CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 08-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Aug-2013 |
08-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0279 |
1.0373 |
0.0094 |
0.9% |
1.0217 |
| High |
1.0385 |
1.0442 |
0.0057 |
0.5% |
1.0253 |
| Low |
1.0264 |
1.0326 |
0.0062 |
0.6% |
1.0025 |
| Close |
1.0383 |
1.0367 |
-0.0016 |
-0.2% |
1.0122 |
| Range |
0.0121 |
0.0116 |
-0.0005 |
-4.1% |
0.0228 |
| ATR |
0.0111 |
0.0111 |
0.0000 |
0.3% |
0.0000 |
| Volume |
300 |
635 |
335 |
111.7% |
1,123 |
|
| Daily Pivots for day following 08-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0726 |
1.0663 |
1.0431 |
|
| R3 |
1.0610 |
1.0547 |
1.0399 |
|
| R2 |
1.0494 |
1.0494 |
1.0388 |
|
| R1 |
1.0431 |
1.0431 |
1.0378 |
1.0405 |
| PP |
1.0378 |
1.0378 |
1.0378 |
1.0365 |
| S1 |
1.0315 |
1.0315 |
1.0356 |
1.0289 |
| S2 |
1.0262 |
1.0262 |
1.0346 |
|
| S3 |
1.0146 |
1.0199 |
1.0335 |
|
| S4 |
1.0030 |
1.0083 |
1.0303 |
|
|
| 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 |
1.0442 |
1.0025 |
0.0417 |
4.0% |
0.0109 |
1.1% |
82% |
True |
False |
325 |
| 10 |
1.0442 |
1.0025 |
0.0417 |
4.0% |
0.0104 |
1.0% |
82% |
True |
False |
258 |
| 20 |
1.0442 |
0.9925 |
0.0517 |
5.0% |
0.0100 |
1.0% |
85% |
True |
False |
197 |
| 40 |
1.0670 |
0.9860 |
0.0810 |
7.8% |
0.0111 |
1.1% |
63% |
False |
False |
186 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0115 |
1.1% |
70% |
False |
False |
149 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0095 |
0.9% |
70% |
False |
False |
114 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0093 |
0.9% |
62% |
False |
False |
93 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
12.8% |
0.0087 |
0.8% |
52% |
False |
False |
80 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0935 |
|
2.618 |
1.0746 |
|
1.618 |
1.0630 |
|
1.000 |
1.0558 |
|
0.618 |
1.0514 |
|
HIGH |
1.0442 |
|
0.618 |
1.0398 |
|
0.500 |
1.0384 |
|
0.382 |
1.0370 |
|
LOW |
1.0326 |
|
0.618 |
1.0254 |
|
1.000 |
1.0210 |
|
1.618 |
1.0138 |
|
2.618 |
1.0022 |
|
4.250 |
0.9833 |
|
|
| Fisher Pivots for day following 08-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0344 |
| PP |
1.0378 |
1.0321 |
| S1 |
1.0373 |
1.0299 |
|