CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9947 |
1.0053 |
0.0106 |
1.1% |
0.9880 |
| High |
1.0116 |
1.0066 |
-0.0050 |
-0.5% |
0.9978 |
| Low |
0.9928 |
0.9959 |
0.0031 |
0.3% |
0.9754 |
| Close |
1.0056 |
0.9996 |
-0.0060 |
-0.6% |
0.9934 |
| Range |
0.0188 |
0.0107 |
-0.0081 |
-43.1% |
0.0224 |
| ATR |
0.0136 |
0.0134 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
271,067 |
202,146 |
-68,921 |
-25.4% |
1,044,784 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0328 |
1.0269 |
1.0055 |
|
| R3 |
1.0221 |
1.0162 |
1.0025 |
|
| R2 |
1.0114 |
1.0114 |
1.0016 |
|
| R1 |
1.0055 |
1.0055 |
1.0006 |
1.0031 |
| PP |
1.0007 |
1.0007 |
1.0007 |
0.9995 |
| S1 |
0.9948 |
0.9948 |
0.9986 |
0.9924 |
| S2 |
0.9900 |
0.9900 |
0.9976 |
|
| S3 |
0.9793 |
0.9841 |
0.9967 |
|
| S4 |
0.9686 |
0.9734 |
0.9937 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0471 |
1.0057 |
|
| R3 |
1.0337 |
1.0247 |
0.9996 |
|
| R2 |
1.0113 |
1.0113 |
0.9975 |
|
| R1 |
1.0023 |
1.0023 |
0.9955 |
1.0068 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9911 |
| S1 |
0.9799 |
0.9799 |
0.9913 |
0.9844 |
| S2 |
0.9665 |
0.9665 |
0.9893 |
|
| S3 |
0.9441 |
0.9575 |
0.9872 |
|
| S4 |
0.9217 |
0.9351 |
0.9811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0116 |
0.9754 |
0.0362 |
3.6% |
0.0142 |
1.4% |
67% |
False |
False |
247,417 |
| 10 |
1.0116 |
0.9640 |
0.0476 |
4.8% |
0.0154 |
1.5% |
75% |
False |
False |
259,972 |
| 20 |
1.0147 |
0.9640 |
0.0507 |
5.1% |
0.0129 |
1.3% |
70% |
False |
False |
217,845 |
| 40 |
1.0383 |
0.9640 |
0.0743 |
7.4% |
0.0125 |
1.2% |
48% |
False |
False |
199,406 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.7% |
0.0130 |
1.3% |
30% |
False |
False |
187,577 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.7% |
0.0134 |
1.3% |
26% |
False |
False |
142,295 |
| 100 |
1.1398 |
0.9640 |
0.1758 |
17.6% |
0.0130 |
1.3% |
20% |
False |
False |
113,908 |
| 120 |
1.2167 |
0.9640 |
0.2527 |
25.3% |
0.0120 |
1.2% |
14% |
False |
False |
94,936 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0521 |
|
2.618 |
1.0346 |
|
1.618 |
1.0239 |
|
1.000 |
1.0173 |
|
0.618 |
1.0132 |
|
HIGH |
1.0066 |
|
0.618 |
1.0025 |
|
0.500 |
1.0013 |
|
0.382 |
1.0000 |
|
LOW |
0.9959 |
|
0.618 |
0.9893 |
|
1.000 |
0.9852 |
|
1.618 |
0.9786 |
|
2.618 |
0.9679 |
|
4.250 |
0.9504 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0013 |
0.9996 |
| PP |
1.0007 |
0.9995 |
| S1 |
1.0002 |
0.9995 |
|