CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9951 |
1.0057 |
0.0106 |
1.1% |
0.9891 |
| High |
1.0120 |
1.0068 |
-0.0052 |
-0.5% |
0.9982 |
| Low |
0.9935 |
0.9964 |
0.0029 |
0.3% |
0.9757 |
| Close |
1.0061 |
1.0001 |
-0.0060 |
-0.6% |
0.9939 |
| Range |
0.0185 |
0.0104 |
-0.0081 |
-43.8% |
0.0225 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
8,021 |
5,433 |
-2,588 |
-32.3% |
18,797 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0323 |
1.0266 |
1.0058 |
|
| R3 |
1.0219 |
1.0162 |
1.0030 |
|
| R2 |
1.0115 |
1.0115 |
1.0020 |
|
| R1 |
1.0058 |
1.0058 |
1.0011 |
1.0035 |
| PP |
1.0011 |
1.0011 |
1.0011 |
0.9999 |
| S1 |
0.9954 |
0.9954 |
0.9991 |
0.9931 |
| S2 |
0.9907 |
0.9907 |
0.9982 |
|
| S3 |
0.9803 |
0.9850 |
0.9972 |
|
| S4 |
0.9699 |
0.9746 |
0.9944 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0478 |
1.0063 |
|
| R3 |
1.0343 |
1.0253 |
1.0001 |
|
| R2 |
1.0118 |
1.0118 |
0.9980 |
|
| R1 |
1.0028 |
1.0028 |
0.9960 |
1.0073 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9915 |
| S1 |
0.9803 |
0.9803 |
0.9918 |
0.9848 |
| S2 |
0.9668 |
0.9668 |
0.9898 |
|
| S3 |
0.9443 |
0.9578 |
0.9877 |
|
| S4 |
0.9218 |
0.9353 |
0.9815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0120 |
0.9757 |
0.0363 |
3.6% |
0.0139 |
1.4% |
67% |
False |
False |
5,850 |
| 10 |
1.0120 |
0.9646 |
0.0474 |
4.7% |
0.0151 |
1.5% |
75% |
False |
False |
3,887 |
| 20 |
1.0148 |
0.9646 |
0.0502 |
5.0% |
0.0123 |
1.2% |
71% |
False |
False |
2,219 |
| 40 |
1.0387 |
0.9646 |
0.0741 |
7.4% |
0.0115 |
1.1% |
48% |
False |
False |
1,257 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0115 |
1.1% |
30% |
False |
False |
863 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.7% |
0.0110 |
1.1% |
26% |
False |
False |
657 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
17.5% |
0.0103 |
1.0% |
20% |
False |
False |
532 |
| 120 |
1.2156 |
0.9646 |
0.2510 |
25.1% |
0.0092 |
0.9% |
14% |
False |
False |
445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0510 |
|
2.618 |
1.0340 |
|
1.618 |
1.0236 |
|
1.000 |
1.0172 |
|
0.618 |
1.0132 |
|
HIGH |
1.0068 |
|
0.618 |
1.0028 |
|
0.500 |
1.0016 |
|
0.382 |
1.0004 |
|
LOW |
0.9964 |
|
0.618 |
0.9900 |
|
1.000 |
0.9860 |
|
1.618 |
0.9796 |
|
2.618 |
0.9692 |
|
4.250 |
0.9522 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0016 |
1.0002 |
| PP |
1.0011 |
1.0001 |
| S1 |
1.0006 |
1.0001 |
|