CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0467 |
1.0622 |
0.0155 |
1.5% |
1.0235 |
| High |
1.0647 |
1.0623 |
-0.0024 |
-0.2% |
1.0669 |
| Low |
1.0452 |
1.0505 |
0.0053 |
0.5% |
1.0078 |
| Close |
1.0612 |
1.0547 |
-0.0065 |
-0.6% |
1.0612 |
| Range |
0.0195 |
0.0118 |
-0.0077 |
-39.5% |
0.0591 |
| ATR |
0.0182 |
0.0178 |
-0.0005 |
-2.5% |
0.0000 |
| Volume |
262,214 |
150,175 |
-112,039 |
-42.7% |
641,451 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0912 |
1.0848 |
1.0612 |
|
| R3 |
1.0794 |
1.0730 |
1.0579 |
|
| R2 |
1.0676 |
1.0676 |
1.0569 |
|
| R1 |
1.0612 |
1.0612 |
1.0558 |
1.0585 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0545 |
| S1 |
1.0494 |
1.0494 |
1.0536 |
1.0467 |
| S2 |
1.0440 |
1.0440 |
1.0525 |
|
| S3 |
1.0322 |
1.0376 |
1.0515 |
|
| S4 |
1.0204 |
1.0258 |
1.0482 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2226 |
1.2010 |
1.0937 |
|
| R3 |
1.1635 |
1.1419 |
1.0775 |
|
| R2 |
1.1044 |
1.1044 |
1.0720 |
|
| R1 |
1.0828 |
1.0828 |
1.0666 |
1.0936 |
| PP |
1.0453 |
1.0453 |
1.0453 |
1.0507 |
| S1 |
1.0237 |
1.0237 |
1.0558 |
1.0345 |
| S2 |
0.9862 |
0.9862 |
1.0504 |
|
| S3 |
0.9271 |
0.9646 |
1.0449 |
|
| S4 |
0.8680 |
0.9055 |
1.0287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0669 |
1.0105 |
0.0564 |
5.3% |
0.0225 |
2.1% |
78% |
False |
False |
149,776 |
| 10 |
1.0669 |
0.9959 |
0.0710 |
6.7% |
0.0223 |
2.1% |
83% |
False |
False |
86,649 |
| 20 |
1.0669 |
0.9646 |
0.1023 |
9.7% |
0.0185 |
1.8% |
88% |
False |
False |
45,059 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
9.7% |
0.0139 |
1.3% |
88% |
False |
False |
22,683 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.0% |
0.0136 |
1.3% |
77% |
False |
False |
15,208 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.0% |
0.0128 |
1.2% |
66% |
False |
False |
11,416 |
| 100 |
1.1280 |
0.9646 |
0.1634 |
15.5% |
0.0117 |
1.1% |
55% |
False |
False |
9,141 |
| 120 |
1.1888 |
0.9646 |
0.2242 |
21.3% |
0.0107 |
1.0% |
40% |
False |
False |
7,620 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1125 |
|
2.618 |
1.0932 |
|
1.618 |
1.0814 |
|
1.000 |
1.0741 |
|
0.618 |
1.0696 |
|
HIGH |
1.0623 |
|
0.618 |
1.0578 |
|
0.500 |
1.0564 |
|
0.382 |
1.0550 |
|
LOW |
1.0505 |
|
0.618 |
1.0432 |
|
1.000 |
1.0387 |
|
1.618 |
1.0314 |
|
2.618 |
1.0196 |
|
4.250 |
1.0004 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0564 |
1.0548 |
| PP |
1.0558 |
1.0547 |
| S1 |
1.0553 |
1.0547 |
|