CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 16-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jul-2013 |
16-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0020 |
-0.0071 |
-0.7% |
0.9888 |
| High |
1.0095 |
1.0103 |
0.0008 |
0.1% |
1.0166 |
| Low |
0.9964 |
1.0016 |
0.0052 |
0.5% |
0.9860 |
| Close |
1.0023 |
1.0092 |
0.0069 |
0.7% |
1.0071 |
| Range |
0.0131 |
0.0087 |
-0.0044 |
-33.6% |
0.0306 |
| ATR |
0.0123 |
0.0120 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
82 |
113 |
31 |
37.8% |
813 |
|
| Daily Pivots for day following 16-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0331 |
1.0299 |
1.0140 |
|
| R3 |
1.0244 |
1.0212 |
1.0116 |
|
| R2 |
1.0157 |
1.0157 |
1.0108 |
|
| R1 |
1.0125 |
1.0125 |
1.0100 |
1.0141 |
| PP |
1.0070 |
1.0070 |
1.0070 |
1.0079 |
| S1 |
1.0038 |
1.0038 |
1.0084 |
1.0054 |
| S2 |
0.9983 |
0.9983 |
1.0076 |
|
| S3 |
0.9896 |
0.9951 |
1.0068 |
|
| S4 |
0.9809 |
0.9864 |
1.0044 |
|
|
| 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 |
0.9891 |
0.0275 |
2.7% |
0.0108 |
1.1% |
73% |
False |
False |
140 |
| 10 |
1.0166 |
0.9860 |
0.0306 |
3.0% |
0.0108 |
1.1% |
76% |
False |
False |
145 |
| 20 |
1.0598 |
0.9860 |
0.0738 |
7.3% |
0.0113 |
1.1% |
31% |
False |
False |
163 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0128 |
1.3% |
42% |
False |
False |
136 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0096 |
0.9% |
42% |
False |
False |
92 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0092 |
0.9% |
37% |
False |
False |
72 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.1% |
0.0085 |
0.8% |
31% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0473 |
|
2.618 |
1.0331 |
|
1.618 |
1.0244 |
|
1.000 |
1.0190 |
|
0.618 |
1.0157 |
|
HIGH |
1.0103 |
|
0.618 |
1.0070 |
|
0.500 |
1.0060 |
|
0.382 |
1.0049 |
|
LOW |
1.0016 |
|
0.618 |
0.9962 |
|
1.000 |
0.9929 |
|
1.618 |
0.9875 |
|
2.618 |
0.9788 |
|
4.250 |
0.9646 |
|
|
| Fisher Pivots for day following 16-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0081 |
1.0077 |
| PP |
1.0070 |
1.0062 |
| S1 |
1.0060 |
1.0047 |
|