CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0212 |
-0.0026 |
-0.3% |
1.0622 |
| High |
1.0318 |
1.0289 |
-0.0029 |
-0.3% |
1.0623 |
| Low |
1.0202 |
1.0184 |
-0.0018 |
-0.2% |
1.0179 |
| Close |
1.0234 |
1.0223 |
-0.0011 |
-0.1% |
1.0234 |
| Range |
0.0116 |
0.0105 |
-0.0011 |
-9.5% |
0.0444 |
| ATR |
0.0174 |
0.0169 |
-0.0005 |
-2.8% |
0.0000 |
| Volume |
156,176 |
138,638 |
-17,538 |
-11.2% |
905,050 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0547 |
1.0490 |
1.0281 |
|
| R3 |
1.0442 |
1.0385 |
1.0252 |
|
| R2 |
1.0337 |
1.0337 |
1.0242 |
|
| R1 |
1.0280 |
1.0280 |
1.0233 |
1.0309 |
| PP |
1.0232 |
1.0232 |
1.0232 |
1.0246 |
| S1 |
1.0175 |
1.0175 |
1.0213 |
1.0204 |
| S2 |
1.0127 |
1.0127 |
1.0204 |
|
| S3 |
1.0022 |
1.0070 |
1.0194 |
|
| S4 |
0.9917 |
0.9965 |
1.0165 |
|
|
| 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 |
1.0400 |
1.0136 |
0.0264 |
2.6% |
0.0147 |
1.4% |
33% |
False |
False |
184,555 |
| 10 |
1.0669 |
1.0136 |
0.0533 |
5.2% |
0.0168 |
1.6% |
16% |
False |
False |
182,532 |
| 20 |
1.0669 |
0.9828 |
0.0841 |
8.2% |
0.0188 |
1.8% |
47% |
False |
False |
106,584 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0151 |
1.5% |
56% |
False |
False |
53,781 |
| 60 |
1.0794 |
0.9646 |
0.1148 |
11.2% |
0.0145 |
1.4% |
50% |
False |
False |
35,947 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0131 |
1.3% |
50% |
False |
False |
26,974 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.4% |
0.0122 |
1.2% |
42% |
False |
False |
21,586 |
| 120 |
1.1528 |
0.9646 |
0.1882 |
18.4% |
0.0115 |
1.1% |
31% |
False |
False |
17,993 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0735 |
|
2.618 |
1.0564 |
|
1.618 |
1.0459 |
|
1.000 |
1.0394 |
|
0.618 |
1.0354 |
|
HIGH |
1.0289 |
|
0.618 |
1.0249 |
|
0.500 |
1.0237 |
|
0.382 |
1.0224 |
|
LOW |
1.0184 |
|
0.618 |
1.0119 |
|
1.000 |
1.0079 |
|
1.618 |
1.0014 |
|
2.618 |
0.9909 |
|
4.250 |
0.9738 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0237 |
1.0227 |
| PP |
1.0232 |
1.0226 |
| S1 |
1.0228 |
1.0224 |
|