CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 09-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Sep-2013 |
09-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9990 |
1.0028 |
0.0038 |
0.4% |
1.0174 |
| High |
1.0152 |
1.0073 |
-0.0079 |
-0.8% |
1.0178 |
| Low |
0.9982 |
0.9996 |
0.0014 |
0.1% |
0.9982 |
| Close |
1.0082 |
1.0045 |
-0.0037 |
-0.4% |
1.0082 |
| Range |
0.0170 |
0.0077 |
-0.0093 |
-54.7% |
0.0196 |
| ATR |
0.0105 |
0.0103 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
14,559 |
23,130 |
8,571 |
58.9% |
26,212 |
|
| Daily Pivots for day following 09-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0269 |
1.0234 |
1.0087 |
|
| R3 |
1.0192 |
1.0157 |
1.0066 |
|
| R2 |
1.0115 |
1.0115 |
1.0059 |
|
| R1 |
1.0080 |
1.0080 |
1.0052 |
1.0098 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0047 |
| S1 |
1.0003 |
1.0003 |
1.0038 |
1.0021 |
| S2 |
0.9961 |
0.9961 |
1.0031 |
|
| S3 |
0.9884 |
0.9926 |
1.0024 |
|
| S4 |
0.9807 |
0.9849 |
1.0003 |
|
|
| Weekly Pivots for week ending 06-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0669 |
1.0571 |
1.0190 |
|
| R3 |
1.0473 |
1.0375 |
1.0136 |
|
| R2 |
1.0277 |
1.0277 |
1.0118 |
|
| R1 |
1.0179 |
1.0179 |
1.0100 |
1.0130 |
| PP |
1.0081 |
1.0081 |
1.0081 |
1.0056 |
| S1 |
0.9983 |
0.9983 |
1.0064 |
0.9934 |
| S2 |
0.9885 |
0.9885 |
1.0046 |
|
| S3 |
0.9689 |
0.9787 |
1.0028 |
|
| S4 |
0.9493 |
0.9591 |
0.9974 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0178 |
0.9982 |
0.0196 |
2.0% |
0.0103 |
1.0% |
32% |
False |
False |
9,868 |
| 10 |
1.0330 |
0.9982 |
0.0348 |
3.5% |
0.0100 |
1.0% |
18% |
False |
False |
5,496 |
| 20 |
1.0423 |
0.9982 |
0.0441 |
4.4% |
0.0097 |
1.0% |
14% |
False |
False |
2,996 |
| 40 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0099 |
1.0% |
23% |
False |
False |
1,598 |
| 60 |
1.0636 |
0.9860 |
0.0776 |
7.7% |
0.0104 |
1.0% |
24% |
False |
False |
1,124 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0112 |
1.1% |
37% |
False |
False |
865 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0096 |
1.0% |
37% |
False |
False |
693 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0094 |
0.9% |
33% |
False |
False |
579 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0400 |
|
2.618 |
1.0275 |
|
1.618 |
1.0198 |
|
1.000 |
1.0150 |
|
0.618 |
1.0121 |
|
HIGH |
1.0073 |
|
0.618 |
1.0044 |
|
0.500 |
1.0035 |
|
0.382 |
1.0025 |
|
LOW |
0.9996 |
|
0.618 |
0.9948 |
|
1.000 |
0.9919 |
|
1.618 |
0.9871 |
|
2.618 |
0.9794 |
|
4.250 |
0.9669 |
|
|
| Fisher Pivots for day following 09-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0042 |
1.0067 |
| PP |
1.0038 |
1.0060 |
| S1 |
1.0035 |
1.0052 |
|