CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0143 |
1.0157 |
0.0014 |
0.1% |
1.0244 |
| High |
1.0178 |
1.0315 |
0.0137 |
1.3% |
1.0321 |
| Low |
1.0117 |
1.0139 |
0.0022 |
0.2% |
1.0086 |
| Close |
1.0139 |
1.0301 |
0.0162 |
1.6% |
1.0137 |
| Range |
0.0061 |
0.0176 |
0.0115 |
188.5% |
0.0235 |
| ATR |
0.0111 |
0.0116 |
0.0005 |
4.2% |
0.0000 |
| Volume |
77,441 |
162,809 |
85,368 |
110.2% |
649,485 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0780 |
1.0716 |
1.0398 |
|
| R3 |
1.0604 |
1.0540 |
1.0349 |
|
| R2 |
1.0428 |
1.0428 |
1.0333 |
|
| R1 |
1.0364 |
1.0364 |
1.0317 |
1.0396 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0268 |
| S1 |
1.0188 |
1.0188 |
1.0285 |
1.0220 |
| S2 |
1.0076 |
1.0076 |
1.0269 |
|
| S3 |
0.9900 |
1.0012 |
1.0253 |
|
| S4 |
0.9724 |
0.9836 |
1.0204 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0886 |
1.0747 |
1.0266 |
|
| R3 |
1.0651 |
1.0512 |
1.0202 |
|
| R2 |
1.0416 |
1.0416 |
1.0180 |
|
| R1 |
1.0277 |
1.0277 |
1.0159 |
1.0229 |
| PP |
1.0181 |
1.0181 |
1.0181 |
1.0158 |
| S1 |
1.0042 |
1.0042 |
1.0115 |
0.9994 |
| S2 |
0.9946 |
0.9946 |
1.0094 |
|
| S3 |
0.9711 |
0.9807 |
1.0072 |
|
| S4 |
0.9476 |
0.9572 |
1.0008 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0315 |
1.0086 |
0.0229 |
2.2% |
0.0105 |
1.0% |
94% |
True |
False |
130,817 |
| 10 |
1.0321 |
1.0086 |
0.0235 |
2.3% |
0.0102 |
1.0% |
91% |
False |
False |
131,029 |
| 20 |
1.0440 |
1.0002 |
0.0438 |
4.3% |
0.0115 |
1.1% |
68% |
False |
False |
135,428 |
| 40 |
1.0440 |
0.9852 |
0.0588 |
5.7% |
0.0118 |
1.1% |
76% |
False |
False |
131,643 |
| 60 |
1.0669 |
0.9852 |
0.0817 |
7.9% |
0.0139 |
1.3% |
55% |
False |
False |
129,913 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0134 |
1.3% |
64% |
False |
False |
97,927 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0130 |
1.3% |
64% |
False |
False |
78,398 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.3% |
0.0127 |
1.2% |
56% |
False |
False |
65,343 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1063 |
|
2.618 |
1.0776 |
|
1.618 |
1.0600 |
|
1.000 |
1.0491 |
|
0.618 |
1.0424 |
|
HIGH |
1.0315 |
|
0.618 |
1.0248 |
|
0.500 |
1.0227 |
|
0.382 |
1.0206 |
|
LOW |
1.0139 |
|
0.618 |
1.0030 |
|
1.000 |
0.9963 |
|
1.618 |
0.9854 |
|
2.618 |
0.9678 |
|
4.250 |
0.9391 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0268 |
| PP |
1.0252 |
1.0234 |
| S1 |
1.0227 |
1.0201 |
|