CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 10-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Sep-2013 |
10-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0028 |
1.0041 |
0.0013 |
0.1% |
1.0174 |
| High |
1.0073 |
1.0058 |
-0.0015 |
-0.1% |
1.0178 |
| Low |
0.9996 |
0.9956 |
-0.0040 |
-0.4% |
0.9982 |
| Close |
1.0045 |
0.9969 |
-0.0076 |
-0.8% |
1.0082 |
| Range |
0.0077 |
0.0102 |
0.0025 |
32.5% |
0.0196 |
| ATR |
0.0103 |
0.0103 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
23,130 |
57,048 |
33,918 |
146.6% |
26,212 |
|
| Daily Pivots for day following 10-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0300 |
1.0237 |
1.0025 |
|
| R3 |
1.0198 |
1.0135 |
0.9997 |
|
| R2 |
1.0096 |
1.0096 |
0.9988 |
|
| R1 |
1.0033 |
1.0033 |
0.9978 |
1.0014 |
| PP |
0.9994 |
0.9994 |
0.9994 |
0.9985 |
| S1 |
0.9931 |
0.9931 |
0.9960 |
0.9912 |
| S2 |
0.9892 |
0.9892 |
0.9950 |
|
| S3 |
0.9790 |
0.9829 |
0.9941 |
|
| S4 |
0.9688 |
0.9727 |
0.9913 |
|
|
| 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 |
1.0152 |
0.9956 |
0.0196 |
2.0% |
0.0092 |
0.9% |
7% |
False |
True |
20,989 |
| 10 |
1.0330 |
0.9956 |
0.0374 |
3.8% |
0.0104 |
1.0% |
3% |
False |
True |
11,119 |
| 20 |
1.0330 |
0.9956 |
0.0374 |
3.8% |
0.0098 |
1.0% |
3% |
False |
True |
5,835 |
| 40 |
1.0442 |
0.9925 |
0.0517 |
5.2% |
0.0098 |
1.0% |
9% |
False |
False |
3,022 |
| 60 |
1.0629 |
0.9860 |
0.0769 |
7.7% |
0.0103 |
1.0% |
14% |
False |
False |
2,071 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0113 |
1.1% |
30% |
False |
False |
1,577 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0097 |
1.0% |
30% |
False |
False |
1,263 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0094 |
0.9% |
26% |
False |
False |
1,054 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0492 |
|
2.618 |
1.0325 |
|
1.618 |
1.0223 |
|
1.000 |
1.0160 |
|
0.618 |
1.0121 |
|
HIGH |
1.0058 |
|
0.618 |
1.0019 |
|
0.500 |
1.0007 |
|
0.382 |
0.9995 |
|
LOW |
0.9956 |
|
0.618 |
0.9893 |
|
1.000 |
0.9854 |
|
1.618 |
0.9791 |
|
2.618 |
0.9689 |
|
4.250 |
0.9523 |
|
|
| Fisher Pivots for day following 10-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0007 |
1.0054 |
| PP |
0.9994 |
1.0026 |
| S1 |
0.9982 |
0.9997 |
|