CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 22-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jul-2013 |
22-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9952 |
0.9963 |
0.0011 |
0.1% |
1.0071 |
| High |
1.0023 |
1.0075 |
0.0052 |
0.5% |
1.0116 |
| Low |
0.9916 |
0.9940 |
0.0024 |
0.2% |
0.9916 |
| Close |
0.9980 |
1.0044 |
0.0064 |
0.6% |
0.9980 |
| Range |
0.0107 |
0.0135 |
0.0028 |
26.2% |
0.0200 |
| ATR |
0.0136 |
0.0136 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
121,230 |
119,225 |
-2,005 |
-1.7% |
545,820 |
|
| Daily Pivots for day following 22-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0425 |
1.0369 |
1.0118 |
|
| R3 |
1.0290 |
1.0234 |
1.0081 |
|
| R2 |
1.0155 |
1.0155 |
1.0069 |
|
| R1 |
1.0099 |
1.0099 |
1.0056 |
1.0127 |
| PP |
1.0020 |
1.0020 |
1.0020 |
1.0034 |
| S1 |
0.9964 |
0.9964 |
1.0032 |
0.9992 |
| S2 |
0.9885 |
0.9885 |
1.0019 |
|
| S3 |
0.9750 |
0.9829 |
1.0007 |
|
| S4 |
0.9615 |
0.9694 |
0.9970 |
|
|
| 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% |
0.0115 |
1.1% |
64% |
False |
False |
116,485 |
| 10 |
1.0184 |
0.9873 |
0.0311 |
3.1% |
0.0121 |
1.2% |
55% |
False |
False |
123,323 |
| 20 |
1.0318 |
0.9852 |
0.0466 |
4.6% |
0.0120 |
1.2% |
41% |
False |
False |
136,176 |
| 40 |
1.0669 |
0.9757 |
0.0912 |
9.1% |
0.0158 |
1.6% |
31% |
False |
False |
109,369 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0141 |
1.4% |
39% |
False |
False |
73,087 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0137 |
1.4% |
34% |
False |
False |
54,881 |
| 100 |
1.0870 |
0.9646 |
0.1224 |
12.2% |
0.0127 |
1.3% |
33% |
False |
False |
43,915 |
| 120 |
1.1025 |
0.9646 |
0.1379 |
13.7% |
0.0121 |
1.2% |
29% |
False |
False |
36,603 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0649 |
|
2.618 |
1.0428 |
|
1.618 |
1.0293 |
|
1.000 |
1.0210 |
|
0.618 |
1.0158 |
|
HIGH |
1.0075 |
|
0.618 |
1.0023 |
|
0.500 |
1.0008 |
|
0.382 |
0.9992 |
|
LOW |
0.9940 |
|
0.618 |
0.9857 |
|
1.000 |
0.9805 |
|
1.618 |
0.9722 |
|
2.618 |
0.9587 |
|
4.250 |
0.9366 |
|
|
| Fisher Pivots for day following 22-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0032 |
1.0028 |
| PP |
1.0020 |
1.0012 |
| S1 |
1.0008 |
0.9996 |
|