CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0243 |
1.0177 |
-0.0066 |
-0.6% |
1.0138 |
| High |
1.0264 |
1.0215 |
-0.0049 |
-0.5% |
1.0330 |
| Low |
1.0157 |
1.0160 |
0.0003 |
0.0% |
1.0124 |
| Close |
1.0183 |
1.0193 |
0.0010 |
0.1% |
1.0193 |
| Range |
0.0107 |
0.0055 |
-0.0052 |
-48.6% |
0.0206 |
| ATR |
0.0105 |
0.0101 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
1,054 |
1,711 |
657 |
62.3% |
5,618 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0354 |
1.0329 |
1.0223 |
|
| R3 |
1.0299 |
1.0274 |
1.0208 |
|
| R2 |
1.0244 |
1.0244 |
1.0203 |
|
| R1 |
1.0219 |
1.0219 |
1.0198 |
1.0232 |
| PP |
1.0189 |
1.0189 |
1.0189 |
1.0196 |
| S1 |
1.0164 |
1.0164 |
1.0188 |
1.0177 |
| S2 |
1.0134 |
1.0134 |
1.0183 |
|
| S3 |
1.0079 |
1.0109 |
1.0178 |
|
| S4 |
1.0024 |
1.0054 |
1.0163 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0834 |
1.0719 |
1.0306 |
|
| R3 |
1.0628 |
1.0513 |
1.0250 |
|
| R2 |
1.0422 |
1.0422 |
1.0231 |
|
| R1 |
1.0307 |
1.0307 |
1.0212 |
1.0365 |
| PP |
1.0216 |
1.0216 |
1.0216 |
1.0244 |
| S1 |
1.0101 |
1.0101 |
1.0174 |
1.0159 |
| S2 |
1.0010 |
1.0010 |
1.0155 |
|
| S3 |
0.9804 |
0.9895 |
1.0136 |
|
| S4 |
0.9598 |
0.9689 |
1.0080 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0330 |
1.0124 |
0.0206 |
2.0% |
0.0097 |
1.0% |
33% |
False |
False |
1,123 |
| 10 |
1.0330 |
1.0097 |
0.0233 |
2.3% |
0.0092 |
0.9% |
41% |
False |
False |
859 |
| 20 |
1.0442 |
1.0095 |
0.0347 |
3.4% |
0.0097 |
1.0% |
28% |
False |
False |
608 |
| 40 |
1.0442 |
0.9860 |
0.0582 |
5.7% |
0.0097 |
1.0% |
57% |
False |
False |
385 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
7.9% |
0.0113 |
1.1% |
41% |
False |
False |
325 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0110 |
1.1% |
52% |
False |
False |
249 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0095 |
0.9% |
52% |
False |
False |
200 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0091 |
0.9% |
46% |
False |
False |
169 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0449 |
|
2.618 |
1.0359 |
|
1.618 |
1.0304 |
|
1.000 |
1.0270 |
|
0.618 |
1.0249 |
|
HIGH |
1.0215 |
|
0.618 |
1.0194 |
|
0.500 |
1.0188 |
|
0.382 |
1.0181 |
|
LOW |
1.0160 |
|
0.618 |
1.0126 |
|
1.000 |
1.0105 |
|
1.618 |
1.0071 |
|
2.618 |
1.0016 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0191 |
1.0244 |
| PP |
1.0189 |
1.0227 |
| S1 |
1.0188 |
1.0210 |
|