CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 21-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Jun-2013 |
21-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0356 |
1.0313 |
-0.0043 |
-0.4% |
1.0627 |
| High |
1.0396 |
1.0322 |
-0.0074 |
-0.7% |
1.0629 |
| Low |
1.0190 |
1.0223 |
0.0033 |
0.3% |
1.0190 |
| Close |
1.0292 |
1.0243 |
-0.0049 |
-0.5% |
1.0243 |
| Range |
0.0206 |
0.0099 |
-0.0107 |
-51.9% |
0.0439 |
| ATR |
0.0157 |
0.0153 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
144 |
459 |
315 |
218.8% |
889 |
|
| Daily Pivots for day following 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0560 |
1.0500 |
1.0297 |
|
| R3 |
1.0461 |
1.0401 |
1.0270 |
|
| R2 |
1.0362 |
1.0362 |
1.0261 |
|
| R1 |
1.0302 |
1.0302 |
1.0252 |
1.0283 |
| PP |
1.0263 |
1.0263 |
1.0263 |
1.0253 |
| S1 |
1.0203 |
1.0203 |
1.0234 |
1.0184 |
| S2 |
1.0164 |
1.0164 |
1.0225 |
|
| S3 |
1.0065 |
1.0104 |
1.0216 |
|
| S4 |
0.9966 |
1.0005 |
1.0189 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1671 |
1.1396 |
1.0484 |
|
| R3 |
1.1232 |
1.0957 |
1.0364 |
|
| R2 |
1.0793 |
1.0793 |
1.0323 |
|
| R1 |
1.0518 |
1.0518 |
1.0283 |
1.0436 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0313 |
| S1 |
1.0079 |
1.0079 |
1.0203 |
0.9997 |
| S2 |
0.9915 |
0.9915 |
1.0163 |
|
| S3 |
0.9476 |
0.9640 |
1.0122 |
|
| S4 |
0.9037 |
0.9201 |
1.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0629 |
1.0190 |
0.0439 |
4.3% |
0.0150 |
1.5% |
12% |
False |
False |
177 |
| 10 |
1.0670 |
1.0090 |
0.0580 |
5.7% |
0.0169 |
1.6% |
26% |
False |
False |
223 |
| 20 |
1.0670 |
0.9775 |
0.0895 |
8.7% |
0.0160 |
1.6% |
52% |
False |
False |
140 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0104 |
1.0% |
57% |
False |
False |
74 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0091 |
0.9% |
50% |
False |
False |
53 |
| 80 |
1.0859 |
0.9675 |
0.1184 |
11.6% |
0.0081 |
0.8% |
48% |
False |
False |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0743 |
|
2.618 |
1.0581 |
|
1.618 |
1.0482 |
|
1.000 |
1.0421 |
|
0.618 |
1.0383 |
|
HIGH |
1.0322 |
|
0.618 |
1.0284 |
|
0.500 |
1.0273 |
|
0.382 |
1.0261 |
|
LOW |
1.0223 |
|
0.618 |
1.0162 |
|
1.000 |
1.0124 |
|
1.618 |
1.0063 |
|
2.618 |
0.9964 |
|
4.250 |
0.9802 |
|
|
| Fisher Pivots for day following 21-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0273 |
1.0365 |
| PP |
1.0263 |
1.0324 |
| S1 |
1.0253 |
1.0284 |
|