CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0138 |
1.0164 |
0.0026 |
0.3% |
1.0249 |
| High |
1.0182 |
1.0318 |
0.0136 |
1.3% |
1.0326 |
| Low |
1.0124 |
1.0155 |
0.0031 |
0.3% |
1.0097 |
| Close |
1.0144 |
1.0306 |
0.0162 |
1.6% |
1.0142 |
| Range |
0.0058 |
0.0163 |
0.0105 |
181.0% |
0.0229 |
| ATR |
0.0100 |
0.0105 |
0.0005 |
5.3% |
0.0000 |
| Volume |
818 |
673 |
-145 |
-17.7% |
2,975 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0749 |
1.0690 |
1.0396 |
|
| R3 |
1.0586 |
1.0527 |
1.0351 |
|
| R2 |
1.0423 |
1.0423 |
1.0336 |
|
| R1 |
1.0364 |
1.0364 |
1.0321 |
1.0394 |
| PP |
1.0260 |
1.0260 |
1.0260 |
1.0274 |
| S1 |
1.0201 |
1.0201 |
1.0291 |
1.0231 |
| S2 |
1.0097 |
1.0097 |
1.0276 |
|
| S3 |
0.9934 |
1.0038 |
1.0261 |
|
| S4 |
0.9771 |
0.9875 |
1.0216 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0875 |
1.0738 |
1.0268 |
|
| R3 |
1.0646 |
1.0509 |
1.0205 |
|
| R2 |
1.0417 |
1.0417 |
1.0184 |
|
| R1 |
1.0280 |
1.0280 |
1.0163 |
1.0234 |
| PP |
1.0188 |
1.0188 |
1.0188 |
1.0166 |
| S1 |
1.0051 |
1.0051 |
1.0121 |
1.0005 |
| S2 |
0.9959 |
0.9959 |
1.0100 |
|
| S3 |
0.9730 |
0.9822 |
1.0079 |
|
| S4 |
0.9501 |
0.9593 |
1.0016 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0318 |
1.0097 |
0.0221 |
2.1% |
0.0098 |
0.9% |
95% |
True |
False |
683 |
| 10 |
1.0326 |
1.0097 |
0.0229 |
2.2% |
0.0095 |
0.9% |
91% |
False |
False |
600 |
| 20 |
1.0442 |
1.0025 |
0.0417 |
4.0% |
0.0103 |
1.0% |
67% |
False |
False |
442 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.6% |
0.0101 |
1.0% |
77% |
False |
False |
293 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0118 |
1.1% |
55% |
False |
False |
257 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0107 |
1.0% |
63% |
False |
False |
197 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0094 |
0.9% |
63% |
False |
False |
159 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0091 |
0.9% |
56% |
False |
False |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1011 |
|
2.618 |
1.0745 |
|
1.618 |
1.0582 |
|
1.000 |
1.0481 |
|
0.618 |
1.0419 |
|
HIGH |
1.0318 |
|
0.618 |
1.0256 |
|
0.500 |
1.0237 |
|
0.382 |
1.0217 |
|
LOW |
1.0155 |
|
0.618 |
1.0054 |
|
1.000 |
0.9992 |
|
1.618 |
0.9891 |
|
2.618 |
0.9728 |
|
4.250 |
0.9462 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0283 |
1.0273 |
| PP |
1.0260 |
1.0240 |
| S1 |
1.0237 |
1.0208 |
|