CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 17-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Sep-2013 |
17-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0119 |
1.0094 |
-0.0025 |
-0.2% |
1.0028 |
| High |
1.0142 |
1.0105 |
-0.0037 |
-0.4% |
1.0105 |
| Low |
1.0078 |
1.0066 |
-0.0012 |
-0.1% |
0.9943 |
| Close |
1.0089 |
1.0093 |
0.0004 |
0.0% |
1.0078 |
| Range |
0.0064 |
0.0039 |
-0.0025 |
-39.1% |
0.0162 |
| ATR |
0.0097 |
0.0093 |
-0.0004 |
-4.3% |
0.0000 |
| Volume |
94,532 |
75,471 |
-19,061 |
-20.2% |
389,165 |
|
| Daily Pivots for day following 17-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0205 |
1.0188 |
1.0114 |
|
| R3 |
1.0166 |
1.0149 |
1.0104 |
|
| R2 |
1.0127 |
1.0127 |
1.0100 |
|
| R1 |
1.0110 |
1.0110 |
1.0097 |
1.0099 |
| PP |
1.0088 |
1.0088 |
1.0088 |
1.0083 |
| S1 |
1.0071 |
1.0071 |
1.0089 |
1.0060 |
| S2 |
1.0049 |
1.0049 |
1.0086 |
|
| S3 |
1.0010 |
1.0032 |
1.0082 |
|
| S4 |
0.9971 |
0.9993 |
1.0072 |
|
|
| 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% |
0.0073 |
0.7% |
75% |
False |
False |
95,798 |
| 10 |
1.0152 |
0.9943 |
0.0209 |
2.1% |
0.0082 |
0.8% |
72% |
False |
False |
58,393 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0091 |
0.9% |
39% |
False |
False |
29,672 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
4.9% |
0.0095 |
0.9% |
30% |
False |
False |
14,981 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0097 |
1.0% |
40% |
False |
False |
10,039 |
| 80 |
1.0670 |
0.9775 |
0.0895 |
8.9% |
0.0112 |
1.1% |
36% |
False |
False |
7,564 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0099 |
1.0% |
42% |
False |
False |
6,053 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0094 |
0.9% |
37% |
False |
False |
5,046 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0271 |
|
2.618 |
1.0207 |
|
1.618 |
1.0168 |
|
1.000 |
1.0144 |
|
0.618 |
1.0129 |
|
HIGH |
1.0105 |
|
0.618 |
1.0090 |
|
0.500 |
1.0086 |
|
0.382 |
1.0081 |
|
LOW |
1.0066 |
|
0.618 |
1.0042 |
|
1.000 |
1.0027 |
|
1.618 |
1.0003 |
|
2.618 |
0.9964 |
|
4.250 |
0.9900 |
|
|
| Fisher Pivots for day following 17-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0091 |
1.0087 |
| PP |
1.0088 |
1.0081 |
| S1 |
1.0086 |
1.0075 |
|