CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 19-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Aug-2013 |
19-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0289 |
1.0249 |
-0.0040 |
-0.4% |
1.0395 |
| High |
1.0308 |
1.0270 |
-0.0038 |
-0.4% |
1.0423 |
| Low |
1.0235 |
1.0198 |
-0.0037 |
-0.4% |
1.0151 |
| Close |
1.0255 |
1.0255 |
0.0000 |
0.0% |
1.0255 |
| Range |
0.0073 |
0.0072 |
-0.0001 |
-1.4% |
0.0272 |
| ATR |
0.0110 |
0.0107 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
732 |
526 |
-206 |
-28.1% |
1,993 |
|
| Daily Pivots for day following 19-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0457 |
1.0428 |
1.0295 |
|
| R3 |
1.0385 |
1.0356 |
1.0275 |
|
| R2 |
1.0313 |
1.0313 |
1.0268 |
|
| R1 |
1.0284 |
1.0284 |
1.0262 |
1.0299 |
| PP |
1.0241 |
1.0241 |
1.0241 |
1.0248 |
| S1 |
1.0212 |
1.0212 |
1.0248 |
1.0227 |
| S2 |
1.0169 |
1.0169 |
1.0242 |
|
| S3 |
1.0097 |
1.0140 |
1.0235 |
|
| S4 |
1.0025 |
1.0068 |
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 |
1.0314 |
1.0151 |
0.0163 |
1.6% |
0.0097 |
0.9% |
64% |
False |
False |
450 |
| 10 |
1.0442 |
1.0151 |
0.0291 |
2.8% |
0.0100 |
1.0% |
36% |
False |
False |
389 |
| 20 |
1.0442 |
0.9972 |
0.0470 |
4.6% |
0.0099 |
1.0% |
60% |
False |
False |
290 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0099 |
1.0% |
68% |
False |
False |
223 |
| 60 |
1.0670 |
0.9775 |
0.0895 |
8.7% |
0.0119 |
1.2% |
54% |
False |
False |
195 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0101 |
1.0% |
58% |
False |
False |
148 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0094 |
0.9% |
52% |
False |
False |
121 |
| 120 |
1.0859 |
0.9675 |
0.1184 |
11.5% |
0.0087 |
0.8% |
49% |
False |
False |
102 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0576 |
|
2.618 |
1.0458 |
|
1.618 |
1.0386 |
|
1.000 |
1.0342 |
|
0.618 |
1.0314 |
|
HIGH |
1.0270 |
|
0.618 |
1.0242 |
|
0.500 |
1.0234 |
|
0.382 |
1.0226 |
|
LOW |
1.0198 |
|
0.618 |
1.0154 |
|
1.000 |
1.0126 |
|
1.618 |
1.0082 |
|
2.618 |
1.0010 |
|
4.250 |
0.9892 |
|
|
| Fisher Pivots for day following 19-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0248 |
1.0248 |
| PP |
1.0241 |
1.0240 |
| S1 |
1.0234 |
1.0233 |
|