CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 04-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Sep-2013 |
04-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
1.0037 |
-0.0015 |
-0.1% |
1.0167 |
| High |
1.0066 |
1.0037 |
-0.0029 |
-0.3% |
1.0315 |
| Low |
1.0020 |
1.0037 |
0.0017 |
0.2% |
1.0151 |
| Close |
1.0066 |
1.0037 |
-0.0029 |
-0.3% |
1.0201 |
| Range |
0.0046 |
0.0000 |
-0.0046 |
-100.0% |
0.0164 |
| ATR |
0.0069 |
0.0066 |
-0.0003 |
-4.1% |
0.0000 |
| Volume |
5 |
3 |
-2 |
-40.0% |
22 |
|
| Daily Pivots for day following 04-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0037 |
1.0037 |
1.0037 |
|
| R3 |
1.0037 |
1.0037 |
1.0037 |
|
| R2 |
1.0037 |
1.0037 |
1.0037 |
|
| R1 |
1.0037 |
1.0037 |
1.0037 |
1.0037 |
| PP |
1.0037 |
1.0037 |
1.0037 |
1.0037 |
| S1 |
1.0037 |
1.0037 |
1.0037 |
1.0037 |
| S2 |
1.0037 |
1.0037 |
1.0037 |
|
| S3 |
1.0037 |
1.0037 |
1.0037 |
|
| S4 |
1.0037 |
1.0037 |
1.0037 |
|
|
| 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 |
1.0278 |
1.0020 |
0.0258 |
2.6% |
0.0032 |
0.3% |
7% |
False |
False |
2 |
| 10 |
1.0315 |
1.0020 |
0.0295 |
2.9% |
0.0030 |
0.3% |
6% |
False |
False |
3 |
| 20 |
1.0398 |
1.0020 |
0.0378 |
3.8% |
0.0018 |
0.2% |
4% |
False |
False |
3 |
| 40 |
1.0398 |
0.9973 |
0.0425 |
4.2% |
0.0018 |
0.2% |
15% |
False |
False |
6 |
| 60 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0025 |
0.3% |
18% |
False |
False |
6 |
| 80 |
1.0643 |
0.9710 |
0.0933 |
9.3% |
0.0032 |
0.3% |
35% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0037 |
|
2.618 |
1.0037 |
|
1.618 |
1.0037 |
|
1.000 |
1.0037 |
|
0.618 |
1.0037 |
|
HIGH |
1.0037 |
|
0.618 |
1.0037 |
|
0.500 |
1.0037 |
|
0.382 |
1.0037 |
|
LOW |
1.0037 |
|
0.618 |
1.0037 |
|
1.000 |
1.0037 |
|
1.618 |
1.0037 |
|
2.618 |
1.0037 |
|
4.250 |
1.0037 |
|
|
| Fisher Pivots for day following 04-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0037 |
1.0115 |
| PP |
1.0037 |
1.0089 |
| S1 |
1.0037 |
1.0063 |
|