CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 25-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jul-2013 |
25-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
0.9974 |
-0.0081 |
-0.8% |
1.0071 |
| High |
1.0065 |
1.0116 |
0.0051 |
0.5% |
1.0116 |
| Low |
0.9958 |
0.9957 |
-0.0001 |
0.0% |
0.9916 |
| Close |
0.9984 |
1.0046 |
0.0062 |
0.6% |
0.9980 |
| Range |
0.0107 |
0.0159 |
0.0052 |
48.6% |
0.0200 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.5% |
0.0000 |
| Volume |
124,737 |
128,998 |
4,261 |
3.4% |
545,820 |
|
| Daily Pivots for day following 25-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0440 |
1.0133 |
|
| R3 |
1.0358 |
1.0281 |
1.0090 |
|
| R2 |
1.0199 |
1.0199 |
1.0075 |
|
| R1 |
1.0122 |
1.0122 |
1.0061 |
1.0161 |
| PP |
1.0040 |
1.0040 |
1.0040 |
1.0059 |
| S1 |
0.9963 |
0.9963 |
1.0031 |
1.0002 |
| S2 |
0.9881 |
0.9881 |
1.0017 |
|
| S3 |
0.9722 |
0.9804 |
1.0002 |
|
| S4 |
0.9563 |
0.9645 |
0.9959 |
|
|
| 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% |
0.0123 |
1.2% |
65% |
True |
False |
120,547 |
| 10 |
1.0137 |
0.9916 |
0.0221 |
2.2% |
0.0120 |
1.2% |
59% |
False |
False |
114,239 |
| 20 |
1.0254 |
0.9852 |
0.0402 |
4.0% |
0.0120 |
1.2% |
48% |
False |
False |
129,790 |
| 40 |
1.0669 |
0.9828 |
0.0841 |
8.4% |
0.0154 |
1.5% |
26% |
False |
False |
118,187 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0141 |
1.4% |
39% |
False |
False |
79,118 |
| 80 |
1.0794 |
0.9646 |
0.1148 |
11.4% |
0.0138 |
1.4% |
35% |
False |
False |
59,408 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0129 |
1.3% |
34% |
False |
False |
47,537 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0122 |
1.2% |
29% |
False |
False |
39,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0792 |
|
2.618 |
1.0532 |
|
1.618 |
1.0373 |
|
1.000 |
1.0275 |
|
0.618 |
1.0214 |
|
HIGH |
1.0116 |
|
0.618 |
1.0055 |
|
0.500 |
1.0037 |
|
0.382 |
1.0018 |
|
LOW |
0.9957 |
|
0.618 |
0.9859 |
|
1.000 |
0.9798 |
|
1.618 |
0.9700 |
|
2.618 |
0.9541 |
|
4.250 |
0.9281 |
|
|
| Fisher Pivots for day following 25-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0043 |
1.0043 |
| PP |
1.0040 |
1.0040 |
| S1 |
1.0037 |
1.0037 |
|