CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0598 |
1.0487 |
-0.0111 |
-1.0% |
1.0207 |
| High |
1.0598 |
1.0540 |
-0.0058 |
-0.5% |
1.0670 |
| Low |
1.0457 |
1.0331 |
-0.0126 |
-1.2% |
1.0090 |
| Close |
1.0507 |
1.0375 |
-0.0132 |
-1.3% |
1.0621 |
| Range |
0.0141 |
0.0209 |
0.0068 |
48.2% |
0.0580 |
| ATR |
0.0149 |
0.0153 |
0.0004 |
2.9% |
0.0000 |
| Volume |
32 |
39 |
7 |
21.9% |
1,342 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1042 |
1.0918 |
1.0490 |
|
| R3 |
1.0833 |
1.0709 |
1.0432 |
|
| R2 |
1.0624 |
1.0624 |
1.0413 |
|
| R1 |
1.0500 |
1.0500 |
1.0394 |
1.0458 |
| PP |
1.0415 |
1.0415 |
1.0415 |
1.0394 |
| S1 |
1.0291 |
1.0291 |
1.0356 |
1.0249 |
| S2 |
1.0206 |
1.0206 |
1.0337 |
|
| S3 |
0.9997 |
1.0082 |
1.0318 |
|
| S4 |
0.9788 |
0.9873 |
1.0260 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2200 |
1.1991 |
1.0940 |
|
| R3 |
1.1620 |
1.1411 |
1.0781 |
|
| R2 |
1.1040 |
1.1040 |
1.0727 |
|
| R1 |
1.0831 |
1.0831 |
1.0674 |
1.0936 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0513 |
| S1 |
1.0251 |
1.0251 |
1.0568 |
1.0356 |
| S2 |
0.9880 |
0.9880 |
1.0515 |
|
| S3 |
0.9300 |
0.9671 |
1.0462 |
|
| S4 |
0.8720 |
0.9091 |
1.0302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0670 |
1.0331 |
0.0339 |
3.3% |
0.0163 |
1.6% |
13% |
False |
True |
149 |
| 10 |
1.0670 |
1.0062 |
0.0608 |
5.9% |
0.0205 |
2.0% |
51% |
False |
False |
192 |
| 20 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0157 |
1.5% |
70% |
False |
False |
111 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.6% |
0.0096 |
0.9% |
70% |
False |
False |
59 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.8% |
0.0088 |
0.8% |
62% |
False |
False |
43 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.8% |
0.0079 |
0.8% |
53% |
False |
False |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1428 |
|
2.618 |
1.1087 |
|
1.618 |
1.0878 |
|
1.000 |
1.0749 |
|
0.618 |
1.0669 |
|
HIGH |
1.0540 |
|
0.618 |
1.0460 |
|
0.500 |
1.0436 |
|
0.382 |
1.0411 |
|
LOW |
1.0331 |
|
0.618 |
1.0202 |
|
1.000 |
1.0122 |
|
1.618 |
0.9993 |
|
2.618 |
0.9784 |
|
4.250 |
0.9443 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0436 |
1.0480 |
| PP |
1.0415 |
1.0445 |
| S1 |
1.0395 |
1.0410 |
|