CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 03-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Aug-2013 |
03-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0177 |
1.0174 |
-0.0003 |
0.0% |
1.0138 |
| High |
1.0215 |
1.0178 |
-0.0037 |
-0.4% |
1.0330 |
| Low |
1.0160 |
1.0019 |
-0.0141 |
-1.4% |
1.0124 |
| Close |
1.0193 |
1.0058 |
-0.0135 |
-1.3% |
1.0193 |
| Range |
0.0055 |
0.0159 |
0.0104 |
189.1% |
0.0206 |
| ATR |
0.0101 |
0.0107 |
0.0005 |
5.1% |
0.0000 |
| Volume |
1,711 |
1,442 |
-269 |
-15.7% |
5,618 |
|
| Daily Pivots for day following 03-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0469 |
1.0145 |
|
| R3 |
1.0403 |
1.0310 |
1.0102 |
|
| R2 |
1.0244 |
1.0244 |
1.0087 |
|
| R1 |
1.0151 |
1.0151 |
1.0073 |
1.0118 |
| PP |
1.0085 |
1.0085 |
1.0085 |
1.0069 |
| S1 |
0.9992 |
0.9992 |
1.0043 |
0.9959 |
| S2 |
0.9926 |
0.9926 |
1.0029 |
|
| S3 |
0.9767 |
0.9833 |
1.0014 |
|
| S4 |
0.9608 |
0.9674 |
0.9971 |
|
|
| 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 |
1.0019 |
0.0311 |
3.1% |
0.0117 |
1.2% |
13% |
False |
True |
1,248 |
| 10 |
1.0330 |
1.0019 |
0.0311 |
3.1% |
0.0101 |
1.0% |
13% |
False |
True |
950 |
| 20 |
1.0442 |
1.0019 |
0.0423 |
4.2% |
0.0100 |
1.0% |
9% |
False |
True |
670 |
| 40 |
1.0442 |
0.9885 |
0.0557 |
5.5% |
0.0099 |
1.0% |
31% |
False |
False |
416 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0111 |
1.1% |
24% |
False |
False |
344 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0110 |
1.1% |
38% |
False |
False |
266 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0096 |
1.0% |
38% |
False |
False |
214 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0092 |
0.9% |
34% |
False |
False |
181 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0854 |
|
2.618 |
1.0594 |
|
1.618 |
1.0435 |
|
1.000 |
1.0337 |
|
0.618 |
1.0276 |
|
HIGH |
1.0178 |
|
0.618 |
1.0117 |
|
0.500 |
1.0099 |
|
0.382 |
1.0080 |
|
LOW |
1.0019 |
|
0.618 |
0.9921 |
|
1.000 |
0.9860 |
|
1.618 |
0.9762 |
|
2.618 |
0.9603 |
|
4.250 |
0.9343 |
|
|
| Fisher Pivots for day following 03-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0099 |
1.0142 |
| PP |
1.0085 |
1.0114 |
| S1 |
1.0072 |
1.0086 |
|