CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 19-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jul-2013 |
19-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
0.9925 |
-0.0117 |
-1.2% |
1.0091 |
| High |
1.0042 |
1.0006 |
-0.0036 |
-0.4% |
1.0103 |
| Low |
0.9944 |
0.9925 |
-0.0019 |
-0.2% |
0.9925 |
| Close |
0.9962 |
0.9986 |
0.0024 |
0.2% |
0.9986 |
| Range |
0.0098 |
0.0081 |
-0.0017 |
-17.3% |
0.0178 |
| ATR |
0.0117 |
0.0114 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
255 |
67 |
-188 |
-73.7% |
687 |
|
| Daily Pivots for day following 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0215 |
1.0182 |
1.0031 |
|
| R3 |
1.0134 |
1.0101 |
1.0008 |
|
| R2 |
1.0053 |
1.0053 |
1.0001 |
|
| R1 |
1.0020 |
1.0020 |
0.9993 |
1.0037 |
| PP |
0.9972 |
0.9972 |
0.9972 |
0.9981 |
| S1 |
0.9939 |
0.9939 |
0.9979 |
0.9956 |
| S2 |
0.9891 |
0.9891 |
0.9971 |
|
| S3 |
0.9810 |
0.9858 |
0.9964 |
|
| S4 |
0.9729 |
0.9777 |
0.9941 |
|
|
| Weekly Pivots for week ending 19-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0539 |
1.0440 |
1.0084 |
|
| R3 |
1.0361 |
1.0262 |
1.0035 |
|
| R2 |
1.0183 |
1.0183 |
1.0019 |
|
| R1 |
1.0084 |
1.0084 |
1.0002 |
1.0045 |
| PP |
1.0005 |
1.0005 |
1.0005 |
0.9985 |
| S1 |
0.9906 |
0.9906 |
0.9970 |
0.9867 |
| S2 |
0.9827 |
0.9827 |
0.9953 |
|
| S3 |
0.9649 |
0.9728 |
0.9937 |
|
| S4 |
0.9471 |
0.9550 |
0.9888 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0103 |
0.9925 |
0.0178 |
1.8% |
0.0096 |
1.0% |
34% |
False |
True |
137 |
| 10 |
1.0166 |
0.9860 |
0.0306 |
3.1% |
0.0091 |
0.9% |
41% |
False |
False |
150 |
| 20 |
1.0322 |
0.9860 |
0.0462 |
4.6% |
0.0098 |
1.0% |
27% |
False |
False |
176 |
| 40 |
1.0670 |
0.9697 |
0.0973 |
9.7% |
0.0131 |
1.3% |
30% |
False |
False |
147 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0100 |
1.0% |
31% |
False |
False |
100 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0092 |
0.9% |
28% |
False |
False |
78 |
| 100 |
1.0907 |
0.9675 |
0.1232 |
12.3% |
0.0084 |
0.8% |
25% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0350 |
|
2.618 |
1.0218 |
|
1.618 |
1.0137 |
|
1.000 |
1.0087 |
|
0.618 |
1.0056 |
|
HIGH |
1.0006 |
|
0.618 |
0.9975 |
|
0.500 |
0.9966 |
|
0.382 |
0.9956 |
|
LOW |
0.9925 |
|
0.618 |
0.9875 |
|
1.000 |
0.9844 |
|
1.618 |
0.9794 |
|
2.618 |
0.9713 |
|
4.250 |
0.9581 |
|
|
| Fisher Pivots for day following 19-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9979 |
1.0012 |
| PP |
0.9972 |
1.0003 |
| S1 |
0.9966 |
0.9995 |
|