CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 21-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Aug-2013 |
21-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0300 |
1.0257 |
-0.0043 |
-0.4% |
1.0361 |
| High |
1.0300 |
1.0257 |
-0.0043 |
-0.4% |
1.0361 |
| Low |
1.0300 |
1.0240 |
-0.0060 |
-0.6% |
1.0198 |
| Close |
1.0300 |
1.0248 |
-0.0052 |
-0.5% |
1.0265 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0163 |
| ATR |
0.0060 |
0.0060 |
0.0000 |
0.0% |
0.0000 |
| Volume |
1 |
1 |
0 |
0.0% |
5 |
|
| Daily Pivots for day following 21-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0291 |
1.0257 |
|
| R3 |
1.0282 |
1.0274 |
1.0253 |
|
| R2 |
1.0265 |
1.0265 |
1.0251 |
|
| R1 |
1.0257 |
1.0257 |
1.0250 |
1.0253 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0246 |
| S1 |
1.0240 |
1.0240 |
1.0246 |
1.0236 |
| S2 |
1.0231 |
1.0231 |
1.0245 |
|
| S3 |
1.0214 |
1.0223 |
1.0243 |
|
| S4 |
1.0197 |
1.0206 |
1.0239 |
|
|
| Weekly Pivots for week ending 16-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0764 |
1.0677 |
1.0355 |
|
| R3 |
1.0601 |
1.0514 |
1.0310 |
|
| R2 |
1.0438 |
1.0438 |
1.0295 |
|
| R1 |
1.0351 |
1.0351 |
1.0280 |
1.0313 |
| PP |
1.0275 |
1.0275 |
1.0275 |
1.0256 |
| S1 |
1.0188 |
1.0188 |
1.0250 |
1.0150 |
| S2 |
1.0112 |
1.0112 |
1.0235 |
|
| S3 |
0.9949 |
1.0025 |
1.0220 |
|
| S4 |
0.9786 |
0.9862 |
1.0175 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0300 |
1.0240 |
0.0060 |
0.6% |
0.0004 |
0.0% |
13% |
False |
True |
1 |
| 10 |
1.0398 |
1.0198 |
0.0200 |
2.0% |
0.0005 |
0.0% |
25% |
False |
False |
3 |
| 20 |
1.0398 |
1.0062 |
0.0336 |
3.3% |
0.0010 |
0.1% |
55% |
False |
False |
4 |
| 40 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0016 |
0.2% |
70% |
False |
False |
6 |
| 60 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0033 |
0.3% |
47% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0329 |
|
2.618 |
1.0302 |
|
1.618 |
1.0285 |
|
1.000 |
1.0274 |
|
0.618 |
1.0268 |
|
HIGH |
1.0257 |
|
0.618 |
1.0251 |
|
0.500 |
1.0249 |
|
0.382 |
1.0246 |
|
LOW |
1.0240 |
|
0.618 |
1.0229 |
|
1.000 |
1.0223 |
|
1.618 |
1.0212 |
|
2.618 |
1.0195 |
|
4.250 |
1.0168 |
|
|
| Fisher Pivots for day following 21-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0249 |
1.0270 |
| PP |
1.0248 |
1.0263 |
| S1 |
1.0248 |
1.0255 |
|