CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 22-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Aug-2013 |
22-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0257 |
1.0172 |
-0.0085 |
-0.8% |
1.0361 |
| High |
1.0257 |
1.0172 |
-0.0085 |
-0.8% |
1.0361 |
| Low |
1.0240 |
1.0159 |
-0.0081 |
-0.8% |
1.0198 |
| Close |
1.0248 |
1.0159 |
-0.0089 |
-0.9% |
1.0265 |
| Range |
0.0017 |
0.0013 |
-0.0004 |
-23.5% |
0.0163 |
| ATR |
0.0060 |
0.0062 |
0.0002 |
3.5% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
5 |
|
| Daily Pivots for day following 22-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0202 |
1.0194 |
1.0166 |
|
| R3 |
1.0189 |
1.0181 |
1.0163 |
|
| R2 |
1.0176 |
1.0176 |
1.0161 |
|
| R1 |
1.0168 |
1.0168 |
1.0160 |
1.0166 |
| PP |
1.0163 |
1.0163 |
1.0163 |
1.0162 |
| S1 |
1.0155 |
1.0155 |
1.0158 |
1.0153 |
| S2 |
1.0150 |
1.0150 |
1.0157 |
|
| S3 |
1.0137 |
1.0142 |
1.0155 |
|
| S4 |
1.0124 |
1.0129 |
1.0152 |
|
|
| 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 |
1.0159 |
0.0141 |
1.4% |
0.0007 |
0.1% |
0% |
False |
True |
1 |
| 10 |
1.0398 |
1.0159 |
0.0239 |
2.4% |
0.0006 |
0.1% |
0% |
False |
True |
3 |
| 20 |
1.0398 |
1.0066 |
0.0332 |
3.3% |
0.0011 |
0.1% |
28% |
False |
False |
4 |
| 40 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0016 |
0.2% |
52% |
False |
False |
6 |
| 60 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0034 |
0.3% |
35% |
False |
False |
6 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0227 |
|
2.618 |
1.0206 |
|
1.618 |
1.0193 |
|
1.000 |
1.0185 |
|
0.618 |
1.0180 |
|
HIGH |
1.0172 |
|
0.618 |
1.0167 |
|
0.500 |
1.0166 |
|
0.382 |
1.0164 |
|
LOW |
1.0159 |
|
0.618 |
1.0151 |
|
1.000 |
1.0146 |
|
1.618 |
1.0138 |
|
2.618 |
1.0125 |
|
4.250 |
1.0104 |
|
|
| Fisher Pivots for day following 22-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0166 |
1.0230 |
| PP |
1.0163 |
1.0206 |
| S1 |
1.0161 |
1.0183 |
|