CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0056 |
1.0119 |
0.0063 |
0.6% |
1.0028 |
| High |
1.0086 |
1.0142 |
0.0056 |
0.6% |
1.0105 |
| Low |
1.0007 |
1.0078 |
0.0071 |
0.7% |
0.9943 |
| Close |
1.0078 |
1.0089 |
0.0011 |
0.1% |
1.0078 |
| Range |
0.0079 |
0.0064 |
-0.0015 |
-19.0% |
0.0162 |
| ATR |
0.0100 |
0.0097 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
124,702 |
94,532 |
-30,170 |
-24.2% |
389,165 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0295 |
1.0256 |
1.0124 |
|
| R3 |
1.0231 |
1.0192 |
1.0107 |
|
| R2 |
1.0167 |
1.0167 |
1.0101 |
|
| R1 |
1.0128 |
1.0128 |
1.0095 |
1.0116 |
| PP |
1.0103 |
1.0103 |
1.0103 |
1.0097 |
| S1 |
1.0064 |
1.0064 |
1.0083 |
1.0052 |
| S2 |
1.0039 |
1.0039 |
1.0077 |
|
| S3 |
0.9975 |
1.0000 |
1.0071 |
|
| S4 |
0.9911 |
0.9936 |
1.0054 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0528 |
1.0465 |
1.0167 |
|
| R3 |
1.0366 |
1.0303 |
1.0123 |
|
| R2 |
1.0204 |
1.0204 |
1.0108 |
|
| R1 |
1.0141 |
1.0141 |
1.0093 |
1.0173 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0058 |
| S1 |
0.9979 |
0.9979 |
1.0063 |
1.0011 |
| S2 |
0.9880 |
0.9880 |
1.0048 |
|
| S3 |
0.9718 |
0.9817 |
1.0033 |
|
| S4 |
0.9556 |
0.9655 |
0.9989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0142 |
0.9943 |
0.0199 |
2.0% |
0.0085 |
0.8% |
73% |
True |
False |
92,113 |
| 10 |
1.0178 |
0.9943 |
0.0235 |
2.3% |
0.0094 |
0.9% |
62% |
False |
False |
50,990 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0093 |
0.9% |
38% |
False |
False |
25,925 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0098 |
1.0% |
29% |
False |
False |
13,095 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0098 |
1.0% |
39% |
False |
False |
8,789 |
| 80 |
1.0670 |
0.9697 |
0.0973 |
9.6% |
0.0115 |
1.1% |
40% |
False |
False |
6,621 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0099 |
1.0% |
42% |
False |
False |
5,298 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0094 |
0.9% |
37% |
False |
False |
4,417 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0414 |
|
2.618 |
1.0310 |
|
1.618 |
1.0246 |
|
1.000 |
1.0206 |
|
0.618 |
1.0182 |
|
HIGH |
1.0142 |
|
0.618 |
1.0118 |
|
0.500 |
1.0110 |
|
0.382 |
1.0102 |
|
LOW |
1.0078 |
|
0.618 |
1.0038 |
|
1.000 |
1.0014 |
|
1.618 |
0.9974 |
|
2.618 |
0.9910 |
|
4.250 |
0.9806 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0110 |
1.0084 |
| PP |
1.0103 |
1.0079 |
| S1 |
1.0096 |
1.0074 |
|