CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0120 |
1.0282 |
0.0162 |
1.6% |
0.9945 |
| High |
1.0443 |
1.0534 |
0.0091 |
0.9% |
1.0534 |
| Low |
1.0062 |
1.0242 |
0.0180 |
1.8% |
0.9945 |
| Close |
1.0299 |
1.0277 |
-0.0022 |
-0.2% |
1.0277 |
| Range |
0.0381 |
0.0292 |
-0.0089 |
-23.4% |
0.0589 |
| ATR |
0.0116 |
0.0129 |
0.0013 |
10.8% |
0.0000 |
| Volume |
6 |
294 |
288 |
4,800.0% |
412 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1227 |
1.1044 |
1.0438 |
|
| R3 |
1.0935 |
1.0752 |
1.0357 |
|
| R2 |
1.0643 |
1.0643 |
1.0331 |
|
| R1 |
1.0460 |
1.0460 |
1.0304 |
1.0406 |
| PP |
1.0351 |
1.0351 |
1.0351 |
1.0324 |
| S1 |
1.0168 |
1.0168 |
1.0250 |
1.0114 |
| S2 |
1.0059 |
1.0059 |
1.0223 |
|
| S3 |
0.9767 |
0.9876 |
1.0197 |
|
| S4 |
0.9475 |
0.9584 |
1.0116 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1737 |
1.0601 |
|
| R3 |
1.1430 |
1.1148 |
1.0439 |
|
| R2 |
1.0841 |
1.0841 |
1.0385 |
|
| R1 |
1.0559 |
1.0559 |
1.0331 |
1.0700 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0323 |
| S1 |
0.9970 |
0.9970 |
1.0223 |
1.0111 |
| S2 |
0.9663 |
0.9663 |
1.0169 |
|
| S3 |
0.9074 |
0.9381 |
1.0115 |
|
| S4 |
0.8485 |
0.8792 |
0.9953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0534 |
0.9945 |
0.0589 |
5.7% |
0.0203 |
2.0% |
56% |
True |
False |
82 |
| 10 |
1.0534 |
0.9775 |
0.0759 |
7.4% |
0.0151 |
1.5% |
66% |
True |
False |
57 |
| 20 |
1.0534 |
0.9675 |
0.0859 |
8.4% |
0.0106 |
1.0% |
70% |
True |
False |
34 |
| 40 |
1.0534 |
0.9675 |
0.0859 |
8.4% |
0.0073 |
0.7% |
70% |
True |
False |
19 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0074 |
0.7% |
54% |
False |
False |
18 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.9% |
0.0071 |
0.7% |
45% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1775 |
|
2.618 |
1.1298 |
|
1.618 |
1.1006 |
|
1.000 |
1.0826 |
|
0.618 |
1.0714 |
|
HIGH |
1.0534 |
|
0.618 |
1.0422 |
|
0.500 |
1.0388 |
|
0.382 |
1.0354 |
|
LOW |
1.0242 |
|
0.618 |
1.0062 |
|
1.000 |
0.9950 |
|
1.618 |
0.9770 |
|
2.618 |
0.9478 |
|
4.250 |
0.9001 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0388 |
1.0272 |
| PP |
1.0351 |
1.0267 |
| S1 |
1.0314 |
1.0263 |
|