CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 23-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jul-2013 |
23-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9948 |
1.0082 |
0.0134 |
1.3% |
1.0091 |
| High |
1.0078 |
1.0083 |
0.0005 |
0.0% |
1.0103 |
| Low |
0.9948 |
1.0002 |
0.0054 |
0.5% |
0.9925 |
| Close |
1.0050 |
1.0065 |
0.0015 |
0.1% |
0.9986 |
| Range |
0.0130 |
0.0081 |
-0.0049 |
-37.7% |
0.0178 |
| ATR |
0.0115 |
0.0113 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
35 |
249 |
214 |
611.4% |
687 |
|
| Daily Pivots for day following 23-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0260 |
1.0110 |
|
| R3 |
1.0212 |
1.0179 |
1.0087 |
|
| R2 |
1.0131 |
1.0131 |
1.0080 |
|
| R1 |
1.0098 |
1.0098 |
1.0072 |
1.0074 |
| PP |
1.0050 |
1.0050 |
1.0050 |
1.0038 |
| S1 |
1.0017 |
1.0017 |
1.0058 |
0.9993 |
| S2 |
0.9969 |
0.9969 |
1.0050 |
|
| S3 |
0.9888 |
0.9936 |
1.0043 |
|
| S4 |
0.9807 |
0.9855 |
1.0020 |
|
|
| 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 |
1.0099 |
0.9925 |
0.0174 |
1.7% |
0.0095 |
0.9% |
80% |
False |
False |
155 |
| 10 |
1.0166 |
0.9891 |
0.0275 |
2.7% |
0.0102 |
1.0% |
63% |
False |
False |
148 |
| 20 |
1.0289 |
0.9860 |
0.0429 |
4.3% |
0.0097 |
1.0% |
48% |
False |
False |
154 |
| 40 |
1.0670 |
0.9775 |
0.0895 |
8.9% |
0.0130 |
1.3% |
32% |
False |
False |
153 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0103 |
1.0% |
39% |
False |
False |
105 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0094 |
0.9% |
35% |
False |
False |
81 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0085 |
0.8% |
35% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0427 |
|
2.618 |
1.0295 |
|
1.618 |
1.0214 |
|
1.000 |
1.0164 |
|
0.618 |
1.0133 |
|
HIGH |
1.0083 |
|
0.618 |
1.0052 |
|
0.500 |
1.0043 |
|
0.382 |
1.0033 |
|
LOW |
1.0002 |
|
0.618 |
0.9952 |
|
1.000 |
0.9921 |
|
1.618 |
0.9871 |
|
2.618 |
0.9790 |
|
4.250 |
0.9658 |
|
|
| Fisher Pivots for day following 23-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0045 |
| PP |
1.0050 |
1.0024 |
| S1 |
1.0043 |
1.0004 |
|