CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 09-Jul-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jul-2013 |
09-Jul-2013 |
Change |
Change % |
Previous Week |
Open |
0.9888 |
0.9924 |
0.0036 |
0.4% |
1.0071 |
High |
0.9925 |
0.9930 |
0.0005 |
0.1% |
1.0081 |
Low |
0.9860 |
0.9885 |
0.0025 |
0.3% |
0.9894 |
Close |
0.9914 |
0.9919 |
0.0005 |
0.1% |
0.9894 |
Range |
0.0065 |
0.0045 |
-0.0020 |
-30.8% |
0.0187 |
ATR |
0.0127 |
0.0121 |
-0.0006 |
-4.6% |
0.0000 |
Volume |
207 |
97 |
-110 |
-53.1% |
598 |
|
Daily Pivots for day following 09-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0046 |
1.0028 |
0.9944 |
|
R3 |
1.0001 |
0.9983 |
0.9931 |
|
R2 |
0.9956 |
0.9956 |
0.9927 |
|
R1 |
0.9938 |
0.9938 |
0.9923 |
0.9925 |
PP |
0.9911 |
0.9911 |
0.9911 |
0.9905 |
S1 |
0.9893 |
0.9893 |
0.9915 |
0.9880 |
S2 |
0.9866 |
0.9866 |
0.9911 |
|
S3 |
0.9821 |
0.9848 |
0.9907 |
|
S4 |
0.9776 |
0.9803 |
0.9894 |
|
|
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% |
27% |
False |
False |
150 |
10 |
1.0289 |
0.9860 |
0.0429 |
4.3% |
0.0093 |
0.9% |
14% |
False |
False |
160 |
20 |
1.0670 |
0.9860 |
0.0810 |
8.2% |
0.0131 |
1.3% |
7% |
False |
False |
197 |
40 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0119 |
1.2% |
25% |
False |
False |
119 |
60 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0092 |
0.9% |
25% |
False |
False |
81 |
80 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0090 |
0.9% |
22% |
False |
False |
64 |
100 |
1.1000 |
0.9675 |
0.1325 |
13.4% |
0.0084 |
0.8% |
18% |
False |
False |
54 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0121 |
2.618 |
1.0048 |
1.618 |
1.0003 |
1.000 |
0.9975 |
0.618 |
0.9958 |
HIGH |
0.9930 |
0.618 |
0.9913 |
0.500 |
0.9908 |
0.382 |
0.9902 |
LOW |
0.9885 |
0.618 |
0.9857 |
1.000 |
0.9840 |
1.618 |
0.9812 |
2.618 |
0.9767 |
4.250 |
0.9694 |
|
|
Fisher Pivots for day following 09-Jul-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9915 |
0.9957 |
PP |
0.9911 |
0.9944 |
S1 |
0.9908 |
0.9932 |
|