CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0250 |
1.0279 |
0.0029 |
0.3% |
1.0395 |
| High |
1.0326 |
1.0298 |
-0.0028 |
-0.3% |
1.0423 |
| Low |
1.0230 |
1.0213 |
-0.0017 |
-0.2% |
1.0151 |
| Close |
1.0291 |
1.0239 |
-0.0052 |
-0.5% |
1.0255 |
| Range |
0.0096 |
0.0085 |
-0.0011 |
-11.5% |
0.0272 |
| ATR |
0.0106 |
0.0105 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
521 |
641 |
120 |
23.0% |
1,993 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0505 |
1.0457 |
1.0286 |
|
| R3 |
1.0420 |
1.0372 |
1.0262 |
|
| R2 |
1.0335 |
1.0335 |
1.0255 |
|
| R1 |
1.0287 |
1.0287 |
1.0247 |
1.0269 |
| PP |
1.0250 |
1.0250 |
1.0250 |
1.0241 |
| S1 |
1.0202 |
1.0202 |
1.0231 |
1.0184 |
| S2 |
1.0165 |
1.0165 |
1.0223 |
|
| S3 |
1.0080 |
1.0117 |
1.0216 |
|
| S4 |
0.9995 |
1.0032 |
1.0192 |
|
|
| 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 |
1.0326 |
1.0151 |
0.0175 |
1.7% |
0.0098 |
1.0% |
50% |
False |
False |
533 |
| 10 |
1.0442 |
1.0151 |
0.0291 |
2.8% |
0.0096 |
0.9% |
30% |
False |
False |
460 |
| 20 |
1.0442 |
0.9999 |
0.0443 |
4.3% |
0.0100 |
1.0% |
54% |
False |
False |
333 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0099 |
1.0% |
65% |
False |
False |
237 |
| 60 |
1.0670 |
0.9800 |
0.0870 |
8.5% |
0.0119 |
1.2% |
50% |
False |
False |
213 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0103 |
1.0% |
57% |
False |
False |
163 |
| 100 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0096 |
0.9% |
50% |
False |
False |
132 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0088 |
0.9% |
50% |
False |
False |
112 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0521 |
|
1.618 |
1.0436 |
|
1.000 |
1.0383 |
|
0.618 |
1.0351 |
|
HIGH |
1.0298 |
|
0.618 |
1.0266 |
|
0.500 |
1.0256 |
|
0.382 |
1.0245 |
|
LOW |
1.0213 |
|
0.618 |
1.0160 |
|
1.000 |
1.0128 |
|
1.618 |
1.0075 |
|
2.618 |
0.9990 |
|
4.250 |
0.9852 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0262 |
| PP |
1.0250 |
1.0254 |
| S1 |
1.0245 |
1.0247 |
|