CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 20-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Aug-2013 |
20-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0244 |
1.0246 |
0.0002 |
0.0% |
1.0384 |
| High |
1.0273 |
1.0321 |
0.0048 |
0.5% |
1.0427 |
| Low |
1.0192 |
1.0219 |
0.0027 |
0.3% |
1.0137 |
| Close |
1.0249 |
1.0286 |
0.0037 |
0.4% |
1.0250 |
| Range |
0.0081 |
0.0102 |
0.0021 |
25.9% |
0.0290 |
| ATR |
0.0121 |
0.0120 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
100,752 |
134,898 |
34,146 |
33.9% |
677,429 |
|
| Daily Pivots for day following 20-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0581 |
1.0536 |
1.0342 |
|
| R3 |
1.0479 |
1.0434 |
1.0314 |
|
| R2 |
1.0377 |
1.0377 |
1.0305 |
|
| R1 |
1.0332 |
1.0332 |
1.0295 |
1.0355 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0287 |
| S1 |
1.0230 |
1.0230 |
1.0277 |
1.0253 |
| S2 |
1.0173 |
1.0173 |
1.0267 |
|
| S3 |
1.0071 |
1.0128 |
1.0258 |
|
| S4 |
0.9969 |
1.0026 |
1.0230 |
|
|
| 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 |
1.0321 |
1.0137 |
0.0184 |
1.8% |
0.0098 |
1.0% |
81% |
True |
False |
131,241 |
| 10 |
1.0440 |
1.0137 |
0.0303 |
2.9% |
0.0111 |
1.1% |
49% |
False |
False |
134,219 |
| 20 |
1.0440 |
0.9957 |
0.0483 |
4.7% |
0.0117 |
1.1% |
68% |
False |
False |
134,362 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.7% |
0.0117 |
1.1% |
74% |
False |
False |
133,103 |
| 60 |
1.0669 |
0.9757 |
0.0912 |
8.9% |
0.0143 |
1.4% |
58% |
False |
False |
119,458 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0134 |
1.3% |
63% |
False |
False |
89,761 |
| 100 |
1.0810 |
0.9646 |
0.1164 |
11.3% |
0.0134 |
1.3% |
55% |
False |
False |
71,863 |
| 120 |
1.0816 |
0.9646 |
0.1170 |
11.4% |
0.0126 |
1.2% |
55% |
False |
False |
59,894 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0755 |
|
2.618 |
1.0588 |
|
1.618 |
1.0486 |
|
1.000 |
1.0423 |
|
0.618 |
1.0384 |
|
HIGH |
1.0321 |
|
0.618 |
1.0282 |
|
0.500 |
1.0270 |
|
0.382 |
1.0258 |
|
LOW |
1.0219 |
|
0.618 |
1.0156 |
|
1.000 |
1.0117 |
|
1.618 |
1.0054 |
|
2.618 |
0.9952 |
|
4.250 |
0.9786 |
|
|
| Fisher Pivots for day following 20-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0281 |
1.0276 |
| PP |
1.0275 |
1.0266 |
| S1 |
1.0270 |
1.0257 |
|