CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0089 |
1.0044 |
-0.0045 |
-0.4% |
0.9879 |
| High |
1.0100 |
1.0056 |
-0.0044 |
-0.4% |
1.0184 |
| Low |
1.0006 |
0.9937 |
-0.0069 |
-0.7% |
0.9852 |
| Close |
1.0044 |
0.9956 |
-0.0088 |
-0.9% |
1.0065 |
| Range |
0.0094 |
0.0119 |
0.0025 |
26.6% |
0.0332 |
| ATR |
0.0140 |
0.0138 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
132,759 |
110,047 |
-22,712 |
-17.1% |
660,747 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0267 |
1.0021 |
|
| R3 |
1.0221 |
1.0148 |
0.9989 |
|
| R2 |
1.0102 |
1.0102 |
0.9978 |
|
| R1 |
1.0029 |
1.0029 |
0.9967 |
1.0006 |
| PP |
0.9983 |
0.9983 |
0.9983 |
0.9972 |
| S1 |
0.9910 |
0.9910 |
0.9945 |
0.9887 |
| S2 |
0.9864 |
0.9864 |
0.9934 |
|
| S3 |
0.9745 |
0.9791 |
0.9923 |
|
| S4 |
0.9626 |
0.9672 |
0.9891 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0879 |
1.0248 |
|
| R3 |
1.0698 |
1.0547 |
1.0156 |
|
| R2 |
1.0366 |
1.0366 |
1.0126 |
|
| R1 |
1.0215 |
1.0215 |
1.0095 |
1.0291 |
| PP |
1.0034 |
1.0034 |
1.0034 |
1.0071 |
| S1 |
0.9883 |
0.9883 |
1.0035 |
0.9959 |
| S2 |
0.9702 |
0.9702 |
1.0004 |
|
| S3 |
0.9370 |
0.9551 |
0.9974 |
|
| S4 |
0.9038 |
0.9219 |
0.9882 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0137 |
0.9937 |
0.0200 |
2.0% |
0.0117 |
1.2% |
10% |
False |
True |
107,931 |
| 10 |
1.0184 |
0.9852 |
0.0332 |
3.3% |
0.0121 |
1.2% |
31% |
False |
False |
127,593 |
| 20 |
1.0400 |
0.9852 |
0.0548 |
5.5% |
0.0126 |
1.3% |
19% |
False |
False |
145,792 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0162 |
1.6% |
30% |
False |
False |
103,418 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0138 |
1.4% |
30% |
False |
False |
69,084 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0135 |
1.4% |
27% |
False |
False |
51,877 |
| 100 |
1.0984 |
0.9646 |
0.1338 |
13.4% |
0.0128 |
1.3% |
23% |
False |
False |
41,512 |
| 120 |
1.1083 |
0.9646 |
0.1437 |
14.4% |
0.0120 |
1.2% |
22% |
False |
False |
34,599 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0562 |
|
2.618 |
1.0368 |
|
1.618 |
1.0249 |
|
1.000 |
1.0175 |
|
0.618 |
1.0130 |
|
HIGH |
1.0056 |
|
0.618 |
1.0011 |
|
0.500 |
0.9997 |
|
0.382 |
0.9982 |
|
LOW |
0.9937 |
|
0.618 |
0.9863 |
|
1.000 |
0.9818 |
|
1.618 |
0.9744 |
|
2.618 |
0.9625 |
|
4.250 |
0.9431 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9997 |
1.0027 |
| PP |
0.9983 |
1.0003 |
| S1 |
0.9970 |
0.9980 |
|