CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0487 |
1.0356 |
-0.0131 |
-1.2% |
1.0207 |
| High |
1.0540 |
1.0396 |
-0.0144 |
-1.4% |
1.0670 |
| Low |
1.0331 |
1.0190 |
-0.0141 |
-1.4% |
1.0090 |
| Close |
1.0375 |
1.0292 |
-0.0083 |
-0.8% |
1.0621 |
| Range |
0.0209 |
0.0206 |
-0.0003 |
-1.4% |
0.0580 |
| ATR |
0.0153 |
0.0157 |
0.0004 |
2.5% |
0.0000 |
| Volume |
39 |
144 |
105 |
269.2% |
1,342 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0911 |
1.0807 |
1.0405 |
|
| R3 |
1.0705 |
1.0601 |
1.0349 |
|
| R2 |
1.0499 |
1.0499 |
1.0330 |
|
| R1 |
1.0395 |
1.0395 |
1.0311 |
1.0344 |
| PP |
1.0293 |
1.0293 |
1.0293 |
1.0267 |
| S1 |
1.0189 |
1.0189 |
1.0273 |
1.0138 |
| S2 |
1.0087 |
1.0087 |
1.0254 |
|
| S3 |
0.9881 |
0.9983 |
1.0235 |
|
| S4 |
0.9675 |
0.9777 |
1.0179 |
|
|
| 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 |
1.0636 |
1.0190 |
0.0446 |
4.3% |
0.0165 |
1.6% |
23% |
False |
True |
135 |
| 10 |
1.0670 |
1.0090 |
0.0580 |
5.6% |
0.0188 |
1.8% |
35% |
False |
False |
206 |
| 20 |
1.0670 |
0.9697 |
0.0973 |
9.5% |
0.0165 |
1.6% |
61% |
False |
False |
118 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0101 |
1.0% |
62% |
False |
False |
62 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0090 |
0.9% |
55% |
False |
False |
45 |
| 80 |
1.0907 |
0.9675 |
0.1232 |
12.0% |
0.0080 |
0.8% |
50% |
False |
False |
36 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.0935 |
|
1.618 |
1.0729 |
|
1.000 |
1.0602 |
|
0.618 |
1.0523 |
|
HIGH |
1.0396 |
|
0.618 |
1.0317 |
|
0.500 |
1.0293 |
|
0.382 |
1.0269 |
|
LOW |
1.0190 |
|
0.618 |
1.0063 |
|
1.000 |
0.9984 |
|
1.618 |
0.9857 |
|
2.618 |
0.9651 |
|
4.250 |
0.9315 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0293 |
1.0394 |
| PP |
1.0293 |
1.0360 |
| S1 |
1.0292 |
1.0326 |
|