CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 10-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jul-2013 |
10-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9930 |
1.0005 |
0.0075 |
0.8% |
1.0053 |
| High |
0.9930 |
1.0005 |
0.0075 |
0.8% |
1.0053 |
| Low |
0.9930 |
1.0005 |
0.0075 |
0.8% |
0.9905 |
| Close |
0.9930 |
1.0005 |
0.0075 |
0.8% |
0.9905 |
| Range |
|
|
|
|
|
| ATR |
0.0078 |
0.0078 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
2 |
52 |
50 |
2,500.0% |
11 |
|
| Daily Pivots for day following 10-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0005 |
1.0005 |
1.0005 |
|
| R3 |
1.0005 |
1.0005 |
1.0005 |
|
| R2 |
1.0005 |
1.0005 |
1.0005 |
|
| R1 |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
| PP |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
| S1 |
1.0005 |
1.0005 |
1.0005 |
1.0005 |
| S2 |
1.0005 |
1.0005 |
1.0005 |
|
| S3 |
1.0005 |
1.0005 |
1.0005 |
|
| S4 |
1.0005 |
1.0005 |
1.0005 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0398 |
1.0300 |
0.9986 |
|
| R3 |
1.0250 |
1.0152 |
0.9946 |
|
| R2 |
1.0102 |
1.0102 |
0.9932 |
|
| R1 |
1.0004 |
1.0004 |
0.9919 |
0.9979 |
| PP |
0.9954 |
0.9954 |
0.9954 |
0.9942 |
| S1 |
0.9856 |
0.9856 |
0.9891 |
0.9831 |
| S2 |
0.9806 |
0.9806 |
0.9878 |
|
| S3 |
0.9658 |
0.9708 |
0.9864 |
|
| S4 |
0.9510 |
0.9560 |
0.9824 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0005 |
|
2.618 |
1.0005 |
|
1.618 |
1.0005 |
|
1.000 |
1.0005 |
|
0.618 |
1.0005 |
|
HIGH |
1.0005 |
|
0.618 |
1.0005 |
|
0.500 |
1.0005 |
|
0.382 |
1.0005 |
|
LOW |
1.0005 |
|
0.618 |
1.0005 |
|
1.000 |
1.0005 |
|
1.618 |
1.0005 |
|
2.618 |
1.0005 |
|
4.250 |
1.0005 |
|
|
| Fisher Pivots for day following 10-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
0.9988 |
| PP |
1.0005 |
0.9971 |
| S1 |
1.0005 |
0.9954 |
|