CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0203 |
1.0052 |
-0.0151 |
-1.5% |
1.0167 |
| High |
1.0209 |
1.0066 |
-0.0143 |
-1.4% |
1.0315 |
| Low |
1.0201 |
1.0020 |
-0.0181 |
-1.8% |
1.0151 |
| Close |
1.0201 |
1.0066 |
-0.0135 |
-1.3% |
1.0201 |
| Range |
0.0008 |
0.0046 |
0.0038 |
475.0% |
0.0164 |
| ATR |
0.0061 |
0.0069 |
0.0009 |
14.2% |
0.0000 |
| Volume |
2 |
5 |
3 |
150.0% |
22 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0189 |
1.0173 |
1.0091 |
|
| R3 |
1.0143 |
1.0127 |
1.0079 |
|
| R2 |
1.0097 |
1.0097 |
1.0074 |
|
| R1 |
1.0081 |
1.0081 |
1.0070 |
1.0089 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0055 |
| S1 |
1.0035 |
1.0035 |
1.0062 |
1.0043 |
| S2 |
1.0005 |
1.0005 |
1.0058 |
|
| S3 |
0.9959 |
0.9989 |
1.0053 |
|
| S4 |
0.9913 |
0.9943 |
1.0041 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0622 |
1.0291 |
|
| R3 |
1.0550 |
1.0458 |
1.0246 |
|
| R2 |
1.0386 |
1.0386 |
1.0231 |
|
| R1 |
1.0294 |
1.0294 |
1.0216 |
1.0340 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0246 |
| S1 |
1.0130 |
1.0130 |
1.0186 |
1.0176 |
| S2 |
1.0058 |
1.0058 |
1.0171 |
|
| S3 |
0.9894 |
0.9966 |
1.0156 |
|
| S4 |
0.9730 |
0.9802 |
1.0111 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0315 |
1.0020 |
0.0295 |
2.9% |
0.0050 |
0.5% |
16% |
False |
True |
5 |
| 10 |
1.0315 |
1.0020 |
0.0295 |
2.9% |
0.0030 |
0.3% |
16% |
False |
True |
3 |
| 20 |
1.0398 |
1.0020 |
0.0378 |
3.8% |
0.0019 |
0.2% |
12% |
False |
True |
3 |
| 40 |
1.0398 |
0.9930 |
0.0468 |
4.6% |
0.0018 |
0.2% |
29% |
False |
False |
6 |
| 60 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0026 |
0.3% |
22% |
False |
False |
6 |
| 80 |
1.0643 |
0.9710 |
0.0933 |
9.3% |
0.0032 |
0.3% |
38% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0262 |
|
2.618 |
1.0186 |
|
1.618 |
1.0140 |
|
1.000 |
1.0112 |
|
0.618 |
1.0094 |
|
HIGH |
1.0066 |
|
0.618 |
1.0048 |
|
0.500 |
1.0043 |
|
0.382 |
1.0038 |
|
LOW |
1.0020 |
|
0.618 |
0.9992 |
|
1.000 |
0.9974 |
|
1.618 |
0.9946 |
|
2.618 |
0.9900 |
|
4.250 |
0.9825 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0144 |
| PP |
1.0051 |
1.0118 |
| S1 |
1.0043 |
1.0092 |
|