CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 11-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jul-2013 |
11-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9891 |
1.0063 |
0.0172 |
1.7% |
1.0071 |
| High |
1.0029 |
1.0166 |
0.0137 |
1.4% |
1.0081 |
| Low |
0.9891 |
1.0050 |
0.0159 |
1.6% |
0.9894 |
| Close |
0.9994 |
1.0105 |
0.0111 |
1.1% |
0.9894 |
| Range |
0.0138 |
0.0116 |
-0.0022 |
-15.9% |
0.0187 |
| ATR |
0.0123 |
0.0126 |
0.0004 |
2.9% |
0.0000 |
| Volume |
106 |
184 |
78 |
73.6% |
598 |
|
| Daily Pivots for day following 11-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0455 |
1.0396 |
1.0169 |
|
| R3 |
1.0339 |
1.0280 |
1.0137 |
|
| R2 |
1.0223 |
1.0223 |
1.0126 |
|
| R1 |
1.0164 |
1.0164 |
1.0116 |
1.0194 |
| PP |
1.0107 |
1.0107 |
1.0107 |
1.0122 |
| S1 |
1.0048 |
1.0048 |
1.0094 |
1.0078 |
| S2 |
0.9991 |
0.9991 |
1.0084 |
|
| S3 |
0.9875 |
0.9932 |
1.0073 |
|
| S4 |
0.9759 |
0.9816 |
1.0041 |
|
|
| 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 |
1.0166 |
0.9860 |
0.0306 |
3.0% |
0.0105 |
1.0% |
80% |
True |
False |
167 |
| 10 |
1.0238 |
0.9860 |
0.0378 |
3.7% |
0.0102 |
1.0% |
65% |
False |
False |
142 |
| 20 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0122 |
1.2% |
30% |
False |
False |
176 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0123 |
1.2% |
43% |
False |
False |
126 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0093 |
0.9% |
43% |
False |
False |
86 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0091 |
0.9% |
38% |
False |
False |
67 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.1% |
0.0085 |
0.8% |
32% |
False |
False |
56 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0470 |
|
1.618 |
1.0354 |
|
1.000 |
1.0282 |
|
0.618 |
1.0238 |
|
HIGH |
1.0166 |
|
0.618 |
1.0122 |
|
0.500 |
1.0108 |
|
0.382 |
1.0094 |
|
LOW |
1.0050 |
|
0.618 |
0.9978 |
|
1.000 |
0.9934 |
|
1.618 |
0.9862 |
|
2.618 |
0.9746 |
|
4.250 |
0.9557 |
|
|
| Fisher Pivots for day following 11-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0079 |
| PP |
1.0107 |
1.0052 |
| S1 |
1.0106 |
1.0026 |
|