CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9963 |
1.0040 |
0.0077 |
0.8% |
1.0071 |
| High |
1.0075 |
1.0090 |
0.0015 |
0.1% |
1.0116 |
| Low |
0.9940 |
0.9984 |
0.0044 |
0.4% |
0.9916 |
| Close |
1.0044 |
1.0059 |
0.0015 |
0.1% |
0.9980 |
| Range |
0.0135 |
0.0106 |
-0.0029 |
-21.5% |
0.0200 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
119,225 |
108,548 |
-10,677 |
-9.0% |
545,820 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0362 |
1.0317 |
1.0117 |
|
| R3 |
1.0256 |
1.0211 |
1.0088 |
|
| R2 |
1.0150 |
1.0150 |
1.0078 |
|
| R1 |
1.0105 |
1.0105 |
1.0069 |
1.0128 |
| PP |
1.0044 |
1.0044 |
1.0044 |
1.0056 |
| S1 |
0.9999 |
0.9999 |
1.0049 |
1.0022 |
| S2 |
0.9938 |
0.9938 |
1.0040 |
|
| S3 |
0.9832 |
0.9893 |
1.0030 |
|
| S4 |
0.9726 |
0.9787 |
1.0001 |
|
|
| 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 |
1.0100 |
0.9916 |
0.0184 |
1.8% |
0.0112 |
1.1% |
78% |
False |
False |
118,361 |
| 10 |
1.0184 |
0.9883 |
0.0301 |
3.0% |
0.0126 |
1.3% |
58% |
False |
False |
124,591 |
| 20 |
1.0318 |
0.9852 |
0.0466 |
4.6% |
0.0118 |
1.2% |
44% |
False |
False |
131,844 |
| 40 |
1.0669 |
0.9757 |
0.0912 |
9.1% |
0.0156 |
1.6% |
33% |
False |
False |
112,006 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0140 |
1.4% |
40% |
False |
False |
74,895 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0138 |
1.4% |
35% |
False |
False |
56,238 |
| 100 |
1.0816 |
0.9646 |
0.1170 |
11.6% |
0.0128 |
1.3% |
35% |
False |
False |
45,000 |
| 120 |
1.1025 |
0.9646 |
0.1379 |
13.7% |
0.0121 |
1.2% |
30% |
False |
False |
37,507 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0541 |
|
2.618 |
1.0368 |
|
1.618 |
1.0262 |
|
1.000 |
1.0196 |
|
0.618 |
1.0156 |
|
HIGH |
1.0090 |
|
0.618 |
1.0050 |
|
0.500 |
1.0037 |
|
0.382 |
1.0024 |
|
LOW |
0.9984 |
|
0.618 |
0.9918 |
|
1.000 |
0.9878 |
|
1.618 |
0.9812 |
|
2.618 |
0.9706 |
|
4.250 |
0.9534 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0052 |
1.0040 |
| PP |
1.0044 |
1.0022 |
| S1 |
1.0037 |
1.0003 |
|