CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 14-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Aug-2013 |
14-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0303 |
1.0182 |
-0.0121 |
-1.2% |
1.0122 |
| High |
1.0303 |
1.0223 |
-0.0080 |
-0.8% |
1.0442 |
| Low |
1.0179 |
1.0169 |
-0.0010 |
-0.1% |
1.0095 |
| Close |
1.0189 |
1.0197 |
0.0008 |
0.1% |
1.0389 |
| Range |
0.0124 |
0.0054 |
-0.0070 |
-56.5% |
0.0347 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
190 |
556 |
366 |
192.6% |
1,575 |
|
| Daily Pivots for day following 14-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0358 |
1.0332 |
1.0227 |
|
| R3 |
1.0304 |
1.0278 |
1.0212 |
|
| R2 |
1.0250 |
1.0250 |
1.0207 |
|
| R1 |
1.0224 |
1.0224 |
1.0202 |
1.0237 |
| PP |
1.0196 |
1.0196 |
1.0196 |
1.0203 |
| S1 |
1.0170 |
1.0170 |
1.0192 |
1.0183 |
| S2 |
1.0142 |
1.0142 |
1.0187 |
|
| S3 |
1.0088 |
1.0116 |
1.0182 |
|
| S4 |
1.0034 |
1.0062 |
1.0167 |
|
|
| 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 |
1.0169 |
0.0273 |
2.7% |
0.0095 |
0.9% |
10% |
False |
True |
387 |
| 10 |
1.0442 |
1.0025 |
0.0417 |
4.1% |
0.0109 |
1.1% |
41% |
False |
False |
315 |
| 20 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0099 |
1.0% |
53% |
False |
False |
233 |
| 40 |
1.0540 |
0.9860 |
0.0680 |
6.7% |
0.0105 |
1.0% |
50% |
False |
False |
201 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0119 |
1.2% |
52% |
False |
False |
171 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0098 |
1.0% |
52% |
False |
False |
129 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0094 |
0.9% |
46% |
False |
False |
106 |
| 120 |
1.1000 |
0.9675 |
0.1325 |
13.0% |
0.0088 |
0.9% |
39% |
False |
False |
90 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0453 |
|
2.618 |
1.0364 |
|
1.618 |
1.0310 |
|
1.000 |
1.0277 |
|
0.618 |
1.0256 |
|
HIGH |
1.0223 |
|
0.618 |
1.0202 |
|
0.500 |
1.0196 |
|
0.382 |
1.0190 |
|
LOW |
1.0169 |
|
0.618 |
1.0136 |
|
1.000 |
1.0115 |
|
1.618 |
1.0082 |
|
2.618 |
1.0028 |
|
4.250 |
0.9940 |
|
|
| Fisher Pivots for day following 14-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0197 |
1.0296 |
| PP |
1.0196 |
1.0263 |
| S1 |
1.0196 |
1.0230 |
|