CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0048 |
1.0031 |
-0.0017 |
-0.2% |
1.0138 |
| High |
1.0071 |
1.0047 |
-0.0024 |
-0.2% |
1.0330 |
| Low |
1.0024 |
0.9985 |
-0.0039 |
-0.4% |
1.0124 |
| Close |
1.0030 |
0.9991 |
-0.0039 |
-0.4% |
1.0193 |
| Range |
0.0047 |
0.0062 |
0.0015 |
31.9% |
0.0206 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.8% |
0.0000 |
| Volume |
3,968 |
6,243 |
2,275 |
57.3% |
5,618 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0194 |
1.0154 |
1.0025 |
|
| R3 |
1.0132 |
1.0092 |
1.0008 |
|
| R2 |
1.0070 |
1.0070 |
1.0002 |
|
| R1 |
1.0030 |
1.0030 |
0.9997 |
1.0019 |
| PP |
1.0008 |
1.0008 |
1.0008 |
1.0002 |
| S1 |
0.9968 |
0.9968 |
0.9985 |
0.9957 |
| S2 |
0.9946 |
0.9946 |
0.9980 |
|
| S3 |
0.9884 |
0.9906 |
0.9974 |
|
| S4 |
0.9822 |
0.9844 |
0.9957 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0719 |
1.0306 |
|
| R3 |
1.0628 |
1.0513 |
1.0250 |
|
| R2 |
1.0422 |
1.0422 |
1.0231 |
|
| R1 |
1.0307 |
1.0307 |
1.0212 |
1.0365 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0244 |
| S1 |
1.0101 |
1.0101 |
1.0174 |
1.0159 |
| S2 |
1.0010 |
1.0010 |
1.0155 |
|
| S3 |
0.9804 |
0.9895 |
1.0136 |
|
| S4 |
0.9598 |
0.9689 |
1.0080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0264 |
0.9985 |
0.0279 |
2.8% |
0.0086 |
0.9% |
2% |
False |
True |
2,883 |
| 10 |
1.0330 |
0.9985 |
0.0345 |
3.5% |
0.0094 |
0.9% |
2% |
False |
True |
1,855 |
| 20 |
1.0442 |
0.9985 |
0.0457 |
4.6% |
0.0095 |
0.9% |
1% |
False |
True |
1,157 |
| 40 |
1.0442 |
0.9925 |
0.0517 |
5.2% |
0.0097 |
1.0% |
13% |
False |
False |
666 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0107 |
1.1% |
16% |
False |
False |
503 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0109 |
1.1% |
32% |
False |
False |
394 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0095 |
0.9% |
32% |
False |
False |
316 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0093 |
0.9% |
28% |
False |
False |
265 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0311 |
|
2.618 |
1.0209 |
|
1.618 |
1.0147 |
|
1.000 |
1.0109 |
|
0.618 |
1.0085 |
|
HIGH |
1.0047 |
|
0.618 |
1.0023 |
|
0.500 |
1.0016 |
|
0.382 |
1.0009 |
|
LOW |
0.9985 |
|
0.618 |
0.9947 |
|
1.000 |
0.9923 |
|
1.618 |
0.9885 |
|
2.618 |
0.9823 |
|
4.250 |
0.9722 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0016 |
1.0082 |
| PP |
1.0008 |
1.0051 |
| S1 |
0.9999 |
1.0021 |
|