CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9967 |
1.0006 |
0.0039 |
0.4% |
1.0174 |
| High |
1.0025 |
1.0105 |
0.0080 |
0.8% |
1.0178 |
| Low |
0.9943 |
1.0006 |
0.0063 |
0.6% |
0.9982 |
| Close |
1.0010 |
1.0061 |
0.0051 |
0.5% |
1.0082 |
| Range |
0.0082 |
0.0099 |
0.0017 |
20.7% |
0.0196 |
| ATR |
0.0102 |
0.0101 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
89,636 |
94,649 |
5,013 |
5.6% |
26,212 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0307 |
1.0115 |
|
| R3 |
1.0255 |
1.0208 |
1.0088 |
|
| R2 |
1.0156 |
1.0156 |
1.0079 |
|
| R1 |
1.0109 |
1.0109 |
1.0070 |
1.0133 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0069 |
| S1 |
1.0010 |
1.0010 |
1.0052 |
1.0034 |
| S2 |
0.9958 |
0.9958 |
1.0043 |
|
| S3 |
0.9859 |
0.9911 |
1.0034 |
|
| S4 |
0.9760 |
0.9812 |
1.0007 |
|
|
| 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% |
0.0106 |
1.1% |
56% |
False |
False |
55,804 |
| 10 |
1.0264 |
0.9943 |
0.0321 |
3.2% |
0.0096 |
1.0% |
37% |
False |
False |
29,344 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0098 |
1.0% |
30% |
False |
False |
15,012 |
| 40 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0099 |
1.0% |
26% |
False |
False |
7,622 |
| 60 |
1.0540 |
0.9860 |
0.0680 |
6.8% |
0.0102 |
1.0% |
30% |
False |
False |
5,138 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0114 |
1.1% |
39% |
False |
False |
3,881 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0098 |
1.0% |
39% |
False |
False |
3,106 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0094 |
0.9% |
34% |
False |
False |
2,590 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0526 |
|
2.618 |
1.0364 |
|
1.618 |
1.0265 |
|
1.000 |
1.0204 |
|
0.618 |
1.0166 |
|
HIGH |
1.0105 |
|
0.618 |
1.0067 |
|
0.500 |
1.0056 |
|
0.382 |
1.0044 |
|
LOW |
1.0006 |
|
0.618 |
0.9945 |
|
1.000 |
0.9907 |
|
1.618 |
0.9846 |
|
2.618 |
0.9747 |
|
4.250 |
0.9585 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0059 |
1.0049 |
| PP |
1.0057 |
1.0036 |
| S1 |
1.0056 |
1.0024 |
|