CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 08-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jul-2013 |
08-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0005 |
0.9888 |
-0.0117 |
-1.2% |
1.0071 |
| High |
1.0054 |
0.9925 |
-0.0129 |
-1.3% |
1.0081 |
| Low |
0.9894 |
0.9860 |
-0.0034 |
-0.3% |
0.9894 |
| Close |
0.9894 |
0.9914 |
0.0020 |
0.2% |
0.9894 |
| Range |
0.0160 |
0.0065 |
-0.0095 |
-59.4% |
0.0187 |
| ATR |
0.0132 |
0.0127 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
242 |
207 |
-35 |
-14.5% |
598 |
|
| Daily Pivots for day following 08-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0095 |
1.0069 |
0.9950 |
|
| R3 |
1.0030 |
1.0004 |
0.9932 |
|
| R2 |
0.9965 |
0.9965 |
0.9926 |
|
| R1 |
0.9939 |
0.9939 |
0.9920 |
0.9952 |
| PP |
0.9900 |
0.9900 |
0.9900 |
0.9906 |
| S1 |
0.9874 |
0.9874 |
0.9908 |
0.9887 |
| S2 |
0.9835 |
0.9835 |
0.9902 |
|
| S3 |
0.9770 |
0.9809 |
0.9896 |
|
| S4 |
0.9705 |
0.9744 |
0.9878 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0393 |
0.9997 |
|
| R3 |
1.0330 |
1.0206 |
0.9945 |
|
| R2 |
1.0143 |
1.0143 |
0.9928 |
|
| R1 |
1.0019 |
1.0019 |
0.9911 |
0.9988 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9941 |
| S1 |
0.9832 |
0.9832 |
0.9877 |
0.9801 |
| S2 |
0.9769 |
0.9769 |
0.9860 |
|
| S3 |
0.9582 |
0.9645 |
0.9843 |
|
| S4 |
0.9395 |
0.9458 |
0.9791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0081 |
0.9860 |
0.0221 |
2.2% |
0.0107 |
1.1% |
24% |
False |
True |
161 |
| 10 |
1.0299 |
0.9860 |
0.0439 |
4.4% |
0.0101 |
1.0% |
12% |
False |
True |
178 |
| 20 |
1.0670 |
0.9860 |
0.0810 |
8.2% |
0.0135 |
1.4% |
7% |
False |
True |
200 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0120 |
1.2% |
24% |
False |
False |
117 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0093 |
0.9% |
24% |
False |
False |
80 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0089 |
0.9% |
21% |
False |
False |
63 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.4% |
0.0084 |
0.8% |
18% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0201 |
|
2.618 |
1.0095 |
|
1.618 |
1.0030 |
|
1.000 |
0.9990 |
|
0.618 |
0.9965 |
|
HIGH |
0.9925 |
|
0.618 |
0.9900 |
|
0.500 |
0.9893 |
|
0.382 |
0.9885 |
|
LOW |
0.9860 |
|
0.618 |
0.9820 |
|
1.000 |
0.9795 |
|
1.618 |
0.9755 |
|
2.618 |
0.9690 |
|
4.250 |
0.9584 |
|
|
| Fisher Pivots for day following 08-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9907 |
0.9971 |
| PP |
0.9900 |
0.9952 |
| S1 |
0.9893 |
0.9933 |
|