CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 15-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jul-2013 |
15-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0086 |
1.0010 |
-0.0076 |
-0.8% |
0.9902 |
| High |
1.0086 |
1.0034 |
-0.0052 |
-0.5% |
1.0138 |
| Low |
1.0082 |
1.0010 |
-0.0072 |
-0.7% |
0.9902 |
| Close |
1.0082 |
1.0034 |
-0.0048 |
-0.5% |
1.0082 |
| Range |
0.0004 |
0.0024 |
0.0020 |
500.0% |
0.0236 |
| ATR |
0.0079 |
0.0078 |
0.0000 |
-0.6% |
0.0000 |
| Volume |
10 |
2 |
-8 |
-80.0% |
125 |
|
| Daily Pivots for day following 15-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0098 |
1.0090 |
1.0047 |
|
| R3 |
1.0074 |
1.0066 |
1.0041 |
|
| R2 |
1.0050 |
1.0050 |
1.0038 |
|
| R1 |
1.0042 |
1.0042 |
1.0036 |
1.0046 |
| PP |
1.0026 |
1.0026 |
1.0026 |
1.0028 |
| S1 |
1.0018 |
1.0018 |
1.0032 |
1.0022 |
| S2 |
1.0002 |
1.0002 |
1.0030 |
|
| S3 |
0.9978 |
0.9994 |
1.0027 |
|
| S4 |
0.9954 |
0.9970 |
1.0021 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0749 |
1.0651 |
1.0212 |
|
| R3 |
1.0513 |
1.0415 |
1.0147 |
|
| R2 |
1.0277 |
1.0277 |
1.0125 |
|
| R1 |
1.0179 |
1.0179 |
1.0104 |
1.0228 |
| PP |
1.0041 |
1.0041 |
1.0041 |
1.0065 |
| S1 |
0.9943 |
0.9943 |
1.0060 |
0.9992 |
| S2 |
0.9805 |
0.9805 |
1.0039 |
|
| S3 |
0.9569 |
0.9707 |
1.0017 |
|
| S4 |
0.9333 |
0.9471 |
0.9952 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0136 |
|
2.618 |
1.0097 |
|
1.618 |
1.0073 |
|
1.000 |
1.0058 |
|
0.618 |
1.0049 |
|
HIGH |
1.0034 |
|
0.618 |
1.0025 |
|
0.500 |
1.0022 |
|
0.382 |
1.0019 |
|
LOW |
1.0010 |
|
0.618 |
0.9995 |
|
1.000 |
0.9986 |
|
1.618 |
0.9971 |
|
2.618 |
0.9947 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 15-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0030 |
1.0074 |
| PP |
1.0026 |
1.0061 |
| S1 |
1.0022 |
1.0047 |
|