CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 13-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Sep-2013 |
13-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0006 |
1.0056 |
0.0050 |
0.5% |
1.0028 |
| High |
1.0105 |
1.0086 |
-0.0019 |
-0.2% |
1.0105 |
| Low |
1.0006 |
1.0007 |
0.0001 |
0.0% |
0.9943 |
| Close |
1.0061 |
1.0078 |
0.0017 |
0.2% |
1.0078 |
| Range |
0.0099 |
0.0079 |
-0.0020 |
-20.2% |
0.0162 |
| ATR |
0.0101 |
0.0100 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
94,649 |
124,702 |
30,053 |
31.8% |
389,165 |
|
| Daily Pivots for day following 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0265 |
1.0121 |
|
| R3 |
1.0215 |
1.0186 |
1.0100 |
|
| R2 |
1.0136 |
1.0136 |
1.0092 |
|
| R1 |
1.0107 |
1.0107 |
1.0085 |
1.0122 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0064 |
| S1 |
1.0028 |
1.0028 |
1.0071 |
1.0043 |
| S2 |
0.9978 |
0.9978 |
1.0064 |
|
| S3 |
0.9899 |
0.9949 |
1.0056 |
|
| S4 |
0.9820 |
0.9870 |
1.0035 |
|
|
| Weekly Pivots for week ending 13-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0528 |
1.0465 |
1.0167 |
|
| R3 |
1.0366 |
1.0303 |
1.0123 |
|
| R2 |
1.0204 |
1.0204 |
1.0108 |
|
| R1 |
1.0141 |
1.0141 |
1.0093 |
1.0173 |
| PP |
1.0042 |
1.0042 |
1.0042 |
1.0058 |
| S1 |
0.9979 |
0.9979 |
1.0063 |
1.0011 |
| S2 |
0.9880 |
0.9880 |
1.0048 |
|
| S3 |
0.9718 |
0.9817 |
1.0033 |
|
| S4 |
0.9556 |
0.9655 |
0.9989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0105 |
0.9943 |
0.0162 |
1.6% |
0.0088 |
0.9% |
83% |
False |
False |
77,833 |
| 10 |
1.0215 |
0.9943 |
0.0272 |
2.7% |
0.0093 |
0.9% |
50% |
False |
False |
41,708 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0094 |
0.9% |
35% |
False |
False |
21,235 |
| 40 |
1.0442 |
0.9925 |
0.0517 |
5.1% |
0.0098 |
1.0% |
30% |
False |
False |
10,733 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0100 |
1.0% |
37% |
False |
False |
7,216 |
| 80 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0114 |
1.1% |
41% |
False |
False |
5,440 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0098 |
1.0% |
41% |
False |
False |
4,353 |
| 120 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0094 |
0.9% |
36% |
False |
False |
3,629 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0422 |
|
2.618 |
1.0293 |
|
1.618 |
1.0214 |
|
1.000 |
1.0165 |
|
0.618 |
1.0135 |
|
HIGH |
1.0086 |
|
0.618 |
1.0056 |
|
0.500 |
1.0047 |
|
0.382 |
1.0037 |
|
LOW |
1.0007 |
|
0.618 |
0.9958 |
|
1.000 |
0.9928 |
|
1.618 |
0.9879 |
|
2.618 |
0.9800 |
|
4.250 |
0.9671 |
|
|
| Fisher Pivots for day following 13-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0060 |
| PP |
1.0057 |
1.0042 |
| S1 |
1.0047 |
1.0024 |
|