CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0179 |
1.0229 |
0.0050 |
0.5% |
1.0174 |
| High |
1.0258 |
1.0385 |
0.0127 |
1.2% |
1.0251 |
| Low |
1.0145 |
1.0229 |
0.0084 |
0.8% |
1.0002 |
| Close |
1.0243 |
1.0378 |
0.0135 |
1.3% |
1.0116 |
| Range |
0.0113 |
0.0156 |
0.0043 |
38.1% |
0.0249 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.5% |
0.0000 |
| Volume |
131,643 |
167,597 |
35,954 |
27.3% |
700,724 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0799 |
1.0744 |
1.0464 |
|
| R3 |
1.0643 |
1.0588 |
1.0421 |
|
| R2 |
1.0487 |
1.0487 |
1.0407 |
|
| R1 |
1.0432 |
1.0432 |
1.0392 |
1.0460 |
| PP |
1.0331 |
1.0331 |
1.0331 |
1.0344 |
| S1 |
1.0276 |
1.0276 |
1.0364 |
1.0304 |
| S2 |
1.0175 |
1.0175 |
1.0349 |
|
| S3 |
1.0019 |
1.0120 |
1.0335 |
|
| S4 |
0.9863 |
0.9964 |
1.0292 |
|
|
| 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 |
1.0385 |
1.0002 |
0.0383 |
3.7% |
0.0142 |
1.4% |
98% |
True |
False |
141,362 |
| 10 |
1.0385 |
0.9957 |
0.0428 |
4.1% |
0.0127 |
1.2% |
98% |
True |
False |
138,791 |
| 20 |
1.0385 |
0.9916 |
0.0469 |
4.5% |
0.0123 |
1.2% |
99% |
True |
False |
129,329 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
7.9% |
0.0135 |
1.3% |
64% |
False |
False |
144,139 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0145 |
1.4% |
72% |
False |
False |
100,049 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0134 |
1.3% |
72% |
False |
False |
75,109 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.2% |
0.0132 |
1.3% |
63% |
False |
False |
60,122 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.2% |
0.0126 |
1.2% |
53% |
False |
False |
50,110 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1048 |
|
2.618 |
1.0793 |
|
1.618 |
1.0637 |
|
1.000 |
1.0541 |
|
0.618 |
1.0481 |
|
HIGH |
1.0385 |
|
0.618 |
1.0325 |
|
0.500 |
1.0307 |
|
0.382 |
1.0289 |
|
LOW |
1.0229 |
|
0.618 |
1.0133 |
|
1.000 |
1.0073 |
|
1.618 |
0.9977 |
|
2.618 |
0.9821 |
|
4.250 |
0.9566 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0354 |
1.0331 |
| PP |
1.0331 |
1.0283 |
| S1 |
1.0307 |
1.0236 |
|