CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0164 |
1.0310 |
0.0146 |
1.4% |
1.0249 |
| High |
1.0318 |
1.0330 |
0.0012 |
0.1% |
1.0326 |
| Low |
1.0155 |
1.0228 |
0.0073 |
0.7% |
1.0097 |
| Close |
1.0306 |
1.0242 |
-0.0064 |
-0.6% |
1.0142 |
| Range |
0.0163 |
0.0102 |
-0.0061 |
-37.4% |
0.0229 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
673 |
1,362 |
689 |
102.4% |
2,975 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0573 |
1.0509 |
1.0298 |
|
| R3 |
1.0471 |
1.0407 |
1.0270 |
|
| R2 |
1.0369 |
1.0369 |
1.0261 |
|
| R1 |
1.0305 |
1.0305 |
1.0251 |
1.0286 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0257 |
| S1 |
1.0203 |
1.0203 |
1.0233 |
1.0184 |
| S2 |
1.0165 |
1.0165 |
1.0223 |
|
| S3 |
1.0063 |
1.0101 |
1.0214 |
|
| S4 |
0.9961 |
0.9999 |
1.0186 |
|
|
| 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 |
1.0330 |
1.0097 |
0.0233 |
2.3% |
0.0101 |
1.0% |
62% |
True |
False |
828 |
| 10 |
1.0330 |
1.0097 |
0.0233 |
2.3% |
0.0099 |
1.0% |
62% |
True |
False |
680 |
| 20 |
1.0442 |
1.0025 |
0.0417 |
4.1% |
0.0104 |
1.0% |
52% |
False |
False |
497 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0101 |
1.0% |
66% |
False |
False |
326 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0119 |
1.2% |
47% |
False |
False |
279 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0108 |
1.1% |
57% |
False |
False |
214 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0094 |
0.9% |
57% |
False |
False |
172 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0091 |
0.9% |
50% |
False |
False |
146 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0764 |
|
2.618 |
1.0597 |
|
1.618 |
1.0495 |
|
1.000 |
1.0432 |
|
0.618 |
1.0393 |
|
HIGH |
1.0330 |
|
0.618 |
1.0291 |
|
0.500 |
1.0279 |
|
0.382 |
1.0267 |
|
LOW |
1.0228 |
|
0.618 |
1.0165 |
|
1.000 |
1.0126 |
|
1.618 |
1.0063 |
|
2.618 |
0.9961 |
|
4.250 |
0.9795 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0279 |
1.0237 |
| PP |
1.0267 |
1.0232 |
| S1 |
1.0254 |
1.0227 |
|