CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0279 |
0.0093 |
0.9% |
1.0217 |
| High |
1.0254 |
1.0385 |
0.0131 |
1.3% |
1.0253 |
| Low |
1.0155 |
1.0264 |
0.0109 |
1.1% |
1.0025 |
| Close |
1.0248 |
1.0383 |
0.0135 |
1.3% |
1.0122 |
| Range |
0.0099 |
0.0121 |
0.0022 |
22.2% |
0.0228 |
| ATR |
0.0109 |
0.0111 |
0.0002 |
1.8% |
0.0000 |
| Volume |
159 |
300 |
141 |
88.7% |
1,123 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0707 |
1.0666 |
1.0450 |
|
| R3 |
1.0586 |
1.0545 |
1.0416 |
|
| R2 |
1.0465 |
1.0465 |
1.0405 |
|
| R1 |
1.0424 |
1.0424 |
1.0394 |
1.0445 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0354 |
| S1 |
1.0303 |
1.0303 |
1.0372 |
1.0324 |
| S2 |
1.0223 |
1.0223 |
1.0361 |
|
| S3 |
1.0102 |
1.0182 |
1.0350 |
|
| S4 |
0.9981 |
1.0061 |
1.0316 |
|
|
| 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 |
1.0385 |
1.0025 |
0.0360 |
3.5% |
0.0123 |
1.2% |
99% |
True |
False |
243 |
| 10 |
1.0385 |
0.9999 |
0.0386 |
3.7% |
0.0103 |
1.0% |
99% |
True |
False |
206 |
| 20 |
1.0385 |
0.9925 |
0.0460 |
4.4% |
0.0100 |
1.0% |
100% |
True |
False |
174 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
7.8% |
0.0113 |
1.1% |
65% |
False |
False |
175 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0114 |
1.1% |
71% |
False |
False |
139 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0095 |
0.9% |
71% |
False |
False |
106 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
10.8% |
0.0092 |
0.9% |
63% |
False |
False |
87 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
12.8% |
0.0087 |
0.8% |
53% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0899 |
|
2.618 |
1.0702 |
|
1.618 |
1.0581 |
|
1.000 |
1.0506 |
|
0.618 |
1.0460 |
|
HIGH |
1.0385 |
|
0.618 |
1.0339 |
|
0.500 |
1.0325 |
|
0.382 |
1.0310 |
|
LOW |
1.0264 |
|
0.618 |
1.0189 |
|
1.000 |
1.0143 |
|
1.618 |
1.0068 |
|
2.618 |
0.9947 |
|
4.250 |
0.9750 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0364 |
1.0335 |
| PP |
1.0344 |
1.0288 |
| S1 |
1.0325 |
1.0240 |
|