CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 13-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Jun-2013 |
13-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0399 |
1.0471 |
0.0072 |
0.7% |
0.9945 |
| High |
1.0514 |
1.0670 |
0.0156 |
1.5% |
1.0534 |
| Low |
1.0324 |
1.0471 |
0.0147 |
1.4% |
0.9945 |
| Close |
1.0467 |
1.0557 |
0.0090 |
0.9% |
1.0277 |
| Range |
0.0190 |
0.0199 |
0.0009 |
4.7% |
0.0589 |
| ATR |
0.0148 |
0.0152 |
0.0004 |
2.6% |
0.0000 |
| Volume |
201 |
215 |
14 |
7.0% |
412 |
|
| Daily Pivots for day following 13-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1163 |
1.1059 |
1.0666 |
|
| R3 |
1.0964 |
1.0860 |
1.0612 |
|
| R2 |
1.0765 |
1.0765 |
1.0593 |
|
| R1 |
1.0661 |
1.0661 |
1.0575 |
1.0713 |
| PP |
1.0566 |
1.0566 |
1.0566 |
1.0592 |
| S1 |
1.0462 |
1.0462 |
1.0539 |
1.0514 |
| S2 |
1.0367 |
1.0367 |
1.0521 |
|
| S3 |
1.0168 |
1.0263 |
1.0502 |
|
| S4 |
0.9969 |
1.0064 |
1.0448 |
|
|
| 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 |
1.0670 |
1.0090 |
0.0580 |
5.5% |
0.0211 |
2.0% |
81% |
True |
False |
277 |
| 10 |
1.0670 |
0.9909 |
0.0761 |
7.2% |
0.0186 |
1.8% |
85% |
True |
False |
152 |
| 20 |
1.0670 |
0.9675 |
0.0995 |
9.4% |
0.0133 |
1.3% |
89% |
True |
False |
86 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.4% |
0.0083 |
0.8% |
89% |
True |
False |
46 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.7% |
0.0083 |
0.8% |
78% |
False |
False |
35 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.6% |
0.0077 |
0.7% |
67% |
False |
False |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1516 |
|
2.618 |
1.1191 |
|
1.618 |
1.0992 |
|
1.000 |
1.0869 |
|
0.618 |
1.0793 |
|
HIGH |
1.0670 |
|
0.618 |
1.0594 |
|
0.500 |
1.0571 |
|
0.382 |
1.0547 |
|
LOW |
1.0471 |
|
0.618 |
1.0348 |
|
1.000 |
1.0272 |
|
1.618 |
1.0149 |
|
2.618 |
0.9950 |
|
4.250 |
0.9625 |
|
|
| Fisher Pivots for day following 13-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0571 |
1.0516 |
| PP |
1.0566 |
1.0476 |
| S1 |
1.0562 |
1.0435 |
|