CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 02-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Aug-2013 |
02-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0222 |
1.0050 |
-0.0172 |
-1.7% |
1.0174 |
| High |
1.0242 |
1.0137 |
-0.0105 |
-1.0% |
1.0251 |
| Low |
1.0041 |
1.0002 |
-0.0039 |
-0.4% |
1.0002 |
| Close |
1.0051 |
1.0116 |
0.0065 |
0.6% |
1.0116 |
| Range |
0.0201 |
0.0135 |
-0.0066 |
-32.8% |
0.0249 |
| ATR |
0.0131 |
0.0132 |
0.0000 |
0.2% |
0.0000 |
| Volume |
143,373 |
160,069 |
16,696 |
11.6% |
700,724 |
|
| Daily Pivots for day following 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0490 |
1.0438 |
1.0190 |
|
| R3 |
1.0355 |
1.0303 |
1.0153 |
|
| R2 |
1.0220 |
1.0220 |
1.0141 |
|
| R1 |
1.0168 |
1.0168 |
1.0128 |
1.0194 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0098 |
| S1 |
1.0033 |
1.0033 |
1.0104 |
1.0059 |
| S2 |
0.9950 |
0.9950 |
1.0091 |
|
| S3 |
0.9815 |
0.9898 |
1.0079 |
|
| S4 |
0.9680 |
0.9763 |
1.0042 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0870 |
1.0742 |
1.0253 |
|
| R3 |
1.0621 |
1.0493 |
1.0184 |
|
| R2 |
1.0372 |
1.0372 |
1.0162 |
|
| R1 |
1.0244 |
1.0244 |
1.0139 |
1.0184 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0093 |
| S1 |
0.9995 |
0.9995 |
1.0093 |
0.9935 |
| S2 |
0.9874 |
0.9874 |
1.0070 |
|
| S3 |
0.9625 |
0.9746 |
1.0048 |
|
| S4 |
0.9376 |
0.9497 |
0.9979 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0251 |
1.0002 |
0.0249 |
2.5% |
0.0118 |
1.2% |
46% |
False |
True |
140,144 |
| 10 |
1.0251 |
0.9940 |
0.0311 |
3.1% |
0.0124 |
1.2% |
57% |
False |
False |
133,705 |
| 20 |
1.0251 |
0.9852 |
0.0399 |
3.9% |
0.0120 |
1.2% |
66% |
False |
False |
127,181 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
8.1% |
0.0147 |
1.5% |
32% |
False |
False |
138,083 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0146 |
1.4% |
46% |
False |
False |
93,354 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0135 |
1.3% |
46% |
False |
False |
70,076 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0132 |
1.3% |
40% |
False |
False |
56,090 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0125 |
1.2% |
34% |
False |
False |
46,748 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0711 |
|
2.618 |
1.0490 |
|
1.618 |
1.0355 |
|
1.000 |
1.0272 |
|
0.618 |
1.0220 |
|
HIGH |
1.0137 |
|
0.618 |
1.0085 |
|
0.500 |
1.0070 |
|
0.382 |
1.0054 |
|
LOW |
1.0002 |
|
0.618 |
0.9919 |
|
1.000 |
0.9867 |
|
1.618 |
0.9784 |
|
2.618 |
0.9649 |
|
4.250 |
0.9428 |
|
|
| Fisher Pivots for day following 02-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0127 |
| PP |
1.0085 |
1.0123 |
| S1 |
1.0070 |
1.0120 |
|