CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0109 |
1.0416 |
0.0307 |
3.0% |
0.9951 |
| High |
1.0467 |
1.0518 |
0.0051 |
0.5% |
1.0532 |
| Low |
1.0105 |
1.0313 |
0.0208 |
2.1% |
0.9935 |
| Close |
1.0407 |
1.0458 |
0.0051 |
0.5% |
1.0270 |
| Range |
0.0362 |
0.0205 |
-0.0157 |
-43.4% |
0.0597 |
| ATR |
0.0174 |
0.0177 |
0.0002 |
1.3% |
0.0000 |
| Volume |
82,884 |
85,545 |
2,661 |
3.2% |
82,893 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1045 |
1.0956 |
1.0571 |
|
| R3 |
1.0840 |
1.0751 |
1.0514 |
|
| R2 |
1.0635 |
1.0635 |
1.0496 |
|
| R1 |
1.0546 |
1.0546 |
1.0477 |
1.0591 |
| PP |
1.0430 |
1.0430 |
1.0430 |
1.0452 |
| S1 |
1.0341 |
1.0341 |
1.0439 |
1.0386 |
| S2 |
1.0225 |
1.0225 |
1.0420 |
|
| S3 |
1.0020 |
1.0136 |
1.0402 |
|
| S4 |
0.9815 |
0.9931 |
1.0345 |
|
|
| 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 |
1.0060 |
0.0472 |
4.5% |
0.0284 |
2.7% |
84% |
False |
False |
54,426 |
| 10 |
1.0532 |
0.9828 |
0.0704 |
6.7% |
0.0209 |
2.0% |
89% |
False |
False |
30,635 |
| 20 |
1.0532 |
0.9646 |
0.0886 |
8.5% |
0.0171 |
1.6% |
92% |
False |
False |
16,127 |
| 40 |
1.0532 |
0.9646 |
0.0886 |
8.5% |
0.0134 |
1.3% |
92% |
False |
False |
8,188 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.1% |
0.0133 |
1.3% |
70% |
False |
False |
5,535 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.1% |
0.0124 |
1.2% |
59% |
False |
False |
4,164 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
16.7% |
0.0114 |
1.1% |
46% |
False |
False |
3,337 |
| 120 |
1.1956 |
0.9646 |
0.2310 |
22.1% |
0.0103 |
1.0% |
35% |
False |
False |
2,783 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1389 |
|
2.618 |
1.1055 |
|
1.618 |
1.0850 |
|
1.000 |
1.0723 |
|
0.618 |
1.0645 |
|
HIGH |
1.0518 |
|
0.618 |
1.0440 |
|
0.500 |
1.0416 |
|
0.382 |
1.0391 |
|
LOW |
1.0313 |
|
0.618 |
1.0186 |
|
1.000 |
1.0108 |
|
1.618 |
0.9981 |
|
2.618 |
0.9776 |
|
4.250 |
0.9442 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0444 |
1.0405 |
| PP |
1.0430 |
1.0351 |
| S1 |
1.0416 |
1.0298 |
|