CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 12-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Sep-2013 |
12-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9962 |
1.0004 |
0.0042 |
0.4% |
1.0167 |
| High |
1.0020 |
1.0100 |
0.0080 |
0.8% |
1.0188 |
| Low |
0.9939 |
1.0002 |
0.0063 |
0.6% |
0.9977 |
| Close |
1.0006 |
1.0057 |
0.0051 |
0.5% |
1.0078 |
| Range |
0.0081 |
0.0098 |
0.0017 |
21.0% |
0.0211 |
| ATR |
0.0108 |
0.0107 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
173,035 |
158,088 |
-14,947 |
-8.6% |
703,335 |
|
| Daily Pivots for day following 12-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0347 |
1.0300 |
1.0111 |
|
| R3 |
1.0249 |
1.0202 |
1.0084 |
|
| R2 |
1.0151 |
1.0151 |
1.0075 |
|
| R1 |
1.0104 |
1.0104 |
1.0066 |
1.0128 |
| PP |
1.0053 |
1.0053 |
1.0053 |
1.0065 |
| S1 |
1.0006 |
1.0006 |
1.0048 |
1.0030 |
| S2 |
0.9955 |
0.9955 |
1.0039 |
|
| S3 |
0.9857 |
0.9908 |
1.0030 |
|
| S4 |
0.9759 |
0.9810 |
1.0003 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0607 |
1.0194 |
|
| R3 |
1.0503 |
1.0396 |
1.0136 |
|
| R2 |
1.0292 |
1.0292 |
1.0117 |
|
| R1 |
1.0185 |
1.0185 |
1.0097 |
1.0133 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0055 |
| S1 |
0.9974 |
0.9974 |
1.0059 |
0.9922 |
| S2 |
0.9870 |
0.9870 |
1.0039 |
|
| S3 |
0.9659 |
0.9763 |
1.0020 |
|
| S4 |
0.9448 |
0.9552 |
0.9962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0148 |
0.9939 |
0.0209 |
2.1% |
0.0106 |
1.1% |
56% |
False |
False |
159,440 |
| 10 |
1.0262 |
0.9939 |
0.0323 |
3.2% |
0.0099 |
1.0% |
37% |
False |
False |
151,870 |
| 20 |
1.0329 |
0.9939 |
0.0390 |
3.9% |
0.0103 |
1.0% |
30% |
False |
False |
142,046 |
| 40 |
1.0440 |
0.9916 |
0.0524 |
5.2% |
0.0111 |
1.1% |
27% |
False |
False |
135,877 |
| 60 |
1.0550 |
0.9852 |
0.0698 |
6.9% |
0.0118 |
1.2% |
29% |
False |
False |
140,278 |
| 80 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0136 |
1.3% |
40% |
False |
False |
118,286 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0127 |
1.3% |
40% |
False |
False |
94,702 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0127 |
1.3% |
35% |
False |
False |
78,961 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0517 |
|
2.618 |
1.0357 |
|
1.618 |
1.0259 |
|
1.000 |
1.0198 |
|
0.618 |
1.0161 |
|
HIGH |
1.0100 |
|
0.618 |
1.0063 |
|
0.500 |
1.0051 |
|
0.382 |
1.0039 |
|
LOW |
1.0002 |
|
0.618 |
0.9941 |
|
1.000 |
0.9904 |
|
1.618 |
0.9843 |
|
2.618 |
0.9745 |
|
4.250 |
0.9586 |
|
|
| Fisher Pivots for day following 12-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0055 |
1.0045 |
| PP |
1.0053 |
1.0032 |
| S1 |
1.0051 |
1.0020 |
|