CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 17-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jul-2013 |
17-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0020 |
1.0099 |
0.0079 |
0.8% |
0.9888 |
| High |
1.0103 |
1.0099 |
-0.0004 |
0.0% |
1.0166 |
| Low |
1.0016 |
1.0015 |
-0.0001 |
0.0% |
0.9860 |
| Close |
1.0092 |
1.0050 |
-0.0042 |
-0.4% |
1.0071 |
| Range |
0.0087 |
0.0084 |
-0.0003 |
-3.4% |
0.0306 |
| ATR |
0.0120 |
0.0118 |
-0.0003 |
-2.1% |
0.0000 |
| Volume |
113 |
170 |
57 |
50.4% |
813 |
|
| Daily Pivots for day following 17-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0307 |
1.0262 |
1.0096 |
|
| R3 |
1.0223 |
1.0178 |
1.0073 |
|
| R2 |
1.0139 |
1.0139 |
1.0065 |
|
| R1 |
1.0094 |
1.0094 |
1.0058 |
1.0075 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0045 |
| S1 |
1.0010 |
1.0010 |
1.0042 |
0.9991 |
| S2 |
0.9971 |
0.9971 |
1.0035 |
|
| S3 |
0.9887 |
0.9926 |
1.0027 |
|
| S4 |
0.9803 |
0.9842 |
1.0004 |
|
|
| 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 |
0.9964 |
0.0202 |
2.0% |
0.0097 |
1.0% |
43% |
False |
False |
153 |
| 10 |
1.0166 |
0.9860 |
0.0306 |
3.0% |
0.0105 |
1.0% |
62% |
False |
False |
158 |
| 20 |
1.0540 |
0.9860 |
0.0680 |
6.8% |
0.0110 |
1.1% |
28% |
False |
False |
169 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0129 |
1.3% |
38% |
False |
False |
140 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0097 |
1.0% |
38% |
False |
False |
95 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0092 |
0.9% |
33% |
False |
False |
74 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.2% |
0.0086 |
0.9% |
28% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0456 |
|
2.618 |
1.0319 |
|
1.618 |
1.0235 |
|
1.000 |
1.0183 |
|
0.618 |
1.0151 |
|
HIGH |
1.0099 |
|
0.618 |
1.0067 |
|
0.500 |
1.0057 |
|
0.382 |
1.0047 |
|
LOW |
1.0015 |
|
0.618 |
0.9963 |
|
1.000 |
0.9931 |
|
1.618 |
0.9879 |
|
2.618 |
0.9795 |
|
4.250 |
0.9658 |
|
|
| Fisher Pivots for day following 17-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0057 |
1.0045 |
| PP |
1.0055 |
1.0039 |
| S1 |
1.0052 |
1.0034 |
|