CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0230 |
1.0105 |
-0.0125 |
-1.2% |
0.9947 |
| High |
1.0234 |
1.0462 |
0.0228 |
2.2% |
1.0528 |
| Low |
1.0072 |
1.0102 |
0.0030 |
0.3% |
0.9928 |
| Close |
1.0131 |
1.0402 |
0.0271 |
2.7% |
1.0265 |
| Range |
0.0162 |
0.0360 |
0.0198 |
122.2% |
0.0600 |
| ATR |
0.0165 |
0.0179 |
0.0014 |
8.5% |
0.0000 |
| Volume |
241,310 |
409,973 |
168,663 |
69.9% |
1,660,354 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1402 |
1.1262 |
1.0600 |
|
| R3 |
1.1042 |
1.0902 |
1.0501 |
|
| R2 |
1.0682 |
1.0682 |
1.0468 |
|
| R1 |
1.0542 |
1.0542 |
1.0435 |
1.0612 |
| PP |
1.0322 |
1.0322 |
1.0322 |
1.0357 |
| S1 |
1.0182 |
1.0182 |
1.0369 |
1.0252 |
| S2 |
0.9962 |
0.9962 |
1.0336 |
|
| S3 |
0.9602 |
0.9822 |
1.0303 |
|
| S4 |
0.9242 |
0.9462 |
1.0204 |
|
|
| 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 |
0.9954 |
0.0574 |
5.5% |
0.0269 |
2.6% |
78% |
False |
False |
367,684 |
| 10 |
1.0528 |
0.9754 |
0.0774 |
7.4% |
0.0205 |
2.0% |
84% |
False |
False |
307,551 |
| 20 |
1.0528 |
0.9640 |
0.0888 |
8.5% |
0.0169 |
1.6% |
86% |
False |
False |
264,773 |
| 40 |
1.0528 |
0.9640 |
0.0888 |
8.5% |
0.0140 |
1.3% |
86% |
False |
False |
217,365 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.2% |
0.0144 |
1.4% |
65% |
False |
False |
209,581 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.2% |
0.0141 |
1.4% |
55% |
False |
False |
165,232 |
| 100 |
1.1359 |
0.9640 |
0.1719 |
16.5% |
0.0139 |
1.3% |
44% |
False |
False |
132,282 |
| 120 |
1.1944 |
0.9640 |
0.2304 |
22.1% |
0.0129 |
1.2% |
33% |
False |
False |
110,255 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1992 |
|
2.618 |
1.1404 |
|
1.618 |
1.1044 |
|
1.000 |
1.0822 |
|
0.618 |
1.0684 |
|
HIGH |
1.0462 |
|
0.618 |
1.0324 |
|
0.500 |
1.0282 |
|
0.382 |
1.0240 |
|
LOW |
1.0102 |
|
0.618 |
0.9880 |
|
1.000 |
0.9742 |
|
1.618 |
0.9520 |
|
2.618 |
0.9160 |
|
4.250 |
0.8572 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0362 |
1.0368 |
| PP |
1.0322 |
1.0334 |
| S1 |
1.0282 |
1.0300 |
|