CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 16-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Aug-2013 |
16-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0210 |
1.0289 |
0.0079 |
0.8% |
1.0395 |
| High |
1.0314 |
1.0308 |
-0.0006 |
-0.1% |
1.0423 |
| Low |
1.0151 |
1.0235 |
0.0084 |
0.8% |
1.0151 |
| Close |
1.0275 |
1.0255 |
-0.0020 |
-0.2% |
1.0255 |
| Range |
0.0163 |
0.0073 |
-0.0090 |
-55.2% |
0.0272 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
246 |
732 |
486 |
197.6% |
1,993 |
|
| Daily Pivots for day following 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0485 |
1.0443 |
1.0295 |
|
| R3 |
1.0412 |
1.0370 |
1.0275 |
|
| R2 |
1.0339 |
1.0339 |
1.0268 |
|
| R1 |
1.0297 |
1.0297 |
1.0262 |
1.0282 |
| PP |
1.0266 |
1.0266 |
1.0266 |
1.0258 |
| S1 |
1.0224 |
1.0224 |
1.0248 |
1.0209 |
| S2 |
1.0193 |
1.0193 |
1.0242 |
|
| S3 |
1.0120 |
1.0151 |
1.0235 |
|
| S4 |
1.0047 |
1.0078 |
1.0215 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1092 |
1.0946 |
1.0405 |
|
| R3 |
1.0820 |
1.0674 |
1.0330 |
|
| R2 |
1.0548 |
1.0548 |
1.0305 |
|
| R1 |
1.0402 |
1.0402 |
1.0280 |
1.0339 |
| PP |
1.0276 |
1.0276 |
1.0276 |
1.0245 |
| S1 |
1.0130 |
1.0130 |
1.0230 |
1.0067 |
| S2 |
1.0004 |
1.0004 |
1.0205 |
|
| S3 |
0.9732 |
0.9858 |
1.0180 |
|
| S4 |
0.9460 |
0.9586 |
1.0105 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0423 |
1.0151 |
0.0272 |
2.7% |
0.0101 |
1.0% |
38% |
False |
False |
398 |
| 10 |
1.0442 |
1.0095 |
0.0347 |
3.4% |
0.0103 |
1.0% |
46% |
False |
False |
356 |
| 20 |
1.0442 |
0.9948 |
0.0494 |
4.8% |
0.0102 |
1.0% |
62% |
False |
False |
265 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0100 |
1.0% |
68% |
False |
False |
221 |
| 60 |
1.0670 |
0.9697 |
0.0973 |
9.5% |
0.0122 |
1.2% |
57% |
False |
False |
187 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0101 |
1.0% |
58% |
False |
False |
142 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0094 |
0.9% |
52% |
False |
False |
115 |
| 120 |
1.0907 |
0.9675 |
0.1232 |
12.0% |
0.0087 |
0.8% |
47% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0618 |
|
2.618 |
1.0499 |
|
1.618 |
1.0426 |
|
1.000 |
1.0381 |
|
0.618 |
1.0353 |
|
HIGH |
1.0308 |
|
0.618 |
1.0280 |
|
0.500 |
1.0272 |
|
0.382 |
1.0263 |
|
LOW |
1.0235 |
|
0.618 |
1.0190 |
|
1.000 |
1.0162 |
|
1.618 |
1.0117 |
|
2.618 |
1.0044 |
|
4.250 |
0.9925 |
|
|
| Fisher Pivots for day following 16-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0272 |
1.0248 |
| PP |
1.0266 |
1.0240 |
| S1 |
1.0261 |
1.0233 |
|