CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9998 |
1.0085 |
0.0087 |
0.9% |
0.9880 |
| High |
1.0105 |
1.0422 |
0.0317 |
3.1% |
0.9978 |
| Low |
0.9954 |
1.0053 |
0.0099 |
1.0% |
0.9754 |
| Close |
1.0078 |
1.0287 |
0.0209 |
2.1% |
0.9934 |
| Range |
0.0151 |
0.0369 |
0.0218 |
144.4% |
0.0224 |
| ATR |
0.0135 |
0.0152 |
0.0017 |
12.4% |
0.0000 |
| Volume |
243,486 |
428,787 |
185,301 |
76.1% |
1,044,784 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1361 |
1.1193 |
1.0490 |
|
| R3 |
1.0992 |
1.0824 |
1.0388 |
|
| R2 |
1.0623 |
1.0623 |
1.0355 |
|
| R1 |
1.0455 |
1.0455 |
1.0321 |
1.0539 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0296 |
| S1 |
1.0086 |
1.0086 |
1.0253 |
1.0170 |
| S2 |
0.9885 |
0.9885 |
1.0219 |
|
| S3 |
0.9516 |
0.9717 |
1.0186 |
|
| S4 |
0.9147 |
0.9348 |
1.0084 |
|
|
| 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 |
1.0422 |
0.9873 |
0.0549 |
5.3% |
0.0184 |
1.8% |
75% |
True |
False |
277,817 |
| 10 |
1.0422 |
0.9656 |
0.0766 |
7.4% |
0.0185 |
1.8% |
82% |
True |
False |
287,664 |
| 20 |
1.0422 |
0.9640 |
0.0782 |
7.6% |
0.0149 |
1.5% |
83% |
True |
False |
238,918 |
| 40 |
1.0422 |
0.9640 |
0.0782 |
7.6% |
0.0133 |
1.3% |
83% |
True |
False |
205,726 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.4% |
0.0135 |
1.3% |
55% |
False |
False |
196,912 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.4% |
0.0135 |
1.3% |
47% |
False |
False |
150,686 |
| 100 |
1.1398 |
0.9640 |
0.1758 |
17.1% |
0.0134 |
1.3% |
37% |
False |
False |
120,624 |
| 120 |
1.2010 |
0.9640 |
0.2370 |
23.0% |
0.0123 |
1.2% |
27% |
False |
False |
100,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1990 |
|
2.618 |
1.1388 |
|
1.618 |
1.1019 |
|
1.000 |
1.0791 |
|
0.618 |
1.0650 |
|
HIGH |
1.0422 |
|
0.618 |
1.0281 |
|
0.500 |
1.0238 |
|
0.382 |
1.0194 |
|
LOW |
1.0053 |
|
0.618 |
0.9825 |
|
1.000 |
0.9684 |
|
1.618 |
0.9456 |
|
2.618 |
0.9087 |
|
4.250 |
0.8485 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0271 |
1.0254 |
| PP |
1.0254 |
1.0221 |
| S1 |
1.0238 |
1.0188 |
|