CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 20-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Sep-2013 |
20-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0192 |
1.0061 |
-0.0131 |
-1.3% |
1.0119 |
| High |
1.0210 |
1.0088 |
-0.0122 |
-1.2% |
1.0234 |
| Low |
1.0041 |
1.0037 |
-0.0004 |
0.0% |
1.0037 |
| Close |
1.0073 |
1.0070 |
-0.0003 |
0.0% |
1.0070 |
| Range |
0.0169 |
0.0051 |
-0.0118 |
-69.8% |
0.0197 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
163,617 |
95,260 |
-68,357 |
-41.8% |
591,495 |
|
| Daily Pivots for day following 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0195 |
1.0098 |
|
| R3 |
1.0167 |
1.0144 |
1.0084 |
|
| R2 |
1.0116 |
1.0116 |
1.0079 |
|
| R1 |
1.0093 |
1.0093 |
1.0075 |
1.0105 |
| PP |
1.0065 |
1.0065 |
1.0065 |
1.0071 |
| S1 |
1.0042 |
1.0042 |
1.0065 |
1.0054 |
| S2 |
1.0014 |
1.0014 |
1.0061 |
|
| S3 |
0.9963 |
0.9991 |
1.0056 |
|
| S4 |
0.9912 |
0.9940 |
1.0042 |
|
|
| Weekly Pivots for week ending 20-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0584 |
1.0178 |
|
| R3 |
1.0508 |
1.0387 |
1.0124 |
|
| R2 |
1.0311 |
1.0311 |
1.0106 |
|
| R1 |
1.0190 |
1.0190 |
1.0088 |
1.0152 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0095 |
| S1 |
0.9993 |
0.9993 |
1.0052 |
0.9955 |
| S2 |
0.9917 |
0.9917 |
1.0034 |
|
| S3 |
0.9720 |
0.9796 |
1.0016 |
|
| S4 |
0.9523 |
0.9599 |
0.9962 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0234 |
1.0037 |
0.0197 |
2.0% |
0.0097 |
1.0% |
17% |
False |
True |
118,299 |
| 10 |
1.0234 |
0.9943 |
0.0291 |
2.9% |
0.0093 |
0.9% |
44% |
False |
False |
98,066 |
| 20 |
1.0330 |
0.9943 |
0.0387 |
3.8% |
0.0096 |
1.0% |
33% |
False |
False |
50,664 |
| 40 |
1.0442 |
0.9943 |
0.0499 |
5.0% |
0.0098 |
1.0% |
25% |
False |
False |
25,508 |
| 60 |
1.0442 |
0.9860 |
0.0582 |
5.8% |
0.0098 |
1.0% |
36% |
False |
False |
17,051 |
| 80 |
1.0670 |
0.9860 |
0.0810 |
8.0% |
0.0113 |
1.1% |
26% |
False |
False |
12,831 |
| 100 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0103 |
1.0% |
40% |
False |
False |
10,268 |
| 120 |
1.0799 |
0.9675 |
0.1124 |
11.2% |
0.0096 |
1.0% |
35% |
False |
False |
8,558 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0222 |
|
1.618 |
1.0171 |
|
1.000 |
1.0139 |
|
0.618 |
1.0120 |
|
HIGH |
1.0088 |
|
0.618 |
1.0069 |
|
0.500 |
1.0063 |
|
0.382 |
1.0056 |
|
LOW |
1.0037 |
|
0.618 |
1.0005 |
|
1.000 |
0.9986 |
|
1.618 |
0.9954 |
|
2.618 |
0.9903 |
|
4.250 |
0.9820 |
|
|
| Fisher Pivots for day following 20-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0068 |
1.0136 |
| PP |
1.0065 |
1.0114 |
| S1 |
1.0063 |
1.0092 |
|