CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
1.0001 |
-0.0056 |
-0.6% |
0.9891 |
| High |
1.0068 |
1.0110 |
0.0042 |
0.4% |
0.9982 |
| Low |
0.9964 |
0.9959 |
-0.0005 |
-0.1% |
0.9757 |
| Close |
1.0001 |
1.0083 |
0.0082 |
0.8% |
0.9939 |
| Range |
0.0104 |
0.0151 |
0.0047 |
45.2% |
0.0225 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.3% |
0.0000 |
| Volume |
5,433 |
8,481 |
3,048 |
56.1% |
18,797 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0504 |
1.0444 |
1.0166 |
|
| R3 |
1.0353 |
1.0293 |
1.0125 |
|
| R2 |
1.0202 |
1.0202 |
1.0111 |
|
| R1 |
1.0142 |
1.0142 |
1.0097 |
1.0172 |
| PP |
1.0051 |
1.0051 |
1.0051 |
1.0066 |
| S1 |
0.9991 |
0.9991 |
1.0069 |
1.0021 |
| S2 |
0.9900 |
0.9900 |
1.0055 |
|
| S3 |
0.9749 |
0.9840 |
1.0041 |
|
| S4 |
0.9598 |
0.9689 |
1.0000 |
|
|
| 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 |
0.9828 |
0.0292 |
2.9% |
0.0134 |
1.3% |
87% |
False |
False |
6,845 |
| 10 |
1.0120 |
0.9646 |
0.0474 |
4.7% |
0.0159 |
1.6% |
92% |
False |
False |
4,621 |
| 20 |
1.0148 |
0.9646 |
0.0502 |
5.0% |
0.0128 |
1.3% |
87% |
False |
False |
2,632 |
| 40 |
1.0387 |
0.9646 |
0.0741 |
7.3% |
0.0116 |
1.1% |
59% |
False |
False |
1,460 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0117 |
1.2% |
38% |
False |
False |
1,004 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0110 |
1.1% |
32% |
False |
False |
763 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
17.3% |
0.0104 |
1.0% |
25% |
False |
False |
617 |
| 120 |
1.2125 |
0.9646 |
0.2479 |
24.6% |
0.0093 |
0.9% |
18% |
False |
False |
515 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0752 |
|
2.618 |
1.0505 |
|
1.618 |
1.0354 |
|
1.000 |
1.0261 |
|
0.618 |
1.0203 |
|
HIGH |
1.0110 |
|
0.618 |
1.0052 |
|
0.500 |
1.0035 |
|
0.382 |
1.0017 |
|
LOW |
0.9959 |
|
0.618 |
0.9866 |
|
1.000 |
0.9808 |
|
1.618 |
0.9715 |
|
2.618 |
0.9564 |
|
4.250 |
0.9317 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0065 |
| PP |
1.0051 |
1.0046 |
| S1 |
1.0035 |
1.0028 |
|