CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 19-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Sep-2013 |
19-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0092 |
1.0192 |
0.0100 |
1.0% |
1.0028 |
| High |
1.0234 |
1.0210 |
-0.0024 |
-0.2% |
1.0105 |
| Low |
1.0071 |
1.0041 |
-0.0030 |
-0.3% |
0.9943 |
| Close |
1.0213 |
1.0073 |
-0.0140 |
-1.4% |
1.0078 |
| Range |
0.0163 |
0.0169 |
0.0006 |
3.7% |
0.0162 |
| ATR |
0.0098 |
0.0103 |
0.0005 |
5.4% |
0.0000 |
| Volume |
162,615 |
163,617 |
1,002 |
0.6% |
389,165 |
|
| Daily Pivots for day following 19-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0615 |
1.0513 |
1.0166 |
|
| R3 |
1.0446 |
1.0344 |
1.0119 |
|
| R2 |
1.0277 |
1.0277 |
1.0104 |
|
| R1 |
1.0175 |
1.0175 |
1.0088 |
1.0142 |
| PP |
1.0108 |
1.0108 |
1.0108 |
1.0091 |
| S1 |
1.0006 |
1.0006 |
1.0058 |
0.9973 |
| S2 |
0.9939 |
0.9939 |
1.0042 |
|
| S3 |
0.9770 |
0.9837 |
1.0027 |
|
| S4 |
0.9601 |
0.9668 |
0.9980 |
|
|
| 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 |
1.0234 |
1.0007 |
0.0227 |
2.3% |
0.0103 |
1.0% |
29% |
False |
False |
124,187 |
| 10 |
1.0234 |
0.9943 |
0.0291 |
2.9% |
0.0104 |
1.0% |
45% |
False |
False |
89,995 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0099 |
1.0% |
34% |
False |
False |
45,925 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0099 |
1.0% |
26% |
False |
False |
23,129 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0099 |
1.0% |
37% |
False |
False |
15,466 |
| 80 |
1.0670 |
0.9800 |
0.0870 |
8.6% |
0.0114 |
1.1% |
31% |
False |
False |
11,641 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0102 |
1.0% |
40% |
False |
False |
9,315 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0097 |
1.0% |
35% |
False |
False |
7,764 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0928 |
|
2.618 |
1.0652 |
|
1.618 |
1.0483 |
|
1.000 |
1.0379 |
|
0.618 |
1.0314 |
|
HIGH |
1.0210 |
|
0.618 |
1.0145 |
|
0.500 |
1.0126 |
|
0.382 |
1.0106 |
|
LOW |
1.0041 |
|
0.618 |
0.9937 |
|
1.000 |
0.9872 |
|
1.618 |
0.9768 |
|
2.618 |
0.9599 |
|
4.250 |
0.9323 |
|
|
| Fisher Pivots for day following 19-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0126 |
1.0138 |
| PP |
1.0108 |
1.0116 |
| S1 |
1.0091 |
1.0095 |
|