CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0430 |
1.0461 |
0.0031 |
0.3% |
1.0230 |
| High |
1.0663 |
1.0641 |
-0.0022 |
-0.2% |
1.0663 |
| Low |
1.0421 |
1.0446 |
0.0025 |
0.2% |
1.0072 |
| Close |
1.0543 |
1.0607 |
0.0064 |
0.6% |
1.0607 |
| Range |
0.0242 |
0.0195 |
-0.0047 |
-19.4% |
0.0591 |
| ATR |
0.0185 |
0.0186 |
0.0001 |
0.4% |
0.0000 |
| Volume |
300,974 |
50,053 |
-250,921 |
-83.4% |
1,284,687 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1150 |
1.1073 |
1.0714 |
|
| R3 |
1.0955 |
1.0878 |
1.0661 |
|
| R2 |
1.0760 |
1.0760 |
1.0643 |
|
| R1 |
1.0683 |
1.0683 |
1.0625 |
1.0722 |
| PP |
1.0565 |
1.0565 |
1.0565 |
1.0584 |
| S1 |
1.0488 |
1.0488 |
1.0589 |
1.0527 |
| S2 |
1.0370 |
1.0370 |
1.0571 |
|
| S3 |
1.0175 |
1.0293 |
1.0553 |
|
| S4 |
0.9980 |
1.0098 |
1.0500 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2220 |
1.2005 |
1.0932 |
|
| R3 |
1.1629 |
1.1414 |
1.0770 |
|
| R2 |
1.1038 |
1.1038 |
1.0715 |
|
| R1 |
1.0823 |
1.0823 |
1.0661 |
1.0931 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0501 |
| S1 |
1.0232 |
1.0232 |
1.0553 |
1.0340 |
| S2 |
0.9856 |
0.9856 |
1.0499 |
|
| S3 |
0.9265 |
0.9641 |
1.0444 |
|
| S4 |
0.8674 |
0.9050 |
1.0282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0663 |
1.0072 |
0.0591 |
5.6% |
0.0233 |
2.2% |
91% |
False |
False |
256,937 |
| 10 |
1.0663 |
0.9928 |
0.0735 |
6.9% |
0.0228 |
2.2% |
92% |
False |
False |
294,504 |
| 20 |
1.0663 |
0.9640 |
0.1023 |
9.6% |
0.0187 |
1.8% |
95% |
False |
False |
268,146 |
| 40 |
1.0663 |
0.9640 |
0.1023 |
9.6% |
0.0146 |
1.4% |
95% |
False |
False |
217,980 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.0% |
0.0148 |
1.4% |
83% |
False |
False |
212,284 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.0% |
0.0144 |
1.4% |
70% |
False |
False |
173,115 |
| 100 |
1.1359 |
0.9640 |
0.1719 |
16.2% |
0.0141 |
1.3% |
56% |
False |
False |
138,610 |
| 120 |
1.1944 |
0.9640 |
0.2304 |
21.7% |
0.0133 |
1.3% |
42% |
False |
False |
115,532 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1470 |
|
2.618 |
1.1152 |
|
1.618 |
1.0957 |
|
1.000 |
1.0836 |
|
0.618 |
1.0762 |
|
HIGH |
1.0641 |
|
0.618 |
1.0567 |
|
0.500 |
1.0544 |
|
0.382 |
1.0520 |
|
LOW |
1.0446 |
|
0.618 |
1.0325 |
|
1.000 |
1.0251 |
|
1.618 |
1.0130 |
|
2.618 |
0.9935 |
|
4.250 |
0.9617 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0586 |
1.0566 |
| PP |
1.0565 |
1.0526 |
| S1 |
1.0544 |
1.0485 |
|