CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 16-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Sep-2013 |
16-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0049 |
1.0116 |
0.0067 |
0.7% |
1.0027 |
| High |
1.0081 |
1.0136 |
0.0055 |
0.5% |
1.0100 |
| Low |
1.0002 |
1.0074 |
0.0072 |
0.7% |
0.9939 |
| Close |
1.0074 |
1.0124 |
0.0050 |
0.5% |
1.0074 |
| Range |
0.0079 |
0.0062 |
-0.0017 |
-21.5% |
0.0161 |
| ATR |
0.0105 |
0.0102 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
56,980 |
5,892 |
-51,088 |
-89.7% |
652,372 |
|
| Daily Pivots for day following 16-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0297 |
1.0273 |
1.0158 |
|
| R3 |
1.0235 |
1.0211 |
1.0141 |
|
| R2 |
1.0173 |
1.0173 |
1.0135 |
|
| R1 |
1.0149 |
1.0149 |
1.0130 |
1.0161 |
| PP |
1.0111 |
1.0111 |
1.0111 |
1.0118 |
| S1 |
1.0087 |
1.0087 |
1.0118 |
1.0099 |
| S2 |
1.0049 |
1.0049 |
1.0113 |
|
| S3 |
0.9987 |
1.0025 |
1.0107 |
|
| S4 |
0.9925 |
0.9963 |
1.0090 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0521 |
1.0458 |
1.0163 |
|
| R3 |
1.0360 |
1.0297 |
1.0118 |
|
| R2 |
1.0199 |
1.0199 |
1.0104 |
|
| R1 |
1.0136 |
1.0136 |
1.0089 |
1.0168 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0053 |
| S1 |
0.9975 |
0.9975 |
1.0059 |
1.0007 |
| S2 |
0.9877 |
0.9877 |
1.0044 |
|
| S3 |
0.9716 |
0.9814 |
1.0030 |
|
| S4 |
0.9555 |
0.9653 |
0.9985 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0136 |
0.9939 |
0.0197 |
1.9% |
0.0085 |
0.8% |
94% |
True |
False |
109,524 |
| 10 |
1.0188 |
0.9939 |
0.0249 |
2.5% |
0.0096 |
0.9% |
74% |
False |
False |
136,159 |
| 20 |
1.0329 |
0.9939 |
0.0390 |
3.9% |
0.0098 |
1.0% |
47% |
False |
False |
129,365 |
| 40 |
1.0440 |
0.9939 |
0.0501 |
4.9% |
0.0108 |
1.1% |
37% |
False |
False |
131,667 |
| 60 |
1.0440 |
0.9852 |
0.0588 |
5.8% |
0.0112 |
1.1% |
46% |
False |
False |
134,008 |
| 80 |
1.0669 |
0.9661 |
0.1008 |
10.0% |
0.0135 |
1.3% |
46% |
False |
False |
119,052 |
| 100 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0127 |
1.3% |
47% |
False |
False |
95,327 |
| 120 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0127 |
1.3% |
41% |
False |
False |
79,483 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0400 |
|
2.618 |
1.0298 |
|
1.618 |
1.0236 |
|
1.000 |
1.0198 |
|
0.618 |
1.0174 |
|
HIGH |
1.0136 |
|
0.618 |
1.0112 |
|
0.500 |
1.0105 |
|
0.382 |
1.0098 |
|
LOW |
1.0074 |
|
0.618 |
1.0036 |
|
1.000 |
1.0012 |
|
1.618 |
0.9974 |
|
2.618 |
0.9912 |
|
4.250 |
0.9811 |
|
|
| Fisher Pivots for day following 16-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0118 |
1.0106 |
| PP |
1.0111 |
1.0087 |
| S1 |
1.0105 |
1.0069 |
|