CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 18-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jul-2013 |
18-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0099 |
1.0042 |
-0.0057 |
-0.6% |
0.9888 |
| High |
1.0099 |
1.0042 |
-0.0057 |
-0.6% |
1.0166 |
| Low |
1.0015 |
0.9944 |
-0.0071 |
-0.7% |
0.9860 |
| Close |
1.0050 |
0.9962 |
-0.0088 |
-0.9% |
1.0071 |
| Range |
0.0084 |
0.0098 |
0.0014 |
16.7% |
0.0306 |
| ATR |
0.0118 |
0.0117 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
170 |
255 |
85 |
50.0% |
813 |
|
| Daily Pivots for day following 18-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0277 |
1.0217 |
1.0016 |
|
| R3 |
1.0179 |
1.0119 |
0.9989 |
|
| R2 |
1.0081 |
1.0081 |
0.9980 |
|
| R1 |
1.0021 |
1.0021 |
0.9971 |
1.0002 |
| PP |
0.9983 |
0.9983 |
0.9983 |
0.9973 |
| S1 |
0.9923 |
0.9923 |
0.9953 |
0.9904 |
| S2 |
0.9885 |
0.9885 |
0.9944 |
|
| S3 |
0.9787 |
0.9825 |
0.9935 |
|
| S4 |
0.9689 |
0.9727 |
0.9908 |
|
|
| 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 |
1.0130 |
0.9944 |
0.0186 |
1.9% |
0.0094 |
0.9% |
10% |
False |
True |
167 |
| 10 |
1.0166 |
0.9860 |
0.0306 |
3.1% |
0.0099 |
1.0% |
33% |
False |
False |
167 |
| 20 |
1.0396 |
0.9860 |
0.0536 |
5.4% |
0.0104 |
1.0% |
19% |
False |
False |
180 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0131 |
1.3% |
29% |
False |
False |
146 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0099 |
1.0% |
29% |
False |
False |
99 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0092 |
0.9% |
26% |
False |
False |
77 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.3% |
0.0084 |
0.8% |
22% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0459 |
|
2.618 |
1.0299 |
|
1.618 |
1.0201 |
|
1.000 |
1.0140 |
|
0.618 |
1.0103 |
|
HIGH |
1.0042 |
|
0.618 |
1.0005 |
|
0.500 |
0.9993 |
|
0.382 |
0.9981 |
|
LOW |
0.9944 |
|
0.618 |
0.9883 |
|
1.000 |
0.9846 |
|
1.618 |
0.9785 |
|
2.618 |
0.9687 |
|
4.250 |
0.9528 |
|
|
| Fisher Pivots for day following 18-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9993 |
1.0024 |
| PP |
0.9983 |
1.0003 |
| S1 |
0.9972 |
0.9983 |
|