CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0235 |
1.0109 |
-0.0126 |
-1.2% |
0.9951 |
| High |
1.0270 |
1.0467 |
0.0197 |
1.9% |
1.0532 |
| Low |
1.0078 |
1.0105 |
0.0027 |
0.3% |
0.9935 |
| Close |
1.0136 |
1.0407 |
0.0271 |
2.7% |
1.0270 |
| Range |
0.0192 |
0.0362 |
0.0170 |
88.5% |
0.0597 |
| ATR |
0.0160 |
0.0174 |
0.0014 |
9.0% |
0.0000 |
| Volume |
42,745 |
82,884 |
40,139 |
93.9% |
82,893 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1412 |
1.1272 |
1.0606 |
|
| R3 |
1.1050 |
1.0910 |
1.0507 |
|
| R2 |
1.0688 |
1.0688 |
1.0473 |
|
| R1 |
1.0548 |
1.0548 |
1.0440 |
1.0618 |
| PP |
1.0326 |
1.0326 |
1.0326 |
1.0362 |
| S1 |
1.0186 |
1.0186 |
1.0374 |
1.0256 |
| S2 |
0.9964 |
0.9964 |
1.0341 |
|
| S3 |
0.9602 |
0.9824 |
1.0307 |
|
| S4 |
0.9240 |
0.9462 |
1.0208 |
|
|
| 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 |
5.5% |
0.0273 |
2.6% |
78% |
False |
False |
39,013 |
| 10 |
1.0532 |
0.9757 |
0.0775 |
7.4% |
0.0206 |
2.0% |
84% |
False |
False |
22,431 |
| 20 |
1.0532 |
0.9646 |
0.0886 |
8.5% |
0.0166 |
1.6% |
86% |
False |
False |
11,868 |
| 40 |
1.0532 |
0.9646 |
0.0886 |
8.5% |
0.0133 |
1.3% |
86% |
False |
False |
6,079 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.2% |
0.0131 |
1.3% |
65% |
False |
False |
4,111 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.2% |
0.0122 |
1.2% |
56% |
False |
False |
3,095 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
16.8% |
0.0114 |
1.1% |
44% |
False |
False |
2,482 |
| 120 |
1.1956 |
0.9646 |
0.2310 |
22.2% |
0.0102 |
1.0% |
33% |
False |
False |
2,070 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2006 |
|
2.618 |
1.1415 |
|
1.618 |
1.1053 |
|
1.000 |
1.0829 |
|
0.618 |
1.0691 |
|
HIGH |
1.0467 |
|
0.618 |
1.0329 |
|
0.500 |
1.0286 |
|
0.382 |
1.0243 |
|
LOW |
1.0105 |
|
0.618 |
0.9881 |
|
1.000 |
0.9743 |
|
1.618 |
0.9519 |
|
2.618 |
0.9157 |
|
4.250 |
0.8567 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0367 |
1.0373 |
| PP |
1.0326 |
1.0339 |
| S1 |
1.0286 |
1.0305 |
|