CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 11-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Sep-2013 |
11-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0041 |
0.9967 |
-0.0074 |
-0.7% |
1.0174 |
| High |
1.0058 |
1.0025 |
-0.0033 |
-0.3% |
1.0178 |
| Low |
0.9956 |
0.9943 |
-0.0013 |
-0.1% |
0.9982 |
| Close |
0.9969 |
1.0010 |
0.0041 |
0.4% |
1.0082 |
| Range |
0.0102 |
0.0082 |
-0.0020 |
-19.6% |
0.0196 |
| ATR |
0.0103 |
0.0102 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
57,048 |
89,636 |
32,588 |
57.1% |
26,212 |
|
| Daily Pivots for day following 11-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0239 |
1.0206 |
1.0055 |
|
| R3 |
1.0157 |
1.0124 |
1.0033 |
|
| R2 |
1.0075 |
1.0075 |
1.0025 |
|
| R1 |
1.0042 |
1.0042 |
1.0018 |
1.0059 |
| PP |
0.9993 |
0.9993 |
0.9993 |
1.0001 |
| S1 |
0.9960 |
0.9960 |
1.0002 |
0.9977 |
| S2 |
0.9911 |
0.9911 |
0.9995 |
|
| S3 |
0.9829 |
0.9878 |
0.9987 |
|
| S4 |
0.9747 |
0.9796 |
0.9965 |
|
|
| 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 |
0.9943 |
0.0209 |
2.1% |
0.0099 |
1.0% |
32% |
False |
True |
38,123 |
| 10 |
1.0330 |
0.9943 |
0.0387 |
3.9% |
0.0096 |
1.0% |
17% |
False |
True |
20,015 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.9% |
0.0095 |
1.0% |
17% |
False |
True |
10,307 |
| 40 |
1.0442 |
0.9925 |
0.0517 |
5.2% |
0.0098 |
1.0% |
16% |
False |
False |
5,260 |
| 60 |
1.0598 |
0.9860 |
0.0738 |
7.4% |
0.0103 |
1.0% |
20% |
False |
False |
3,561 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0113 |
1.1% |
34% |
False |
False |
2,698 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0097 |
1.0% |
34% |
False |
False |
2,160 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0094 |
0.9% |
30% |
False |
False |
1,801 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0374 |
|
2.618 |
1.0240 |
|
1.618 |
1.0158 |
|
1.000 |
1.0107 |
|
0.618 |
1.0076 |
|
HIGH |
1.0025 |
|
0.618 |
0.9994 |
|
0.500 |
0.9984 |
|
0.382 |
0.9974 |
|
LOW |
0.9943 |
|
0.618 |
0.9892 |
|
1.000 |
0.9861 |
|
1.618 |
0.9810 |
|
2.618 |
0.9728 |
|
4.250 |
0.9595 |
|
|
| Fisher Pivots for day following 11-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0001 |
1.0009 |
| PP |
0.9993 |
1.0009 |
| S1 |
0.9984 |
1.0008 |
|