CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 12-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Aug-2013 |
12-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0370 |
1.0361 |
-0.0009 |
-0.1% |
1.0195 |
| High |
1.0398 |
1.0361 |
-0.0037 |
-0.4% |
1.0398 |
| Low |
1.0370 |
1.0361 |
-0.0009 |
-0.1% |
1.0188 |
| Close |
1.0398 |
1.0361 |
-0.0037 |
-0.4% |
1.0398 |
| Range |
0.0028 |
0.0000 |
-0.0028 |
-100.0% |
0.0210 |
| ATR |
0.0069 |
0.0067 |
-0.0002 |
-3.3% |
0.0000 |
| Volume |
21 |
1 |
-20 |
-95.2% |
41 |
|
| Daily Pivots for day following 12-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0361 |
1.0361 |
1.0361 |
|
| R3 |
1.0361 |
1.0361 |
1.0361 |
|
| R2 |
1.0361 |
1.0361 |
1.0361 |
|
| R1 |
1.0361 |
1.0361 |
1.0361 |
1.0361 |
| PP |
1.0361 |
1.0361 |
1.0361 |
1.0361 |
| S1 |
1.0361 |
1.0361 |
1.0361 |
1.0361 |
| S2 |
1.0361 |
1.0361 |
1.0361 |
|
| S3 |
1.0361 |
1.0361 |
1.0361 |
|
| S4 |
1.0361 |
1.0361 |
1.0361 |
|
|
| Weekly Pivots for week ending 09-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0958 |
1.0888 |
1.0514 |
|
| R3 |
1.0748 |
1.0678 |
1.0456 |
|
| R2 |
1.0538 |
1.0538 |
1.0437 |
|
| R1 |
1.0468 |
1.0468 |
1.0417 |
1.0503 |
| PP |
1.0328 |
1.0328 |
1.0328 |
1.0346 |
| S1 |
1.0258 |
1.0258 |
1.0379 |
1.0293 |
| S2 |
1.0118 |
1.0118 |
1.0360 |
|
| S3 |
0.9908 |
1.0048 |
1.0340 |
|
| S4 |
0.9698 |
0.9838 |
1.0283 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0398 |
1.0228 |
0.0170 |
1.6% |
0.0018 |
0.2% |
78% |
False |
False |
6 |
| 10 |
1.0398 |
1.0066 |
0.0332 |
3.2% |
0.0014 |
0.1% |
89% |
False |
False |
7 |
| 20 |
1.0398 |
0.9973 |
0.0425 |
4.1% |
0.0018 |
0.2% |
91% |
False |
False |
5 |
| 40 |
1.0565 |
0.9902 |
0.0663 |
6.4% |
0.0024 |
0.2% |
69% |
False |
False |
7 |
| 60 |
1.0643 |
0.9710 |
0.0933 |
9.0% |
0.0036 |
0.3% |
70% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0361 |
|
2.618 |
1.0361 |
|
1.618 |
1.0361 |
|
1.000 |
1.0361 |
|
0.618 |
1.0361 |
|
HIGH |
1.0361 |
|
0.618 |
1.0361 |
|
0.500 |
1.0361 |
|
0.382 |
1.0361 |
|
LOW |
1.0361 |
|
0.618 |
1.0361 |
|
1.000 |
1.0361 |
|
1.618 |
1.0361 |
|
2.618 |
1.0361 |
|
4.250 |
1.0361 |
|
|
| Fisher Pivots for day following 12-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0361 |
1.0380 |
| PP |
1.0361 |
1.0373 |
| S1 |
1.0361 |
1.0367 |
|