CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0350 |
1.0384 |
0.0034 |
0.3% |
1.0105 |
| High |
1.0404 |
1.0427 |
0.0023 |
0.2% |
1.0440 |
| Low |
1.0312 |
1.0318 |
0.0006 |
0.1% |
1.0087 |
| Close |
1.0384 |
1.0346 |
-0.0038 |
-0.4% |
1.0384 |
| Range |
0.0092 |
0.0109 |
0.0017 |
18.5% |
0.0353 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
106,454 |
103,289 |
-3,165 |
-3.0% |
664,895 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0691 |
1.0627 |
1.0406 |
|
| R3 |
1.0582 |
1.0518 |
1.0376 |
|
| R2 |
1.0473 |
1.0473 |
1.0366 |
|
| R1 |
1.0409 |
1.0409 |
1.0356 |
1.0387 |
| PP |
1.0364 |
1.0364 |
1.0364 |
1.0352 |
| S1 |
1.0300 |
1.0300 |
1.0336 |
1.0278 |
| S2 |
1.0255 |
1.0255 |
1.0326 |
|
| S3 |
1.0146 |
1.0191 |
1.0316 |
|
| S4 |
1.0037 |
1.0082 |
1.0286 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1363 |
1.1226 |
1.0578 |
|
| R3 |
1.1010 |
1.0873 |
1.0481 |
|
| R2 |
1.0657 |
1.0657 |
1.0449 |
|
| R1 |
1.0520 |
1.0520 |
1.0416 |
1.0589 |
| PP |
1.0304 |
1.0304 |
1.0304 |
1.0338 |
| S1 |
1.0167 |
1.0167 |
1.0352 |
1.0236 |
| S2 |
0.9951 |
0.9951 |
1.0319 |
|
| S3 |
0.9598 |
0.9814 |
1.0287 |
|
| S4 |
0.9245 |
0.9461 |
1.0190 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0440 |
1.0145 |
0.0295 |
2.9% |
0.0119 |
1.1% |
68% |
False |
False |
132,810 |
| 10 |
1.0440 |
1.0002 |
0.0438 |
4.2% |
0.0122 |
1.2% |
79% |
False |
False |
135,078 |
| 20 |
1.0440 |
0.9916 |
0.0524 |
5.1% |
0.0119 |
1.2% |
82% |
False |
False |
128,421 |
| 40 |
1.0623 |
0.9852 |
0.0771 |
7.5% |
0.0127 |
1.2% |
64% |
False |
False |
140,364 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0146 |
1.4% |
68% |
False |
False |
106,103 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0133 |
1.3% |
68% |
False |
False |
79,647 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.3% |
0.0133 |
1.3% |
60% |
False |
False |
63,769 |
| 120 |
1.1017 |
0.9646 |
0.1371 |
13.3% |
0.0128 |
1.2% |
51% |
False |
False |
53,147 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0712 |
|
1.618 |
1.0603 |
|
1.000 |
1.0536 |
|
0.618 |
1.0494 |
|
HIGH |
1.0427 |
|
0.618 |
1.0385 |
|
0.500 |
1.0373 |
|
0.382 |
1.0360 |
|
LOW |
1.0318 |
|
0.618 |
1.0251 |
|
1.000 |
1.0209 |
|
1.618 |
1.0142 |
|
2.618 |
1.0033 |
|
4.250 |
0.9855 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0373 |
1.0376 |
| PP |
1.0364 |
1.0366 |
| S1 |
1.0355 |
1.0356 |
|