CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 29-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jul-2013 |
29-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0079 |
1.0217 |
0.0138 |
1.4% |
0.9948 |
| High |
1.0206 |
1.0239 |
0.0033 |
0.3% |
1.0206 |
| Low |
1.0074 |
1.0204 |
0.0130 |
1.3% |
0.9948 |
| Close |
1.0192 |
1.0227 |
0.0035 |
0.3% |
1.0192 |
| Range |
0.0132 |
0.0035 |
-0.0097 |
-73.5% |
0.0258 |
| ATR |
0.0115 |
0.0110 |
-0.0005 |
-4.2% |
0.0000 |
| Volume |
167 |
182 |
15 |
9.0% |
627 |
|
| Daily Pivots for day following 29-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0313 |
1.0246 |
|
| R3 |
1.0293 |
1.0278 |
1.0237 |
|
| R2 |
1.0258 |
1.0258 |
1.0233 |
|
| R1 |
1.0243 |
1.0243 |
1.0230 |
1.0251 |
| PP |
1.0223 |
1.0223 |
1.0223 |
1.0227 |
| S1 |
1.0208 |
1.0208 |
1.0224 |
1.0216 |
| S2 |
1.0188 |
1.0188 |
1.0221 |
|
| S3 |
1.0153 |
1.0173 |
1.0217 |
|
| S4 |
1.0118 |
1.0138 |
1.0208 |
|
|
| Weekly Pivots for week ending 26-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0889 |
1.0799 |
1.0334 |
|
| R3 |
1.0631 |
1.0541 |
1.0263 |
|
| R2 |
1.0373 |
1.0373 |
1.0239 |
|
| R1 |
1.0283 |
1.0283 |
1.0216 |
1.0328 |
| PP |
1.0115 |
1.0115 |
1.0115 |
1.0138 |
| S1 |
1.0025 |
1.0025 |
1.0168 |
1.0070 |
| S2 |
0.9857 |
0.9857 |
1.0145 |
|
| S3 |
0.9599 |
0.9767 |
1.0121 |
|
| S4 |
0.9341 |
0.9509 |
1.0050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0239 |
0.9972 |
0.0267 |
2.6% |
0.0089 |
0.9% |
96% |
True |
False |
154 |
| 10 |
1.0239 |
0.9925 |
0.0314 |
3.1% |
0.0093 |
0.9% |
96% |
True |
False |
141 |
| 20 |
1.0239 |
0.9860 |
0.0379 |
3.7% |
0.0098 |
1.0% |
97% |
True |
False |
145 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0128 |
1.3% |
45% |
False |
False |
163 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0108 |
1.1% |
55% |
False |
False |
114 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0093 |
0.9% |
55% |
False |
False |
87 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0088 |
0.9% |
49% |
False |
False |
72 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
13.0% |
0.0084 |
0.8% |
42% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0388 |
|
2.618 |
1.0331 |
|
1.618 |
1.0296 |
|
1.000 |
1.0274 |
|
0.618 |
1.0261 |
|
HIGH |
1.0239 |
|
0.618 |
1.0226 |
|
0.500 |
1.0222 |
|
0.382 |
1.0217 |
|
LOW |
1.0204 |
|
0.618 |
1.0182 |
|
1.000 |
1.0169 |
|
1.618 |
1.0147 |
|
2.618 |
1.0112 |
|
4.250 |
1.0055 |
|
|
| Fisher Pivots for day following 29-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0225 |
1.0191 |
| PP |
1.0223 |
1.0155 |
| S1 |
1.0222 |
1.0119 |
|