CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0416 |
1.0435 |
0.0019 |
0.2% |
0.9951 |
| High |
1.0518 |
1.0669 |
0.0151 |
1.4% |
1.0532 |
| Low |
1.0313 |
1.0426 |
0.0113 |
1.1% |
0.9935 |
| Close |
1.0458 |
1.0548 |
0.0090 |
0.9% |
1.0270 |
| Range |
0.0205 |
0.0243 |
0.0038 |
18.5% |
0.0597 |
| ATR |
0.0177 |
0.0181 |
0.0005 |
2.7% |
0.0000 |
| Volume |
85,545 |
168,063 |
82,518 |
96.5% |
82,893 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1277 |
1.1155 |
1.0682 |
|
| R3 |
1.1034 |
1.0912 |
1.0615 |
|
| R2 |
1.0791 |
1.0791 |
1.0593 |
|
| R1 |
1.0669 |
1.0669 |
1.0570 |
1.0730 |
| PP |
1.0548 |
1.0548 |
1.0548 |
1.0578 |
| S1 |
1.0426 |
1.0426 |
1.0526 |
1.0487 |
| S2 |
1.0305 |
1.0305 |
1.0503 |
|
| S3 |
1.0062 |
1.0183 |
1.0481 |
|
| S4 |
0.9819 |
0.9940 |
1.0414 |
|
|
| 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 |
1.0669 |
1.0078 |
0.0591 |
5.6% |
0.0261 |
2.5% |
80% |
True |
False |
82,948 |
| 10 |
1.0669 |
0.9883 |
0.0786 |
7.5% |
0.0220 |
2.1% |
85% |
True |
False |
46,824 |
| 20 |
1.0669 |
0.9646 |
0.1023 |
9.7% |
0.0179 |
1.7% |
88% |
True |
False |
24,510 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
9.7% |
0.0137 |
1.3% |
88% |
True |
False |
12,379 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.0% |
0.0135 |
1.3% |
77% |
False |
False |
8,336 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.0% |
0.0126 |
1.2% |
66% |
False |
False |
6,265 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
16.6% |
0.0117 |
1.1% |
52% |
False |
False |
5,017 |
| 120 |
1.1956 |
0.9646 |
0.2310 |
21.9% |
0.0105 |
1.0% |
39% |
False |
False |
4,183 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1702 |
|
2.618 |
1.1305 |
|
1.618 |
1.1062 |
|
1.000 |
1.0912 |
|
0.618 |
1.0819 |
|
HIGH |
1.0669 |
|
0.618 |
1.0576 |
|
0.500 |
1.0548 |
|
0.382 |
1.0519 |
|
LOW |
1.0426 |
|
0.618 |
1.0276 |
|
1.000 |
1.0183 |
|
1.618 |
1.0033 |
|
2.618 |
0.9790 |
|
4.250 |
0.9393 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0548 |
1.0494 |
| PP |
1.0548 |
1.0441 |
| S1 |
1.0548 |
1.0387 |
|