CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0229 |
1.0376 |
0.0147 |
1.4% |
1.0174 |
| High |
1.0385 |
1.0440 |
0.0055 |
0.5% |
1.0251 |
| Low |
1.0229 |
1.0317 |
0.0088 |
0.9% |
1.0002 |
| Close |
1.0378 |
1.0362 |
-0.0016 |
-0.2% |
1.0116 |
| Range |
0.0156 |
0.0123 |
-0.0033 |
-21.2% |
0.0249 |
| ATR |
0.0131 |
0.0130 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
167,597 |
155,069 |
-12,528 |
-7.5% |
700,724 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0742 |
1.0675 |
1.0430 |
|
| R3 |
1.0619 |
1.0552 |
1.0396 |
|
| R2 |
1.0496 |
1.0496 |
1.0385 |
|
| R1 |
1.0429 |
1.0429 |
1.0373 |
1.0401 |
| PP |
1.0373 |
1.0373 |
1.0373 |
1.0359 |
| S1 |
1.0306 |
1.0306 |
1.0351 |
1.0278 |
| S2 |
1.0250 |
1.0250 |
1.0339 |
|
| S3 |
1.0127 |
1.0183 |
1.0328 |
|
| S4 |
1.0004 |
1.0060 |
1.0294 |
|
|
| 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 |
1.0440 |
1.0002 |
0.0438 |
4.2% |
0.0127 |
1.2% |
82% |
True |
False |
143,702 |
| 10 |
1.0440 |
1.0002 |
0.0438 |
4.2% |
0.0124 |
1.2% |
82% |
True |
False |
141,398 |
| 20 |
1.0440 |
0.9916 |
0.0524 |
5.1% |
0.0122 |
1.2% |
85% |
True |
False |
127,819 |
| 40 |
1.0669 |
0.9852 |
0.0817 |
7.9% |
0.0133 |
1.3% |
62% |
False |
False |
145,878 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0145 |
1.4% |
70% |
False |
False |
102,627 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0133 |
1.3% |
70% |
False |
False |
77,033 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.2% |
0.0133 |
1.3% |
62% |
False |
False |
61,672 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.2% |
0.0127 |
1.2% |
52% |
False |
False |
51,402 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0963 |
|
2.618 |
1.0762 |
|
1.618 |
1.0639 |
|
1.000 |
1.0563 |
|
0.618 |
1.0516 |
|
HIGH |
1.0440 |
|
0.618 |
1.0393 |
|
0.500 |
1.0379 |
|
0.382 |
1.0364 |
|
LOW |
1.0317 |
|
0.618 |
1.0241 |
|
1.000 |
1.0194 |
|
1.618 |
1.0118 |
|
2.618 |
0.9995 |
|
4.250 |
0.9794 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0379 |
1.0339 |
| PP |
1.0373 |
1.0316 |
| S1 |
1.0368 |
1.0293 |
|