CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0413 |
0.0308 |
3.0% |
0.9947 |
| High |
1.0462 |
1.0513 |
0.0051 |
0.5% |
1.0528 |
| Low |
1.0102 |
1.0307 |
0.0205 |
2.0% |
0.9928 |
| Close |
1.0402 |
1.0453 |
0.0051 |
0.5% |
1.0265 |
| Range |
0.0360 |
0.0206 |
-0.0154 |
-42.8% |
0.0600 |
| ATR |
0.0179 |
0.0180 |
0.0002 |
1.1% |
0.0000 |
| Volume |
409,973 |
282,377 |
-127,596 |
-31.1% |
1,660,354 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.0954 |
1.0566 |
|
| R3 |
1.0836 |
1.0748 |
1.0510 |
|
| R2 |
1.0630 |
1.0630 |
1.0491 |
|
| R1 |
1.0542 |
1.0542 |
1.0472 |
1.0586 |
| PP |
1.0424 |
1.0424 |
1.0424 |
1.0447 |
| S1 |
1.0336 |
1.0336 |
1.0434 |
1.0380 |
| S2 |
1.0218 |
1.0218 |
1.0415 |
|
| S3 |
1.0012 |
1.0130 |
1.0396 |
|
| S4 |
0.9806 |
0.9924 |
1.0340 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2040 |
1.1753 |
1.0595 |
|
| R3 |
1.1440 |
1.1153 |
1.0430 |
|
| R2 |
1.0840 |
1.0840 |
1.0375 |
|
| R1 |
1.0553 |
1.0553 |
1.0320 |
1.0697 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0312 |
| S1 |
0.9953 |
0.9953 |
1.0210 |
1.0097 |
| S2 |
0.9640 |
0.9640 |
1.0155 |
|
| S3 |
0.9040 |
0.9353 |
1.0100 |
|
| S4 |
0.8440 |
0.8753 |
0.9935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0528 |
1.0053 |
0.0475 |
4.5% |
0.0280 |
2.7% |
84% |
False |
False |
375,463 |
| 10 |
1.0528 |
0.9823 |
0.0705 |
6.7% |
0.0208 |
2.0% |
89% |
False |
False |
310,522 |
| 20 |
1.0528 |
0.9640 |
0.0888 |
8.5% |
0.0174 |
1.7% |
92% |
False |
False |
269,863 |
| 40 |
1.0528 |
0.9640 |
0.0888 |
8.5% |
0.0141 |
1.3% |
92% |
False |
False |
218,929 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.2% |
0.0145 |
1.4% |
70% |
False |
False |
211,133 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.1% |
0.0141 |
1.4% |
59% |
False |
False |
168,750 |
| 100 |
1.1359 |
0.9640 |
0.1719 |
16.4% |
0.0139 |
1.3% |
47% |
False |
False |
135,105 |
| 120 |
1.1944 |
0.9640 |
0.2304 |
22.0% |
0.0130 |
1.2% |
35% |
False |
False |
112,608 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1389 |
|
2.618 |
1.1052 |
|
1.618 |
1.0846 |
|
1.000 |
1.0719 |
|
0.618 |
1.0640 |
|
HIGH |
1.0513 |
|
0.618 |
1.0434 |
|
0.500 |
1.0410 |
|
0.382 |
1.0386 |
|
LOW |
1.0307 |
|
0.618 |
1.0180 |
|
1.000 |
1.0101 |
|
1.618 |
0.9974 |
|
2.618 |
0.9768 |
|
4.250 |
0.9432 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0400 |
| PP |
1.0424 |
1.0346 |
| S1 |
1.0410 |
1.0293 |
|