CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0001 |
1.0093 |
0.0092 |
0.9% |
0.9891 |
| High |
1.0110 |
1.0420 |
0.0310 |
3.1% |
0.9982 |
| Low |
0.9959 |
1.0060 |
0.0101 |
1.0% |
0.9757 |
| Close |
1.0083 |
1.0291 |
0.0208 |
2.1% |
0.9939 |
| Range |
0.0151 |
0.0360 |
0.0209 |
138.4% |
0.0225 |
| ATR |
0.0130 |
0.0146 |
0.0016 |
12.6% |
0.0000 |
| Volume |
8,481 |
25,455 |
16,974 |
200.1% |
18,797 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1337 |
1.1174 |
1.0489 |
|
| R3 |
1.0977 |
1.0814 |
1.0390 |
|
| R2 |
1.0617 |
1.0617 |
1.0357 |
|
| R1 |
1.0454 |
1.0454 |
1.0324 |
1.0536 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0298 |
| S1 |
1.0094 |
1.0094 |
1.0258 |
1.0176 |
| S2 |
0.9897 |
0.9897 |
1.0225 |
|
| S3 |
0.9537 |
0.9734 |
1.0192 |
|
| S4 |
0.9177 |
0.9374 |
1.0093 |
|
|
| 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 |
1.0420 |
0.9883 |
0.0537 |
5.2% |
0.0180 |
1.7% |
76% |
True |
False |
10,701 |
| 10 |
1.0420 |
0.9661 |
0.0759 |
7.4% |
0.0182 |
1.8% |
83% |
True |
False |
7,117 |
| 20 |
1.0420 |
0.9646 |
0.0774 |
7.5% |
0.0143 |
1.4% |
83% |
True |
False |
3,895 |
| 40 |
1.0420 |
0.9646 |
0.0774 |
7.5% |
0.0123 |
1.2% |
83% |
True |
False |
2,068 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.3% |
0.0121 |
1.2% |
55% |
False |
False |
1,428 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.3% |
0.0114 |
1.1% |
47% |
False |
False |
1,081 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
17.0% |
0.0107 |
1.0% |
37% |
False |
False |
871 |
| 120 |
1.2016 |
0.9646 |
0.2370 |
23.0% |
0.0096 |
0.9% |
27% |
False |
False |
727 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1950 |
|
2.618 |
1.1362 |
|
1.618 |
1.1002 |
|
1.000 |
1.0780 |
|
0.618 |
1.0642 |
|
HIGH |
1.0420 |
|
0.618 |
1.0282 |
|
0.500 |
1.0240 |
|
0.382 |
1.0198 |
|
LOW |
1.0060 |
|
0.618 |
0.9838 |
|
1.000 |
0.9700 |
|
1.618 |
0.9478 |
|
2.618 |
0.9118 |
|
4.250 |
0.8530 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0274 |
1.0257 |
| PP |
1.0257 |
1.0223 |
| S1 |
1.0240 |
1.0190 |
|