CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9924 |
0.9891 |
-0.0033 |
-0.3% |
1.0071 |
| High |
0.9930 |
1.0029 |
0.0099 |
1.0% |
1.0081 |
| Low |
0.9885 |
0.9891 |
0.0006 |
0.1% |
0.9894 |
| Close |
0.9919 |
0.9994 |
0.0075 |
0.8% |
0.9894 |
| Range |
0.0045 |
0.0138 |
0.0093 |
206.7% |
0.0187 |
| ATR |
0.0121 |
0.0123 |
0.0001 |
1.0% |
0.0000 |
| Volume |
97 |
106 |
9 |
9.3% |
598 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0328 |
1.0070 |
|
| R3 |
1.0247 |
1.0190 |
1.0032 |
|
| R2 |
1.0109 |
1.0109 |
1.0019 |
|
| R1 |
1.0052 |
1.0052 |
1.0007 |
1.0081 |
| PP |
0.9971 |
0.9971 |
0.9971 |
0.9986 |
| S1 |
0.9914 |
0.9914 |
0.9981 |
0.9943 |
| S2 |
0.9833 |
0.9833 |
0.9969 |
|
| S3 |
0.9695 |
0.9776 |
0.9956 |
|
| S4 |
0.9557 |
0.9638 |
0.9918 |
|
|
| 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% |
0.0112 |
1.1% |
61% |
False |
False |
163 |
| 10 |
1.0288 |
0.9860 |
0.0428 |
4.3% |
0.0099 |
1.0% |
31% |
False |
False |
138 |
| 20 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0125 |
1.3% |
17% |
False |
False |
177 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0121 |
1.2% |
32% |
False |
False |
121 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0093 |
0.9% |
32% |
False |
False |
83 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0091 |
0.9% |
28% |
False |
False |
65 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.3% |
0.0085 |
0.8% |
24% |
False |
False |
55 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0616 |
|
2.618 |
1.0390 |
|
1.618 |
1.0252 |
|
1.000 |
1.0167 |
|
0.618 |
1.0114 |
|
HIGH |
1.0029 |
|
0.618 |
0.9976 |
|
0.500 |
0.9960 |
|
0.382 |
0.9944 |
|
LOW |
0.9891 |
|
0.618 |
0.9806 |
|
1.000 |
0.9753 |
|
1.618 |
0.9668 |
|
2.618 |
0.9530 |
|
4.250 |
0.9305 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9983 |
0.9978 |
| PP |
0.9971 |
0.9961 |
| S1 |
0.9960 |
0.9945 |
|