
0.0094 |
0.9% |
14% |
False |
True |
496 |
| 20 |
1.0442 |
1.0025 |
0.0417 |
4.1% |
0.0097 |
1.0% |
28% |
False |
False |
383 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0099 |
1.0% |
48% |
False |
False |
261 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0119 |
1.2% |
35% |
False |
False |
233 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0106 |
1.0% |
47% |
False |
False |
179 |
| 100 |
1.0734 |
0.9675 |
0.1059 |
10.4% |
0.0096 |
1.0% |
44% |
False |
False |
145 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0089 |
0.9% |
42% |
False |
False |
122 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0475 |
|
2.618 |
1.0357 |
|
1.618 |
1.0285 |
|
1.000 |
1.0241 |
|
0.618 |
1.0213 |
|
HIGH |
1.0169 |
|
0.618 |
1.0141 |
|
0.500 |
1.0133 |
|
0.382 |
1.0125 |
|
LOW |
1.0097 |
|
0.618 |
1.0053 |
|
1.000 |
1.0025 |
|
1.618 |
0.9981 |
|
2.618 |
0.9909 |
|
4.250 |
0.9791 |
|
|
| Fisher Pivots for day following 23-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0139 |
1.0198 |
| PP |
1.0136 |
1.0179 |
| S1 |
1.0133 |
1.0161 |
|