CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 27-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Aug-2013 |
27-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0167 |
1.0224 |
0.0057 |
0.6% |
1.0264 |
| High |
1.0167 |
1.0315 |
0.0148 |
1.5% |
1.0300 |
| Low |
1.0151 |
1.0224 |
0.0073 |
0.7% |
1.0151 |
| Close |
1.0153 |
1.0315 |
0.0162 |
1.6% |
1.0151 |
| Range |
0.0016 |
0.0091 |
0.0075 |
468.8% |
0.0149 |
| ATR |
0.0055 |
0.0063 |
0.0008 |
13.9% |
0.0000 |
| Volume |
1 |
15 |
14 |
1,400.0% |
6 |
|
| Daily Pivots for day following 27-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0558 |
1.0527 |
1.0365 |
|
| R3 |
1.0467 |
1.0436 |
1.0340 |
|
| R2 |
1.0376 |
1.0376 |
1.0332 |
|
| R1 |
1.0345 |
1.0345 |
1.0323 |
1.0361 |
| PP |
1.0285 |
1.0285 |
1.0285 |
1.0292 |
| S1 |
1.0254 |
1.0254 |
1.0307 |
1.0270 |
| S2 |
1.0194 |
1.0194 |
1.0298 |
|
| S3 |
1.0103 |
1.0163 |
1.0290 |
|
| S4 |
1.0012 |
1.0072 |
1.0265 |
|
|
| Weekly Pivots for week ending 23-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0648 |
1.0548 |
1.0233 |
|
| R3 |
1.0499 |
1.0399 |
1.0192 |
|
| R2 |
1.0350 |
1.0350 |
1.0178 |
|
| R1 |
1.0250 |
1.0250 |
1.0165 |
1.0226 |
| PP |
1.0201 |
1.0201 |
1.0201 |
1.0188 |
| S1 |
1.0101 |
1.0101 |
1.0137 |
1.0077 |
| S2 |
1.0052 |
1.0052 |
1.0124 |
|
| S3 |
0.9903 |
0.9952 |
1.0110 |
|
| S4 |
0.9754 |
0.9803 |
1.0069 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0315 |
1.0151 |
0.0164 |
1.6% |
0.0027 |
0.3% |
100% |
True |
False |
4 |
| 10 |
1.0315 |
1.0151 |
0.0164 |
1.6% |
0.0014 |
0.1% |
100% |
True |
False |
2 |
| 20 |
1.0398 |
1.0066 |
0.0332 |
3.2% |
0.0014 |
0.1% |
75% |
False |
False |
4 |
| 40 |
1.0398 |
0.9902 |
0.0496 |
4.8% |
0.0018 |
0.2% |
83% |
False |
False |
6 |
| 60 |
1.0643 |
0.9902 |
0.0741 |
7.2% |
0.0034 |
0.3% |
56% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0702 |
|
2.618 |
1.0553 |
|
1.618 |
1.0462 |
|
1.000 |
1.0406 |
|
0.618 |
1.0371 |
|
HIGH |
1.0315 |
|
0.618 |
1.0280 |
|
0.500 |
1.0270 |
|
0.382 |
1.0259 |
|
LOW |
1.0224 |
|
0.618 |
1.0168 |
|
1.000 |
1.0133 |
|
1.618 |
1.0077 |
|
2.618 |
0.9986 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 27-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0300 |
1.0288 |
| PP |
1.0285 |
1.0260 |
| S1 |
1.0270 |
1.0233 |
|