CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 28-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Aug-2013 |
28-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0278 |
0.0054 |
0.5% |
1.0264 |
| High |
1.0315 |
1.0278 |
-0.0037 |
-0.4% |
1.0300 |
| Low |
1.0224 |
1.0250 |
0.0026 |
0.3% |
1.0151 |
| Close |
1.0315 |
1.0250 |
-0.0065 |
-0.6% |
1.0151 |
| Range |
0.0091 |
0.0028 |
-0.0063 |
-69.2% |
0.0149 |
| ATR |
0.0063 |
0.0063 |
0.0000 |
0.3% |
0.0000 |
| Volume |
15 |
3 |
-12 |
-80.0% |
6 |
|
| Daily Pivots for day following 28-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0325 |
1.0265 |
|
| R3 |
1.0315 |
1.0297 |
1.0258 |
|
| R2 |
1.0287 |
1.0287 |
1.0255 |
|
| R1 |
1.0269 |
1.0269 |
1.0253 |
1.0264 |
| PP |
1.0259 |
1.0259 |
1.0259 |
1.0257 |
| S1 |
1.0241 |
1.0241 |
1.0247 |
1.0236 |
| S2 |
1.0231 |
1.0231 |
1.0245 |
|
| S3 |
1.0203 |
1.0213 |
1.0242 |
|
| S4 |
1.0175 |
1.0185 |
1.0235 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0548 |
1.0233 |
|
| R3 |
1.0499 |
1.0399 |
1.0192 |
|
| R2 |
1.0350 |
1.0350 |
1.0178 |
|
| R1 |
1.0250 |
1.0250 |
1.0165 |
1.0226 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0188 |
| S1 |
1.0101 |
1.0101 |
1.0137 |
1.0077 |
| S2 |
1.0052 |
1.0052 |
1.0124 |
|
| S3 |
0.9903 |
0.9952 |
1.0110 |
|
| S4 |
0.9754 |
0.9803 |
1.0069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0315 |
1.0151 |
0.0164 |
1.6% |
0.0030 |
0.3% |
60% |
False |
False |
4 |
| 10 |
1.0315 |
1.0151 |
0.0164 |
1.6% |
0.0017 |
0.2% |
60% |
False |
False |
2 |
| 20 |
1.0398 |
1.0066 |
0.0332 |
3.2% |
0.0013 |
0.1% |
55% |
False |
False |
4 |
| 40 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0017 |
0.2% |
70% |
False |
False |
6 |
| 60 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0034 |
0.3% |
47% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0397 |
|
2.618 |
1.0351 |
|
1.618 |
1.0323 |
|
1.000 |
1.0306 |
|
0.618 |
1.0295 |
|
HIGH |
1.0278 |
|
0.618 |
1.0267 |
|
0.500 |
1.0264 |
|
0.382 |
1.0261 |
|
LOW |
1.0250 |
|
0.618 |
1.0233 |
|
1.000 |
1.0222 |
|
1.618 |
1.0205 |
|
2.618 |
1.0177 |
|
4.250 |
1.0131 |
|
|
| Fisher Pivots for day following 28-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0264 |
1.0244 |
| PP |
1.0259 |
1.0239 |
| S1 |
1.0255 |
1.0233 |
|