CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0174 |
1.0048 |
-0.0126 |
-1.2% |
1.0138 |
| High |
1.0178 |
1.0071 |
-0.0107 |
-1.1% |
1.0330 |
| Low |
1.0019 |
1.0024 |
0.0005 |
0.0% |
1.0124 |
| Close |
1.0058 |
1.0030 |
-0.0028 |
-0.3% |
1.0193 |
| Range |
0.0159 |
0.0047 |
-0.0112 |
-70.4% |
0.0206 |
| ATR |
0.0107 |
0.0102 |
-0.0004 |
-4.0% |
0.0000 |
| Volume |
1,442 |
3,968 |
2,526 |
175.2% |
5,618 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0183 |
1.0153 |
1.0056 |
|
| R3 |
1.0136 |
1.0106 |
1.0043 |
|
| R2 |
1.0089 |
1.0089 |
1.0039 |
|
| R1 |
1.0059 |
1.0059 |
1.0034 |
1.0051 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0037 |
| S1 |
1.0012 |
1.0012 |
1.0026 |
1.0004 |
| S2 |
0.9995 |
0.9995 |
1.0021 |
|
| S3 |
0.9948 |
0.9965 |
1.0017 |
|
| S4 |
0.9901 |
0.9918 |
1.0004 |
|
|
| 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% |
0.0094 |
0.9% |
4% |
False |
False |
1,907 |
| 10 |
1.0330 |
1.0019 |
0.0311 |
3.1% |
0.0096 |
1.0% |
4% |
False |
False |
1,295 |
| 20 |
1.0442 |
1.0019 |
0.0423 |
4.2% |
0.0098 |
1.0% |
3% |
False |
False |
860 |
| 40 |
1.0442 |
0.9891 |
0.0551 |
5.5% |
0.0099 |
1.0% |
25% |
False |
False |
512 |
| 60 |
1.0670 |
0.9860 |
0.0810 |
8.1% |
0.0110 |
1.1% |
21% |
False |
False |
407 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0109 |
1.1% |
36% |
False |
False |
316 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0095 |
0.9% |
36% |
False |
False |
254 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0093 |
0.9% |
32% |
False |
False |
213 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0271 |
|
2.618 |
1.0194 |
|
1.618 |
1.0147 |
|
1.000 |
1.0118 |
|
0.618 |
1.0100 |
|
HIGH |
1.0071 |
|
0.618 |
1.0053 |
|
0.500 |
1.0048 |
|
0.382 |
1.0042 |
|
LOW |
1.0024 |
|
0.618 |
0.9995 |
|
1.000 |
0.9977 |
|
1.618 |
0.9948 |
|
2.618 |
0.9901 |
|
4.250 |
0.9824 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0048 |
1.0117 |
| PP |
1.0042 |
1.0088 |
| S1 |
1.0036 |
1.0059 |
|