CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 07-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Aug-2013 |
07-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0232 |
1.0361 |
0.0129 |
1.3% |
1.0243 |
| High |
1.0257 |
1.0391 |
0.0134 |
1.3% |
1.0246 |
| Low |
1.0228 |
1.0361 |
0.0133 |
1.3% |
1.0066 |
| Close |
1.0257 |
1.0391 |
0.0134 |
1.3% |
1.0129 |
| Range |
0.0029 |
0.0030 |
0.0001 |
3.4% |
0.0180 |
| ATR |
0.0072 |
0.0076 |
0.0004 |
6.1% |
0.0000 |
| Volume |
3 |
6 |
3 |
100.0% |
41 |
|
| Daily Pivots for day following 07-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0471 |
1.0461 |
1.0408 |
|
| R3 |
1.0441 |
1.0431 |
1.0399 |
|
| R2 |
1.0411 |
1.0411 |
1.0397 |
|
| R1 |
1.0401 |
1.0401 |
1.0394 |
1.0406 |
| PP |
1.0381 |
1.0381 |
1.0381 |
1.0384 |
| S1 |
1.0371 |
1.0371 |
1.0388 |
1.0376 |
| S2 |
1.0351 |
1.0351 |
1.0386 |
|
| S3 |
1.0321 |
1.0341 |
1.0383 |
|
| S4 |
1.0291 |
1.0311 |
1.0375 |
|
|
| Weekly Pivots for week ending 02-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0687 |
1.0588 |
1.0228 |
|
| R3 |
1.0507 |
1.0408 |
1.0179 |
|
| R2 |
1.0327 |
1.0327 |
1.0162 |
|
| R1 |
1.0228 |
1.0228 |
1.0146 |
1.0188 |
| PP |
1.0147 |
1.0147 |
1.0147 |
1.0127 |
| S1 |
1.0048 |
1.0048 |
1.0113 |
1.0008 |
| S2 |
0.9967 |
0.9967 |
1.0096 |
|
| S3 |
0.9787 |
0.9868 |
1.0080 |
|
| S4 |
0.9607 |
0.9688 |
1.0030 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0391 |
1.0066 |
0.0325 |
3.1% |
0.0013 |
0.1% |
100% |
True |
False |
7 |
| 10 |
1.0391 |
1.0062 |
0.0329 |
3.2% |
0.0016 |
0.1% |
100% |
True |
False |
6 |
| 20 |
1.0391 |
0.9973 |
0.0418 |
4.0% |
0.0019 |
0.2% |
100% |
True |
False |
7 |
| 40 |
1.0643 |
0.9902 |
0.0741 |
7.1% |
0.0030 |
0.3% |
66% |
False |
False |
8 |
| 60 |
1.0643 |
0.9710 |
0.0933 |
9.0% |
0.0037 |
0.4% |
73% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0519 |
|
2.618 |
1.0470 |
|
1.618 |
1.0440 |
|
1.000 |
1.0421 |
|
0.618 |
1.0410 |
|
HIGH |
1.0391 |
|
0.618 |
1.0380 |
|
0.500 |
1.0376 |
|
0.382 |
1.0372 |
|
LOW |
1.0361 |
|
0.618 |
1.0342 |
|
1.000 |
1.0331 |
|
1.618 |
1.0312 |
|
2.618 |
1.0282 |
|
4.250 |
1.0234 |
|
|
| Fisher Pivots for day following 07-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0386 |
1.0357 |
| PP |
1.0381 |
1.0323 |
| S1 |
1.0376 |
1.0290 |
|