CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 05-Sep-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Sep-2013 |
05-Sep-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0037 |
1.0015 |
-0.0022 |
-0.2% |
1.0167 |
| High |
1.0037 |
1.0015 |
-0.0022 |
-0.2% |
1.0315 |
| Low |
1.0037 |
0.9998 |
-0.0039 |
-0.4% |
1.0151 |
| Close |
1.0037 |
0.9998 |
-0.0039 |
-0.4% |
1.0201 |
| Range |
0.0000 |
0.0017 |
0.0017 |
|
0.0164 |
| ATR |
0.0066 |
0.0064 |
-0.0002 |
-2.9% |
0.0000 |
| Volume |
3 |
30 |
27 |
900.0% |
22 |
|
| Daily Pivots for day following 05-Sep-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0055 |
1.0043 |
1.0007 |
|
| R3 |
1.0038 |
1.0026 |
1.0003 |
|
| R2 |
1.0021 |
1.0021 |
1.0001 |
|
| R1 |
1.0009 |
1.0009 |
1.0000 |
1.0007 |
| PP |
1.0004 |
1.0004 |
1.0004 |
1.0002 |
| S1 |
0.9992 |
0.9992 |
0.9996 |
0.9990 |
| S2 |
0.9987 |
0.9987 |
0.9995 |
|
| S3 |
0.9970 |
0.9975 |
0.9993 |
|
| S4 |
0.9953 |
0.9958 |
0.9989 |
|
|
| 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 |
1.0267 |
0.9998 |
0.0269 |
2.7% |
0.0029 |
0.3% |
0% |
False |
True |
8 |
| 10 |
1.0315 |
0.9998 |
0.0317 |
3.2% |
0.0030 |
0.3% |
0% |
False |
True |
6 |
| 20 |
1.0398 |
0.9998 |
0.0400 |
4.0% |
0.0017 |
0.2% |
0% |
False |
True |
4 |
| 40 |
1.0398 |
0.9973 |
0.0425 |
4.3% |
0.0018 |
0.2% |
6% |
False |
False |
5 |
| 60 |
1.0643 |
0.9902 |
0.0741 |
7.4% |
0.0025 |
0.3% |
13% |
False |
False |
6 |
| 80 |
1.0643 |
0.9710 |
0.0933 |
9.3% |
0.0032 |
0.3% |
31% |
False |
False |
7 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0087 |
|
2.618 |
1.0060 |
|
1.618 |
1.0043 |
|
1.000 |
1.0032 |
|
0.618 |
1.0026 |
|
HIGH |
1.0015 |
|
0.618 |
1.0009 |
|
0.500 |
1.0007 |
|
0.382 |
1.0004 |
|
LOW |
0.9998 |
|
0.618 |
0.9987 |
|
1.000 |
0.9981 |
|
1.618 |
0.9970 |
|
2.618 |
0.9953 |
|
4.250 |
0.9926 |
|
|
| Fisher Pivots for day following 05-Sep-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0007 |
1.0032 |
| PP |
1.0004 |
1.0021 |
| S1 |
1.0001 |
1.0009 |
|