CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0282 |
1.0207 |
-0.0075 |
-0.7% |
0.9945 |
| High |
1.0534 |
1.0215 |
-0.0319 |
-3.0% |
1.0534 |
| Low |
1.0242 |
1.0090 |
-0.0152 |
-1.5% |
0.9945 |
| Close |
1.0277 |
1.0143 |
-0.0134 |
-1.3% |
1.0277 |
| Range |
0.0292 |
0.0125 |
-0.0167 |
-57.2% |
0.0589 |
| ATR |
0.0129 |
0.0133 |
0.0004 |
3.3% |
0.0000 |
| Volume |
294 |
172 |
-122 |
-41.5% |
412 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0524 |
1.0459 |
1.0212 |
|
| R3 |
1.0399 |
1.0334 |
1.0177 |
|
| R2 |
1.0274 |
1.0274 |
1.0166 |
|
| R1 |
1.0209 |
1.0209 |
1.0154 |
1.0179 |
| PP |
1.0149 |
1.0149 |
1.0149 |
1.0135 |
| S1 |
1.0084 |
1.0084 |
1.0132 |
1.0054 |
| S2 |
1.0024 |
1.0024 |
1.0120 |
|
| S3 |
0.9899 |
0.9959 |
1.0109 |
|
| S4 |
0.9774 |
0.9834 |
1.0074 |
|
|
| 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 |
0.9990 |
0.0544 |
5.4% |
0.0193 |
1.9% |
28% |
False |
False |
107 |
| 10 |
1.0534 |
0.9775 |
0.0759 |
7.5% |
0.0158 |
1.6% |
48% |
False |
False |
70 |
| 20 |
1.0534 |
0.9675 |
0.0859 |
8.5% |
0.0107 |
1.1% |
54% |
False |
False |
42 |
| 40 |
1.0534 |
0.9675 |
0.0859 |
8.5% |
0.0073 |
0.7% |
54% |
False |
False |
24 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0076 |
0.7% |
42% |
False |
False |
20 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
13.1% |
0.0072 |
0.7% |
35% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0746 |
|
2.618 |
1.0542 |
|
1.618 |
1.0417 |
|
1.000 |
1.0340 |
|
0.618 |
1.0292 |
|
HIGH |
1.0215 |
|
0.618 |
1.0167 |
|
0.500 |
1.0153 |
|
0.382 |
1.0138 |
|
LOW |
1.0090 |
|
0.618 |
1.0013 |
|
1.000 |
0.9965 |
|
1.618 |
0.9888 |
|
2.618 |
0.9763 |
|
4.250 |
0.9559 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0298 |
| PP |
1.0149 |
1.0246 |
| S1 |
1.0146 |
1.0195 |
|