CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0075 |
1.0174 |
0.0099 |
1.0% |
0.9963 |
| High |
1.0211 |
1.0245 |
0.0034 |
0.3% |
1.0211 |
| Low |
1.0063 |
1.0172 |
0.0109 |
1.1% |
0.9940 |
| Close |
1.0186 |
1.0221 |
0.0035 |
0.3% |
1.0186 |
| Range |
0.0148 |
0.0073 |
-0.0075 |
-50.7% |
0.0271 |
| ATR |
0.0136 |
0.0132 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
154,821 |
118,125 |
-36,696 |
-23.7% |
636,329 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0432 |
1.0399 |
1.0261 |
|
| R3 |
1.0359 |
1.0326 |
1.0241 |
|
| R2 |
1.0286 |
1.0286 |
1.0234 |
|
| R1 |
1.0253 |
1.0253 |
1.0228 |
1.0270 |
| PP |
1.0213 |
1.0213 |
1.0213 |
1.0221 |
| S1 |
1.0180 |
1.0180 |
1.0214 |
1.0197 |
| S2 |
1.0140 |
1.0140 |
1.0208 |
|
| S3 |
1.0067 |
1.0107 |
1.0201 |
|
| S4 |
0.9994 |
1.0034 |
1.0181 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0925 |
1.0827 |
1.0335 |
|
| R3 |
1.0654 |
1.0556 |
1.0261 |
|
| R2 |
1.0383 |
1.0383 |
1.0236 |
|
| R1 |
1.0285 |
1.0285 |
1.0211 |
1.0334 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0137 |
| S1 |
1.0014 |
1.0014 |
1.0161 |
1.0063 |
| S2 |
0.9841 |
0.9841 |
1.0136 |
|
| S3 |
0.9570 |
0.9743 |
1.0111 |
|
| S4 |
0.9299 |
0.9472 |
1.0037 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0245 |
0.9957 |
0.0288 |
2.8% |
0.0119 |
1.2% |
92% |
True |
False |
127,045 |
| 10 |
1.0245 |
0.9916 |
0.0329 |
3.2% |
0.0117 |
1.1% |
93% |
True |
False |
121,765 |
| 20 |
1.0245 |
0.9852 |
0.0393 |
3.8% |
0.0120 |
1.2% |
94% |
True |
False |
128,319 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0154 |
1.5% |
45% |
False |
False |
124,703 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0141 |
1.4% |
56% |
False |
False |
83,660 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0135 |
1.3% |
56% |
False |
False |
62,818 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0130 |
1.3% |
49% |
False |
False |
50,266 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.4% |
0.0123 |
1.2% |
42% |
False |
False |
41,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0555 |
|
2.618 |
1.0436 |
|
1.618 |
1.0363 |
|
1.000 |
1.0318 |
|
0.618 |
1.0290 |
|
HIGH |
1.0245 |
|
0.618 |
1.0217 |
|
0.500 |
1.0209 |
|
0.382 |
1.0200 |
|
LOW |
1.0172 |
|
0.618 |
1.0127 |
|
1.000 |
1.0099 |
|
1.618 |
1.0054 |
|
2.618 |
0.9981 |
|
4.250 |
0.9862 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0217 |
1.0181 |
| PP |
1.0213 |
1.0141 |
| S1 |
1.0209 |
1.0101 |
|