CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 06-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Sep-2013 |
06-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0031 |
0.9990 |
-0.0041 |
-0.4% |
1.0174 |
| High |
1.0047 |
1.0152 |
0.0105 |
1.0% |
1.0178 |
| Low |
0.9985 |
0.9982 |
-0.0003 |
0.0% |
0.9982 |
| Close |
0.9991 |
1.0082 |
0.0091 |
0.9% |
1.0082 |
| Range |
0.0062 |
0.0170 |
0.0108 |
174.2% |
0.0196 |
| ATR |
0.0099 |
0.0105 |
0.0005 |
5.1% |
0.0000 |
| Volume |
6,243 |
14,559 |
8,316 |
133.2% |
26,212 |
|
| Daily Pivots for day following 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0502 |
1.0176 |
|
| R3 |
1.0412 |
1.0332 |
1.0129 |
|
| R2 |
1.0242 |
1.0242 |
1.0113 |
|
| R1 |
1.0162 |
1.0162 |
1.0098 |
1.0202 |
| PP |
1.0072 |
1.0072 |
1.0072 |
1.0092 |
| S1 |
0.9992 |
0.9992 |
1.0066 |
1.0032 |
| S2 |
0.9902 |
0.9902 |
1.0051 |
|
| S3 |
0.9732 |
0.9822 |
1.0035 |
|
| S4 |
0.9562 |
0.9652 |
0.9989 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0669 |
1.0571 |
1.0190 |
|
| R3 |
1.0473 |
1.0375 |
1.0136 |
|
| R2 |
1.0277 |
1.0277 |
1.0118 |
|
| R1 |
1.0179 |
1.0179 |
1.0100 |
1.0130 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0056 |
| S1 |
0.9983 |
0.9983 |
1.0064 |
0.9934 |
| S2 |
0.9885 |
0.9885 |
1.0046 |
|
| S3 |
0.9689 |
0.9787 |
1.0028 |
|
| S4 |
0.9493 |
0.9591 |
0.9974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0215 |
0.9982 |
0.0233 |
2.3% |
0.0099 |
1.0% |
43% |
False |
True |
5,584 |
| 10 |
1.0330 |
0.9982 |
0.0348 |
3.5% |
0.0100 |
1.0% |
29% |
False |
True |
3,262 |
| 20 |
1.0423 |
0.9982 |
0.0441 |
4.4% |
0.0098 |
1.0% |
23% |
False |
True |
1,854 |
| 40 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0099 |
1.0% |
30% |
False |
False |
1,025 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0106 |
1.1% |
27% |
False |
False |
742 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0111 |
1.1% |
41% |
False |
False |
576 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0096 |
0.9% |
41% |
False |
False |
462 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0094 |
0.9% |
36% |
False |
False |
387 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0875 |
|
2.618 |
1.0597 |
|
1.618 |
1.0427 |
|
1.000 |
1.0322 |
|
0.618 |
1.0257 |
|
HIGH |
1.0152 |
|
0.618 |
1.0087 |
|
0.500 |
1.0067 |
|
0.382 |
1.0047 |
|
LOW |
0.9982 |
|
0.618 |
0.9877 |
|
1.000 |
0.9812 |
|
1.618 |
0.9707 |
|
2.618 |
0.9537 |
|
4.250 |
0.9260 |
|
|
| Fisher Pivots for day following 06-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0077 |
| PP |
1.0072 |
1.0072 |
| S1 |
1.0067 |
1.0067 |
|