CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0203 |
1.0281 |
0.0078 |
0.8% |
1.0384 |
| High |
1.0309 |
1.0305 |
-0.0004 |
0.0% |
1.0427 |
| Low |
1.0137 |
1.0228 |
0.0091 |
0.9% |
1.0137 |
| Close |
1.0270 |
1.0250 |
-0.0020 |
-0.2% |
1.0250 |
| Range |
0.0172 |
0.0077 |
-0.0095 |
-55.2% |
0.0290 |
| ATR |
0.0128 |
0.0124 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
205,233 |
111,264 |
-93,969 |
-45.8% |
677,429 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0492 |
1.0448 |
1.0292 |
|
| R3 |
1.0415 |
1.0371 |
1.0271 |
|
| R2 |
1.0338 |
1.0338 |
1.0264 |
|
| R1 |
1.0294 |
1.0294 |
1.0257 |
1.0278 |
| PP |
1.0261 |
1.0261 |
1.0261 |
1.0253 |
| S1 |
1.0217 |
1.0217 |
1.0243 |
1.0201 |
| S2 |
1.0184 |
1.0184 |
1.0236 |
|
| S3 |
1.0107 |
1.0140 |
1.0229 |
|
| S4 |
1.0030 |
1.0063 |
1.0208 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1141 |
1.0986 |
1.0410 |
|
| R3 |
1.0851 |
1.0696 |
1.0330 |
|
| R2 |
1.0561 |
1.0561 |
1.0303 |
|
| R1 |
1.0406 |
1.0406 |
1.0277 |
1.0339 |
| PP |
1.0271 |
1.0271 |
1.0271 |
1.0238 |
| S1 |
1.0116 |
1.0116 |
1.0223 |
1.0049 |
| S2 |
0.9981 |
0.9981 |
1.0197 |
|
| S3 |
0.9691 |
0.9826 |
1.0170 |
|
| S4 |
0.9401 |
0.9536 |
1.0091 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0427 |
1.0137 |
0.0290 |
2.8% |
0.0111 |
1.1% |
39% |
False |
False |
135,485 |
| 10 |
1.0440 |
1.0087 |
0.0353 |
3.4% |
0.0115 |
1.1% |
46% |
False |
False |
134,232 |
| 20 |
1.0440 |
0.9940 |
0.0500 |
4.9% |
0.0119 |
1.2% |
62% |
False |
False |
133,968 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.7% |
0.0120 |
1.2% |
68% |
False |
False |
136,330 |
| 60 |
1.0669 |
0.9661 |
0.1008 |
9.8% |
0.0147 |
1.4% |
58% |
False |
False |
115,614 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0134 |
1.3% |
59% |
False |
False |
86,818 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0133 |
1.3% |
52% |
False |
False |
69,507 |
| 120 |
1.0962 |
0.9646 |
0.1316 |
12.8% |
0.0126 |
1.2% |
46% |
False |
False |
57,931 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0632 |
|
2.618 |
1.0507 |
|
1.618 |
1.0430 |
|
1.000 |
1.0382 |
|
0.618 |
1.0353 |
|
HIGH |
1.0305 |
|
0.618 |
1.0276 |
|
0.500 |
1.0267 |
|
0.382 |
1.0257 |
|
LOW |
1.0228 |
|
0.618 |
1.0180 |
|
1.000 |
1.0151 |
|
1.618 |
1.0103 |
|
2.618 |
1.0026 |
|
4.250 |
0.9901 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0267 |
1.0241 |
| PP |
1.0261 |
1.0232 |
| S1 |
1.0256 |
1.0223 |
|