CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0270 |
0.0177 |
1.8% |
0.9951 |
| High |
1.0420 |
1.0532 |
0.0112 |
1.1% |
1.0532 |
| Low |
1.0060 |
1.0231 |
0.0171 |
1.7% |
0.9935 |
| Close |
1.0291 |
1.0270 |
-0.0021 |
-0.2% |
1.0270 |
| Range |
0.0360 |
0.0301 |
-0.0059 |
-16.4% |
0.0597 |
| ATR |
0.0146 |
0.0157 |
0.0011 |
7.5% |
0.0000 |
| Volume |
25,455 |
35,503 |
10,048 |
39.5% |
82,893 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1247 |
1.1060 |
1.0436 |
|
| R3 |
1.0946 |
1.0759 |
1.0353 |
|
| R2 |
1.0645 |
1.0645 |
1.0325 |
|
| R1 |
1.0458 |
1.0458 |
1.0298 |
1.0421 |
| PP |
1.0344 |
1.0344 |
1.0344 |
1.0326 |
| S1 |
1.0157 |
1.0157 |
1.0242 |
1.0120 |
| S2 |
1.0043 |
1.0043 |
1.0215 |
|
| S3 |
0.9742 |
0.9856 |
1.0187 |
|
| S4 |
0.9441 |
0.9555 |
1.0104 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2037 |
1.1750 |
1.0598 |
|
| R3 |
1.1440 |
1.1153 |
1.0434 |
|
| R2 |
1.0843 |
1.0843 |
1.0379 |
|
| R1 |
1.0556 |
1.0556 |
1.0325 |
1.0700 |
| PP |
1.0246 |
1.0246 |
1.0246 |
1.0317 |
| S1 |
0.9959 |
0.9959 |
1.0215 |
1.0103 |
| S2 |
0.9649 |
0.9649 |
1.0161 |
|
| S3 |
0.9052 |
0.9362 |
1.0106 |
|
| S4 |
0.8455 |
0.8765 |
0.9942 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0532 |
0.9935 |
0.0597 |
5.8% |
0.0220 |
2.1% |
56% |
True |
False |
16,578 |
| 10 |
1.0532 |
0.9757 |
0.0775 |
7.5% |
0.0186 |
1.8% |
66% |
True |
False |
10,473 |
| 20 |
1.0532 |
0.9646 |
0.0886 |
8.6% |
0.0148 |
1.4% |
70% |
True |
False |
5,641 |
| 40 |
1.0532 |
0.9646 |
0.0886 |
8.6% |
0.0128 |
1.2% |
70% |
True |
False |
2,952 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.3% |
0.0125 |
1.2% |
54% |
False |
False |
2,019 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.3% |
0.0116 |
1.1% |
46% |
False |
False |
1,525 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
17.0% |
0.0110 |
1.1% |
36% |
False |
False |
1,226 |
| 120 |
1.2016 |
0.9646 |
0.2370 |
23.1% |
0.0098 |
1.0% |
26% |
False |
False |
1,023 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1811 |
|
2.618 |
1.1320 |
|
1.618 |
1.1019 |
|
1.000 |
1.0833 |
|
0.618 |
1.0718 |
|
HIGH |
1.0532 |
|
0.618 |
1.0417 |
|
0.500 |
1.0382 |
|
0.382 |
1.0346 |
|
LOW |
1.0231 |
|
0.618 |
1.0045 |
|
1.000 |
0.9930 |
|
1.618 |
0.9744 |
|
2.618 |
0.9443 |
|
4.250 |
0.8952 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0382 |
1.0262 |
| PP |
1.0344 |
1.0254 |
| S1 |
1.0307 |
1.0246 |
|