CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 06-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Aug-2013 |
06-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0179 |
0.0074 |
0.7% |
1.0174 |
| High |
1.0194 |
1.0258 |
0.0064 |
0.6% |
1.0251 |
| Low |
1.0087 |
1.0145 |
0.0058 |
0.6% |
1.0002 |
| Close |
1.0174 |
1.0243 |
0.0069 |
0.7% |
1.0116 |
| Range |
0.0107 |
0.0113 |
0.0006 |
5.6% |
0.0249 |
| ATR |
0.0130 |
0.0129 |
-0.0001 |
-0.9% |
0.0000 |
| Volume |
104,132 |
131,643 |
27,511 |
26.4% |
700,724 |
|
| Daily Pivots for day following 06-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0554 |
1.0512 |
1.0305 |
|
| R3 |
1.0441 |
1.0399 |
1.0274 |
|
| R2 |
1.0328 |
1.0328 |
1.0264 |
|
| R1 |
1.0286 |
1.0286 |
1.0253 |
1.0307 |
| PP |
1.0215 |
1.0215 |
1.0215 |
1.0226 |
| S1 |
1.0173 |
1.0173 |
1.0233 |
1.0194 |
| S2 |
1.0102 |
1.0102 |
1.0222 |
|
| S3 |
0.9989 |
1.0060 |
1.0212 |
|
| S4 |
0.9876 |
0.9947 |
1.0181 |
|
|
| 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 |
1.0258 |
1.0002 |
0.0256 |
2.5% |
0.0132 |
1.3% |
94% |
True |
False |
142,455 |
| 10 |
1.0258 |
0.9957 |
0.0301 |
2.9% |
0.0122 |
1.2% |
95% |
True |
False |
134,505 |
| 20 |
1.0258 |
0.9883 |
0.0375 |
3.7% |
0.0124 |
1.2% |
96% |
True |
False |
129,548 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
8.0% |
0.0140 |
1.4% |
48% |
False |
False |
142,022 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0144 |
1.4% |
58% |
False |
False |
97,265 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0135 |
1.3% |
58% |
False |
False |
73,018 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0132 |
1.3% |
51% |
False |
False |
58,447 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.4% |
0.0125 |
1.2% |
44% |
False |
False |
48,713 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0738 |
|
2.618 |
1.0554 |
|
1.618 |
1.0441 |
|
1.000 |
1.0371 |
|
0.618 |
1.0328 |
|
HIGH |
1.0258 |
|
0.618 |
1.0215 |
|
0.500 |
1.0202 |
|
0.382 |
1.0188 |
|
LOW |
1.0145 |
|
0.618 |
1.0075 |
|
1.000 |
1.0032 |
|
1.618 |
0.9962 |
|
2.618 |
0.9849 |
|
4.250 |
0.9665 |
|
|
| Fisher Pivots for day following 06-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0229 |
1.0205 |
| PP |
1.0215 |
1.0168 |
| S1 |
1.0202 |
1.0130 |
|