CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 29-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Aug-2013 |
29-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0310 |
1.0243 |
-0.0067 |
-0.6% |
1.0249 |
| High |
1.0330 |
1.0264 |
-0.0066 |
-0.6% |
1.0326 |
| Low |
1.0228 |
1.0157 |
-0.0071 |
-0.7% |
1.0097 |
| Close |
1.0242 |
1.0183 |
-0.0059 |
-0.6% |
1.0142 |
| Range |
0.0102 |
0.0107 |
0.0005 |
4.9% |
0.0229 |
| ATR |
0.0105 |
0.0105 |
0.0000 |
0.1% |
0.0000 |
| Volume |
1,362 |
1,054 |
-308 |
-22.6% |
2,975 |
|
| Daily Pivots for day following 29-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0522 |
1.0460 |
1.0242 |
|
| R3 |
1.0415 |
1.0353 |
1.0212 |
|
| R2 |
1.0308 |
1.0308 |
1.0203 |
|
| R1 |
1.0246 |
1.0246 |
1.0193 |
1.0224 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0190 |
| S1 |
1.0139 |
1.0139 |
1.0173 |
1.0117 |
| S2 |
1.0094 |
1.0094 |
1.0163 |
|
| S3 |
0.9987 |
1.0032 |
1.0154 |
|
| S4 |
0.9880 |
0.9925 |
1.0124 |
|
|
| 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 |
1.0330 |
1.0097 |
0.0233 |
2.3% |
0.0100 |
1.0% |
37% |
False |
False |
940 |
| 10 |
1.0330 |
1.0097 |
0.0233 |
2.3% |
0.0094 |
0.9% |
37% |
False |
False |
761 |
| 20 |
1.0442 |
1.0025 |
0.0417 |
4.1% |
0.0100 |
1.0% |
38% |
False |
False |
539 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0100 |
1.0% |
55% |
False |
False |
348 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0119 |
1.2% |
40% |
False |
False |
296 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0109 |
1.1% |
51% |
False |
False |
227 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0094 |
0.9% |
51% |
False |
False |
183 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0091 |
0.9% |
45% |
False |
False |
155 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0719 |
|
2.618 |
1.0544 |
|
1.618 |
1.0437 |
|
1.000 |
1.0371 |
|
0.618 |
1.0330 |
|
HIGH |
1.0264 |
|
0.618 |
1.0223 |
|
0.500 |
1.0211 |
|
0.382 |
1.0198 |
|
LOW |
1.0157 |
|
0.618 |
1.0091 |
|
1.000 |
1.0050 |
|
1.618 |
0.9984 |
|
2.618 |
0.9877 |
|
4.250 |
0.9702 |
|
|
| Fisher Pivots for day following 29-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0211 |
1.0243 |
| PP |
1.0201 |
1.0223 |
| S1 |
1.0192 |
1.0203 |
|