CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 07-Jun-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
Open |
1.0085 |
1.0266 |
0.0181 |
1.8% |
0.9947 |
High |
1.0422 |
1.0528 |
0.0106 |
1.0% |
1.0528 |
Low |
1.0053 |
1.0226 |
0.0173 |
1.7% |
0.9928 |
Close |
1.0287 |
1.0265 |
-0.0022 |
-0.2% |
1.0265 |
Range |
0.0369 |
0.0302 |
-0.0067 |
-18.2% |
0.0600 |
ATR |
0.0152 |
0.0162 |
0.0011 |
7.1% |
0.0000 |
Volume |
428,787 |
514,868 |
86,081 |
20.1% |
1,660,354 |
|
Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1246 |
1.1057 |
1.0431 |
|
R3 |
1.0944 |
1.0755 |
1.0348 |
|
R2 |
1.0642 |
1.0642 |
1.0320 |
|
R1 |
1.0453 |
1.0453 |
1.0293 |
1.0397 |
PP |
1.0340 |
1.0340 |
1.0340 |
1.0311 |
S1 |
1.0151 |
1.0151 |
1.0237 |
1.0095 |
S2 |
1.0038 |
1.0038 |
1.0210 |
|
S3 |
0.9736 |
0.9849 |
1.0182 |
|
S4 |
0.9434 |
0.9547 |
1.0099 |
|
|
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 |
0.9928 |
0.0600 |
5.8% |
0.0223 |
2.2% |
56% |
True |
False |
332,070 |
10 |
1.0528 |
0.9749 |
0.0779 |
7.6% |
0.0189 |
1.8% |
66% |
True |
False |
299,643 |
20 |
1.0528 |
0.9640 |
0.0888 |
8.7% |
0.0153 |
1.5% |
70% |
True |
False |
252,330 |
40 |
1.0528 |
0.9640 |
0.0888 |
8.7% |
0.0138 |
1.3% |
70% |
True |
False |
213,656 |
60 |
1.0809 |
0.9640 |
0.1169 |
11.4% |
0.0139 |
1.4% |
53% |
False |
False |
203,963 |
80 |
1.1014 |
0.9640 |
0.1374 |
13.4% |
0.0137 |
1.3% |
45% |
False |
False |
157,114 |
100 |
1.1398 |
0.9640 |
0.1758 |
17.1% |
0.0136 |
1.3% |
36% |
False |
False |
125,772 |
120 |
1.2010 |
0.9640 |
0.2370 |
23.1% |
0.0126 |
1.2% |
26% |
False |
False |
104,828 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1812 |
2.618 |
1.1319 |
1.618 |
1.1017 |
1.000 |
1.0830 |
0.618 |
1.0715 |
HIGH |
1.0528 |
0.618 |
1.0413 |
0.500 |
1.0377 |
0.382 |
1.0341 |
LOW |
1.0226 |
0.618 |
1.0039 |
1.000 |
0.9924 |
1.618 |
0.9737 |
2.618 |
0.9435 |
4.250 |
0.8943 |
|
|
Fisher Pivots for day following 07-Jun-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0377 |
1.0257 |
PP |
1.0340 |
1.0249 |
S1 |
1.0302 |
1.0241 |
|