CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0386 |
1.0273 |
-0.0113 |
-1.1% |
1.0622 |
| High |
1.0400 |
1.0328 |
-0.0072 |
-0.7% |
1.0623 |
| Low |
1.0179 |
1.0195 |
0.0016 |
0.2% |
1.0179 |
| Close |
1.0285 |
1.0234 |
-0.0051 |
-0.5% |
1.0234 |
| Range |
0.0221 |
0.0133 |
-0.0088 |
-39.8% |
0.0444 |
| ATR |
0.0183 |
0.0179 |
-0.0004 |
-2.0% |
0.0000 |
| Volume |
263,249 |
169,528 |
-93,721 |
-35.6% |
905,050 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0651 |
1.0576 |
1.0307 |
|
| R3 |
1.0518 |
1.0443 |
1.0271 |
|
| R2 |
1.0385 |
1.0385 |
1.0258 |
|
| R1 |
1.0310 |
1.0310 |
1.0246 |
1.0281 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0238 |
| S1 |
1.0177 |
1.0177 |
1.0222 |
1.0148 |
| S2 |
1.0119 |
1.0119 |
1.0210 |
|
| S3 |
0.9986 |
1.0044 |
1.0197 |
|
| S4 |
0.9853 |
0.9911 |
1.0161 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1400 |
1.0478 |
|
| R3 |
1.1233 |
1.0956 |
1.0356 |
|
| R2 |
1.0789 |
1.0789 |
1.0315 |
|
| R1 |
1.0512 |
1.0512 |
1.0275 |
1.0429 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0304 |
| S1 |
1.0068 |
1.0068 |
1.0193 |
0.9985 |
| S2 |
0.9901 |
0.9901 |
1.0153 |
|
| S3 |
0.9457 |
0.9624 |
1.0112 |
|
| S4 |
0.9013 |
0.9180 |
0.9990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0623 |
1.0179 |
0.0444 |
4.3% |
0.0172 |
1.7% |
12% |
False |
False |
181,010 |
| 10 |
1.0669 |
1.0078 |
0.0591 |
5.8% |
0.0206 |
2.0% |
26% |
False |
False |
154,650 |
| 20 |
1.0669 |
0.9757 |
0.0912 |
8.9% |
0.0196 |
1.9% |
52% |
False |
False |
82,562 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0151 |
1.5% |
57% |
False |
False |
41,543 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0143 |
1.4% |
51% |
False |
False |
27,783 |
| 80 |
1.0870 |
0.9646 |
0.1224 |
12.0% |
0.0129 |
1.3% |
48% |
False |
False |
20,850 |
| 100 |
1.1025 |
0.9646 |
0.1379 |
13.5% |
0.0121 |
1.2% |
43% |
False |
False |
16,688 |
| 120 |
1.1569 |
0.9646 |
0.1923 |
18.8% |
0.0112 |
1.1% |
31% |
False |
False |
13,910 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0893 |
|
2.618 |
1.0676 |
|
1.618 |
1.0543 |
|
1.000 |
1.0461 |
|
0.618 |
1.0410 |
|
HIGH |
1.0328 |
|
0.618 |
1.0277 |
|
0.500 |
1.0262 |
|
0.382 |
1.0246 |
|
LOW |
1.0195 |
|
0.618 |
1.0113 |
|
1.000 |
1.0062 |
|
1.618 |
0.9980 |
|
2.618 |
0.9847 |
|
4.250 |
0.9630 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0262 |
1.0365 |
| PP |
1.0252 |
1.0321 |
| S1 |
1.0243 |
1.0278 |
|