CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 05-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Aug-2013 |
05-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0066 |
1.0122 |
0.0056 |
0.6% |
1.0217 |
| High |
1.0140 |
1.0191 |
0.0051 |
0.5% |
1.0253 |
| Low |
1.0025 |
1.0095 |
0.0070 |
0.7% |
1.0025 |
| Close |
1.0122 |
1.0180 |
0.0058 |
0.6% |
1.0122 |
| Range |
0.0115 |
0.0096 |
-0.0019 |
-16.5% |
0.0228 |
| ATR |
0.0111 |
0.0110 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
335 |
196 |
-139 |
-41.5% |
1,123 |
|
| Daily Pivots for day following 05-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0443 |
1.0408 |
1.0233 |
|
| R3 |
1.0347 |
1.0312 |
1.0206 |
|
| R2 |
1.0251 |
1.0251 |
1.0198 |
|
| R1 |
1.0216 |
1.0216 |
1.0189 |
1.0234 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0164 |
| S1 |
1.0120 |
1.0120 |
1.0171 |
1.0138 |
| S2 |
1.0059 |
1.0059 |
1.0162 |
|
| S3 |
0.9963 |
1.0024 |
1.0154 |
|
| S4 |
0.9867 |
0.9928 |
1.0127 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0817 |
1.0698 |
1.0247 |
|
| R3 |
1.0589 |
1.0470 |
1.0185 |
|
| R2 |
1.0361 |
1.0361 |
1.0164 |
|
| R1 |
1.0242 |
1.0242 |
1.0143 |
1.0188 |
| PP |
1.0133 |
1.0133 |
1.0133 |
1.0106 |
| S1 |
1.0014 |
1.0014 |
1.0101 |
0.9960 |
| S2 |
0.9905 |
0.9905 |
1.0080 |
|
| S3 |
0.9677 |
0.9786 |
1.0059 |
|
| S4 |
0.9449 |
0.9558 |
0.9997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0253 |
1.0025 |
0.0228 |
2.2% |
0.0108 |
1.1% |
68% |
False |
False |
227 |
| 10 |
1.0253 |
0.9972 |
0.0281 |
2.8% |
0.0098 |
1.0% |
74% |
False |
False |
191 |
| 20 |
1.0253 |
0.9885 |
0.0368 |
3.6% |
0.0098 |
1.0% |
80% |
False |
False |
161 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0117 |
1.1% |
40% |
False |
False |
181 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0113 |
1.1% |
51% |
False |
False |
132 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0095 |
0.9% |
51% |
False |
False |
100 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0091 |
0.9% |
45% |
False |
False |
83 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
13.0% |
0.0086 |
0.8% |
38% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0599 |
|
2.618 |
1.0442 |
|
1.618 |
1.0346 |
|
1.000 |
1.0287 |
|
0.618 |
1.0250 |
|
HIGH |
1.0191 |
|
0.618 |
1.0154 |
|
0.500 |
1.0143 |
|
0.382 |
1.0132 |
|
LOW |
1.0095 |
|
0.618 |
1.0036 |
|
1.000 |
0.9999 |
|
1.618 |
0.9940 |
|
2.618 |
0.9844 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 05-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0168 |
1.0164 |
| PP |
1.0155 |
1.0148 |
| S1 |
1.0143 |
1.0132 |
|