CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 12-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jul-2013 |
12-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0063 |
1.0105 |
0.0042 |
0.4% |
0.9888 |
| High |
1.0166 |
1.0130 |
-0.0036 |
-0.4% |
1.0166 |
| Low |
1.0050 |
1.0061 |
0.0011 |
0.1% |
0.9860 |
| Close |
1.0105 |
1.0071 |
-0.0034 |
-0.3% |
1.0071 |
| Range |
0.0116 |
0.0069 |
-0.0047 |
-40.5% |
0.0306 |
| ATR |
0.0126 |
0.0122 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
184 |
219 |
35 |
19.0% |
813 |
|
| Daily Pivots for day following 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0252 |
1.0109 |
|
| R3 |
1.0225 |
1.0183 |
1.0090 |
|
| R2 |
1.0156 |
1.0156 |
1.0084 |
|
| R1 |
1.0114 |
1.0114 |
1.0077 |
1.0101 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0081 |
| S1 |
1.0045 |
1.0045 |
1.0065 |
1.0032 |
| S2 |
1.0018 |
1.0018 |
1.0058 |
|
| S3 |
0.9949 |
0.9976 |
1.0052 |
|
| S4 |
0.9880 |
0.9907 |
1.0033 |
|
|
| Weekly Pivots for week ending 12-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0950 |
1.0817 |
1.0239 |
|
| R3 |
1.0644 |
1.0511 |
1.0155 |
|
| R2 |
1.0338 |
1.0338 |
1.0127 |
|
| R1 |
1.0205 |
1.0205 |
1.0099 |
1.0272 |
| PP |
1.0032 |
1.0032 |
1.0032 |
1.0066 |
| S1 |
0.9899 |
0.9899 |
1.0043 |
0.9966 |
| S2 |
0.9726 |
0.9726 |
1.0015 |
|
| S3 |
0.9420 |
0.9593 |
0.9987 |
|
| S4 |
0.9114 |
0.9287 |
0.9903 |
|
|
| 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% |
0.0087 |
0.9% |
69% |
False |
False |
162 |
| 10 |
1.0175 |
0.9860 |
0.0315 |
3.1% |
0.0101 |
1.0% |
67% |
False |
False |
148 |
| 20 |
1.0636 |
0.9860 |
0.0776 |
7.7% |
0.0115 |
1.1% |
27% |
False |
False |
176 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0124 |
1.2% |
40% |
False |
False |
131 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0094 |
0.9% |
40% |
False |
False |
89 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0091 |
0.9% |
35% |
False |
False |
70 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.2% |
0.0084 |
0.8% |
30% |
False |
False |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0423 |
|
2.618 |
1.0311 |
|
1.618 |
1.0242 |
|
1.000 |
1.0199 |
|
0.618 |
1.0173 |
|
HIGH |
1.0130 |
|
0.618 |
1.0104 |
|
0.500 |
1.0096 |
|
0.382 |
1.0087 |
|
LOW |
1.0061 |
|
0.618 |
1.0018 |
|
1.000 |
0.9992 |
|
1.618 |
0.9949 |
|
2.618 |
0.9880 |
|
4.250 |
0.9768 |
|
|
| Fisher Pivots for day following 12-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0096 |
1.0057 |
| PP |
1.0087 |
1.0043 |
| S1 |
1.0079 |
1.0029 |
|