CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0270 |
1.0235 |
-0.0035 |
-0.3% |
0.9951 |
| High |
1.0532 |
1.0270 |
-0.0262 |
-2.5% |
1.0532 |
| Low |
1.0231 |
1.0078 |
-0.0153 |
-1.5% |
0.9935 |
| Close |
1.0270 |
1.0136 |
-0.0134 |
-1.3% |
1.0270 |
| Range |
0.0301 |
0.0192 |
-0.0109 |
-36.2% |
0.0597 |
| ATR |
0.0157 |
0.0160 |
0.0002 |
1.6% |
0.0000 |
| Volume |
35,503 |
42,745 |
7,242 |
20.4% |
82,893 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0737 |
1.0629 |
1.0242 |
|
| R3 |
1.0545 |
1.0437 |
1.0189 |
|
| R2 |
1.0353 |
1.0353 |
1.0171 |
|
| R1 |
1.0245 |
1.0245 |
1.0154 |
1.0203 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0141 |
| S1 |
1.0053 |
1.0053 |
1.0118 |
1.0011 |
| S2 |
0.9969 |
0.9969 |
1.0101 |
|
| S3 |
0.9777 |
0.9861 |
1.0083 |
|
| S4 |
0.9585 |
0.9669 |
1.0030 |
|
|
| 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 |
0.9959 |
0.0573 |
5.7% |
0.0222 |
2.2% |
31% |
False |
False |
23,523 |
| 10 |
1.0532 |
0.9757 |
0.0775 |
7.6% |
0.0187 |
1.8% |
49% |
False |
False |
14,443 |
| 20 |
1.0532 |
0.9646 |
0.0886 |
8.7% |
0.0151 |
1.5% |
55% |
False |
False |
7,752 |
| 40 |
1.0532 |
0.9646 |
0.0886 |
8.7% |
0.0129 |
1.3% |
55% |
False |
False |
4,015 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.5% |
0.0127 |
1.2% |
42% |
False |
False |
2,730 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.5% |
0.0118 |
1.2% |
36% |
False |
False |
2,059 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
17.2% |
0.0111 |
1.1% |
28% |
False |
False |
1,653 |
| 120 |
1.1961 |
0.9646 |
0.2315 |
22.8% |
0.0099 |
1.0% |
21% |
False |
False |
1,379 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1086 |
|
2.618 |
1.0773 |
|
1.618 |
1.0581 |
|
1.000 |
1.0462 |
|
0.618 |
1.0389 |
|
HIGH |
1.0270 |
|
0.618 |
1.0197 |
|
0.500 |
1.0174 |
|
0.382 |
1.0151 |
|
LOW |
1.0078 |
|
0.618 |
0.9959 |
|
1.000 |
0.9886 |
|
1.618 |
0.9767 |
|
2.618 |
0.9575 |
|
4.250 |
0.9262 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0174 |
1.0296 |
| PP |
1.0161 |
1.0243 |
| S1 |
1.0149 |
1.0189 |
|