CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0413 |
1.0430 |
0.0017 |
0.2% |
0.9947 |
| High |
1.0513 |
1.0663 |
0.0150 |
1.4% |
1.0528 |
| Low |
1.0307 |
1.0421 |
0.0114 |
1.1% |
0.9928 |
| Close |
1.0453 |
1.0543 |
0.0090 |
0.9% |
1.0265 |
| Range |
0.0206 |
0.0242 |
0.0036 |
17.5% |
0.0600 |
| ATR |
0.0180 |
0.0185 |
0.0004 |
2.4% |
0.0000 |
| Volume |
282,377 |
300,974 |
18,597 |
6.6% |
1,660,354 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1148 |
1.0676 |
|
| R3 |
1.1026 |
1.0906 |
1.0610 |
|
| R2 |
1.0784 |
1.0784 |
1.0587 |
|
| R1 |
1.0664 |
1.0664 |
1.0565 |
1.0724 |
| PP |
1.0542 |
1.0542 |
1.0542 |
1.0573 |
| S1 |
1.0422 |
1.0422 |
1.0521 |
1.0482 |
| S2 |
1.0300 |
1.0300 |
1.0499 |
|
| S3 |
1.0058 |
1.0180 |
1.0476 |
|
| S4 |
0.9816 |
0.9938 |
1.0410 |
|
|
| 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 |
1.0663 |
1.0072 |
0.0591 |
5.6% |
0.0254 |
2.4% |
80% |
True |
False |
349,900 |
| 10 |
1.0663 |
0.9873 |
0.0790 |
7.5% |
0.0219 |
2.1% |
85% |
True |
False |
313,859 |
| 20 |
1.0663 |
0.9640 |
0.1023 |
9.7% |
0.0182 |
1.7% |
88% |
True |
False |
275,673 |
| 40 |
1.0663 |
0.9640 |
0.1023 |
9.7% |
0.0144 |
1.4% |
88% |
True |
False |
221,059 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.1% |
0.0147 |
1.4% |
77% |
False |
False |
213,598 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.0% |
0.0143 |
1.4% |
66% |
False |
False |
172,502 |
| 100 |
1.1359 |
0.9640 |
0.1719 |
16.3% |
0.0141 |
1.3% |
53% |
False |
False |
138,112 |
| 120 |
1.1944 |
0.9640 |
0.2304 |
21.9% |
0.0132 |
1.3% |
39% |
False |
False |
115,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1692 |
|
2.618 |
1.1297 |
|
1.618 |
1.1055 |
|
1.000 |
1.0905 |
|
0.618 |
1.0813 |
|
HIGH |
1.0663 |
|
0.618 |
1.0571 |
|
0.500 |
1.0542 |
|
0.382 |
1.0513 |
|
LOW |
1.0421 |
|
0.618 |
1.0271 |
|
1.000 |
1.0179 |
|
1.618 |
1.0029 |
|
2.618 |
0.9787 |
|
4.250 |
0.9393 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0543 |
1.0490 |
| PP |
1.0542 |
1.0436 |
| S1 |
1.0542 |
1.0383 |
|