CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 30-Aug-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Aug-2013 |
30-Aug-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0267 |
1.0203 |
-0.0064 |
-0.6% |
1.0167 |
| High |
1.0267 |
1.0209 |
-0.0058 |
-0.6% |
1.0315 |
| Low |
1.0191 |
1.0201 |
0.0010 |
0.1% |
1.0151 |
| Close |
1.0191 |
1.0201 |
0.0010 |
0.1% |
1.0201 |
| Range |
0.0076 |
0.0008 |
-0.0068 |
-89.5% |
0.0164 |
| ATR |
0.0064 |
0.0061 |
-0.0003 |
-5.1% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
22 |
|
| Daily Pivots for day following 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0228 |
1.0222 |
1.0205 |
|
| R3 |
1.0220 |
1.0214 |
1.0203 |
|
| R2 |
1.0212 |
1.0212 |
1.0202 |
|
| R1 |
1.0206 |
1.0206 |
1.0202 |
1.0205 |
| PP |
1.0204 |
1.0204 |
1.0204 |
1.0203 |
| S1 |
1.0198 |
1.0198 |
1.0200 |
1.0197 |
| S2 |
1.0196 |
1.0196 |
1.0200 |
|
| S3 |
1.0188 |
1.0190 |
1.0199 |
|
| S4 |
1.0180 |
1.0182 |
1.0197 |
|
|
| Weekly Pivots for week ending 30-Aug-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0714 |
1.0622 |
1.0291 |
|
| R3 |
1.0550 |
1.0458 |
1.0246 |
|
| R2 |
1.0386 |
1.0386 |
1.0231 |
|
| R1 |
1.0294 |
1.0294 |
1.0216 |
1.0340 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0246 |
| S1 |
1.0130 |
1.0130 |
1.0186 |
1.0176 |
| S2 |
1.0058 |
1.0058 |
1.0171 |
|
| S3 |
0.9894 |
0.9966 |
1.0156 |
|
| S4 |
0.9730 |
0.9802 |
1.0111 |
|
|
| 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% |
0.0044 |
0.4% |
30% |
False |
False |
4 |
| 10 |
1.0315 |
1.0151 |
0.0164 |
1.6% |
0.0025 |
0.2% |
30% |
False |
False |
2 |
| 20 |
1.0398 |
1.0151 |
0.0247 |
2.4% |
0.0017 |
0.2% |
20% |
False |
False |
3 |
| 40 |
1.0398 |
0.9902 |
0.0496 |
4.9% |
0.0017 |
0.2% |
60% |
False |
False |
6 |
| 60 |
1.0643 |
0.9902 |
0.0741 |
7.3% |
0.0029 |
0.3% |
40% |
False |
False |
6 |
| 80 |
1.0643 |
0.9710 |
0.0933 |
9.1% |
0.0031 |
0.3% |
53% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0243 |
|
2.618 |
1.0230 |
|
1.618 |
1.0222 |
|
1.000 |
1.0217 |
|
0.618 |
1.0214 |
|
HIGH |
1.0209 |
|
0.618 |
1.0206 |
|
0.500 |
1.0205 |
|
0.382 |
1.0204 |
|
LOW |
1.0201 |
|
0.618 |
1.0196 |
|
1.000 |
1.0193 |
|
1.618 |
1.0188 |
|
2.618 |
1.0180 |
|
4.250 |
1.0167 |
|
|
| Fisher Pivots for day following 30-Aug-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0205 |
1.0235 |
| PP |
1.0204 |
1.0223 |
| S1 |
1.0202 |
1.0212 |
|