CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 13-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Aug-2013 |
13-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0395 |
1.0303 |
-0.0092 |
-0.9% |
1.0122 |
| High |
1.0423 |
1.0303 |
-0.0120 |
-1.2% |
1.0442 |
| Low |
1.0330 |
1.0179 |
-0.0151 |
-1.5% |
1.0095 |
| Close |
1.0352 |
1.0189 |
-0.0163 |
-1.6% |
1.0389 |
| Range |
0.0093 |
0.0124 |
0.0031 |
33.3% |
0.0347 |
| ATR |
0.0108 |
0.0113 |
0.0005 |
4.3% |
0.0000 |
| Volume |
269 |
190 |
-79 |
-29.4% |
1,575 |
|
| Daily Pivots for day following 13-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0596 |
1.0516 |
1.0257 |
|
| R3 |
1.0472 |
1.0392 |
1.0223 |
|
| R2 |
1.0348 |
1.0348 |
1.0212 |
|
| R1 |
1.0268 |
1.0268 |
1.0200 |
1.0246 |
| PP |
1.0224 |
1.0224 |
1.0224 |
1.0213 |
| S1 |
1.0144 |
1.0144 |
1.0178 |
1.0122 |
| S2 |
1.0100 |
1.0100 |
1.0166 |
|
| S3 |
0.9976 |
1.0020 |
1.0155 |
|
| S4 |
0.9852 |
0.9896 |
1.0121 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1350 |
1.1216 |
1.0580 |
|
| R3 |
1.1003 |
1.0869 |
1.0484 |
|
| R2 |
1.0656 |
1.0656 |
1.0453 |
|
| R1 |
1.0522 |
1.0522 |
1.0421 |
1.0589 |
| PP |
1.0309 |
1.0309 |
1.0309 |
1.0342 |
| S1 |
1.0175 |
1.0175 |
1.0357 |
1.0242 |
| S2 |
0.9962 |
0.9962 |
1.0325 |
|
| S3 |
0.9615 |
0.9828 |
1.0294 |
|
| S4 |
0.9268 |
0.9481 |
1.0198 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0442 |
1.0179 |
0.0263 |
2.6% |
0.0108 |
1.1% |
4% |
False |
True |
335 |
| 10 |
1.0442 |
1.0025 |
0.0417 |
4.1% |
0.0111 |
1.1% |
39% |
False |
False |
284 |
| 20 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0101 |
1.0% |
51% |
False |
False |
213 |
| 40 |
1.0598 |
0.9860 |
0.0738 |
7.2% |
0.0107 |
1.0% |
45% |
False |
False |
188 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0119 |
1.2% |
52% |
False |
False |
161 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0097 |
1.0% |
52% |
False |
False |
123 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0094 |
0.9% |
46% |
False |
False |
100 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
13.0% |
0.0088 |
0.9% |
39% |
False |
False |
85 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0830 |
|
2.618 |
1.0628 |
|
1.618 |
1.0504 |
|
1.000 |
1.0427 |
|
0.618 |
1.0380 |
|
HIGH |
1.0303 |
|
0.618 |
1.0256 |
|
0.500 |
1.0241 |
|
0.382 |
1.0226 |
|
LOW |
1.0179 |
|
0.618 |
1.0102 |
|
1.000 |
1.0055 |
|
1.618 |
0.9978 |
|
2.618 |
0.9854 |
|
4.250 |
0.9652 |
|
|
| Fisher Pivots for day following 13-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0241 |
1.0301 |
| PP |
1.0224 |
1.0264 |
| S1 |
1.0206 |
1.0226 |
|