CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0044 |
0.9952 |
-0.0092 |
-0.9% |
1.0071 |
| High |
1.0056 |
1.0023 |
-0.0033 |
-0.3% |
1.0116 |
| Low |
0.9937 |
0.9916 |
-0.0021 |
-0.2% |
0.9916 |
| Close |
0.9956 |
0.9980 |
0.0024 |
0.2% |
0.9980 |
| Range |
0.0119 |
0.0107 |
-0.0012 |
-10.1% |
0.0200 |
| ATR |
0.0138 |
0.0136 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
110,047 |
121,230 |
11,183 |
10.2% |
545,820 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0244 |
1.0039 |
|
| R3 |
1.0187 |
1.0137 |
1.0009 |
|
| R2 |
1.0080 |
1.0080 |
1.0000 |
|
| R1 |
1.0030 |
1.0030 |
0.9990 |
1.0055 |
| PP |
0.9973 |
0.9973 |
0.9973 |
0.9986 |
| S1 |
0.9923 |
0.9923 |
0.9970 |
0.9948 |
| S2 |
0.9866 |
0.9866 |
0.9960 |
|
| S3 |
0.9759 |
0.9816 |
0.9951 |
|
| S4 |
0.9652 |
0.9709 |
0.9921 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0604 |
1.0492 |
1.0090 |
|
| R3 |
1.0404 |
1.0292 |
1.0035 |
|
| R2 |
1.0204 |
1.0204 |
1.0017 |
|
| R1 |
1.0092 |
1.0092 |
0.9998 |
1.0048 |
| PP |
1.0004 |
1.0004 |
1.0004 |
0.9982 |
| S1 |
0.9892 |
0.9892 |
0.9962 |
0.9848 |
| S2 |
0.9804 |
0.9804 |
0.9943 |
|
| S3 |
0.9604 |
0.9692 |
0.9925 |
|
| S4 |
0.9404 |
0.9492 |
0.9870 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0116 |
0.9916 |
0.0200 |
2.0% |
0.0118 |
1.2% |
32% |
False |
True |
109,164 |
| 10 |
1.0184 |
0.9852 |
0.0332 |
3.3% |
0.0115 |
1.1% |
39% |
False |
False |
120,656 |
| 20 |
1.0328 |
0.9852 |
0.0476 |
4.8% |
0.0120 |
1.2% |
27% |
False |
False |
138,691 |
| 40 |
1.0669 |
0.9661 |
0.1008 |
10.1% |
0.0161 |
1.6% |
32% |
False |
False |
106,437 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0139 |
1.4% |
33% |
False |
False |
71,101 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0136 |
1.4% |
29% |
False |
False |
53,392 |
| 100 |
1.0962 |
0.9646 |
0.1316 |
13.2% |
0.0127 |
1.3% |
25% |
False |
False |
42,723 |
| 120 |
1.1083 |
0.9646 |
0.1437 |
14.4% |
0.0120 |
1.2% |
23% |
False |
False |
35,609 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0478 |
|
2.618 |
1.0303 |
|
1.618 |
1.0196 |
|
1.000 |
1.0130 |
|
0.618 |
1.0089 |
|
HIGH |
1.0023 |
|
0.618 |
0.9982 |
|
0.500 |
0.9970 |
|
0.382 |
0.9957 |
|
LOW |
0.9916 |
|
0.618 |
0.9850 |
|
1.000 |
0.9809 |
|
1.618 |
0.9743 |
|
2.618 |
0.9636 |
|
4.250 |
0.9461 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9977 |
1.0008 |
| PP |
0.9973 |
0.9999 |
| S1 |
0.9970 |
0.9989 |
|