CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0273 |
1.0214 |
-0.0059 |
-0.6% |
1.0622 |
| High |
1.0328 |
1.0296 |
-0.0032 |
-0.3% |
1.0623 |
| Low |
1.0195 |
1.0136 |
-0.0059 |
-0.6% |
1.0179 |
| Close |
1.0234 |
1.0239 |
0.0005 |
0.0% |
1.0234 |
| Range |
0.0133 |
0.0160 |
0.0027 |
20.3% |
0.0444 |
| ATR |
0.0179 |
0.0178 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
169,528 |
195,187 |
25,659 |
15.1% |
905,050 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0704 |
1.0631 |
1.0327 |
|
| R3 |
1.0544 |
1.0471 |
1.0283 |
|
| R2 |
1.0384 |
1.0384 |
1.0268 |
|
| R1 |
1.0311 |
1.0311 |
1.0254 |
1.0348 |
| PP |
1.0224 |
1.0224 |
1.0224 |
1.0242 |
| S1 |
1.0151 |
1.0151 |
1.0224 |
1.0188 |
| S2 |
1.0064 |
1.0064 |
1.0210 |
|
| S3 |
0.9904 |
0.9991 |
1.0195 |
|
| S4 |
0.9744 |
0.9831 |
1.0151 |
|
|
| 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 |
1.0594 |
1.0136 |
0.0458 |
4.5% |
0.0180 |
1.8% |
22% |
False |
True |
190,012 |
| 10 |
1.0669 |
1.0105 |
0.0564 |
5.5% |
0.0203 |
2.0% |
24% |
False |
False |
169,894 |
| 20 |
1.0669 |
0.9757 |
0.0912 |
8.9% |
0.0195 |
1.9% |
53% |
False |
False |
92,168 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0151 |
1.5% |
58% |
False |
False |
46,420 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0145 |
1.4% |
51% |
False |
False |
31,036 |
| 80 |
1.0816 |
0.9646 |
0.1170 |
11.4% |
0.0130 |
1.3% |
51% |
False |
False |
23,289 |
| 100 |
1.1025 |
0.9646 |
0.1379 |
13.5% |
0.0122 |
1.2% |
43% |
False |
False |
18,639 |
| 120 |
1.1528 |
0.9646 |
0.1882 |
18.4% |
0.0113 |
1.1% |
32% |
False |
False |
15,537 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0976 |
|
2.618 |
1.0715 |
|
1.618 |
1.0555 |
|
1.000 |
1.0456 |
|
0.618 |
1.0395 |
|
HIGH |
1.0296 |
|
0.618 |
1.0235 |
|
0.500 |
1.0216 |
|
0.382 |
1.0197 |
|
LOW |
1.0136 |
|
0.618 |
1.0037 |
|
1.000 |
0.9976 |
|
1.618 |
0.9877 |
|
2.618 |
0.9717 |
|
4.250 |
0.9456 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0268 |
| PP |
1.0224 |
1.0258 |
| S1 |
1.0216 |
1.0249 |
|