CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 11-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jun-2013 |
11-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0207 |
1.0200 |
-0.0007 |
-0.1% |
0.9945 |
| High |
1.0215 |
1.0450 |
0.0235 |
2.3% |
1.0534 |
| Low |
1.0090 |
1.0200 |
0.0110 |
1.1% |
0.9945 |
| Close |
1.0143 |
1.0414 |
0.0271 |
2.7% |
1.0277 |
| Range |
0.0125 |
0.0250 |
0.0125 |
100.0% |
0.0589 |
| ATR |
0.0133 |
0.0145 |
0.0012 |
9.4% |
0.0000 |
| Volume |
172 |
507 |
335 |
194.8% |
412 |
|
| Daily Pivots for day following 11-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1105 |
1.1009 |
1.0552 |
|
| R3 |
1.0855 |
1.0759 |
1.0483 |
|
| R2 |
1.0605 |
1.0605 |
1.0460 |
|
| R1 |
1.0509 |
1.0509 |
1.0437 |
1.0557 |
| PP |
1.0355 |
1.0355 |
1.0355 |
1.0379 |
| S1 |
1.0259 |
1.0259 |
1.0391 |
1.0307 |
| S2 |
1.0105 |
1.0105 |
1.0368 |
|
| S3 |
0.9855 |
1.0009 |
1.0345 |
|
| S4 |
0.9605 |
0.9759 |
1.0277 |
|
|
| 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 |
0.9991 |
0.0543 |
5.2% |
0.0230 |
2.2% |
78% |
False |
False |
197 |
| 10 |
1.0534 |
0.9800 |
0.0734 |
7.0% |
0.0166 |
1.6% |
84% |
False |
False |
119 |
| 20 |
1.0534 |
0.9675 |
0.0859 |
8.2% |
0.0117 |
1.1% |
86% |
False |
False |
66 |
| 40 |
1.0534 |
0.9675 |
0.0859 |
8.2% |
0.0077 |
0.7% |
86% |
False |
False |
36 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.8% |
0.0079 |
0.8% |
66% |
False |
False |
28 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.7% |
0.0074 |
0.7% |
56% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1513 |
|
2.618 |
1.1105 |
|
1.618 |
1.0855 |
|
1.000 |
1.0700 |
|
0.618 |
1.0605 |
|
HIGH |
1.0450 |
|
0.618 |
1.0355 |
|
0.500 |
1.0325 |
|
0.382 |
1.0296 |
|
LOW |
1.0200 |
|
0.618 |
1.0046 |
|
1.000 |
0.9950 |
|
1.618 |
0.9796 |
|
2.618 |
0.9546 |
|
4.250 |
0.9138 |
|
|
| Fisher Pivots for day following 11-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0380 |
| PP |
1.0355 |
1.0346 |
| S1 |
1.0325 |
1.0312 |
|