CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 24-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Jun-2013 |
24-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0313 |
1.0205 |
-0.0108 |
-1.0% |
1.0627 |
| High |
1.0322 |
1.0299 |
-0.0023 |
-0.2% |
1.0629 |
| Low |
1.0223 |
1.0169 |
-0.0054 |
-0.5% |
1.0190 |
| Close |
1.0243 |
1.0248 |
0.0005 |
0.0% |
1.0243 |
| Range |
0.0099 |
0.0130 |
0.0031 |
31.3% |
0.0439 |
| ATR |
0.0153 |
0.0151 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
459 |
277 |
-182 |
-39.7% |
889 |
|
| Daily Pivots for day following 24-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0629 |
1.0568 |
1.0320 |
|
| R3 |
1.0499 |
1.0438 |
1.0284 |
|
| R2 |
1.0369 |
1.0369 |
1.0272 |
|
| R1 |
1.0308 |
1.0308 |
1.0260 |
1.0339 |
| PP |
1.0239 |
1.0239 |
1.0239 |
1.0254 |
| S1 |
1.0178 |
1.0178 |
1.0236 |
1.0209 |
| S2 |
1.0109 |
1.0109 |
1.0224 |
|
| S3 |
0.9979 |
1.0048 |
1.0212 |
|
| S4 |
0.9849 |
0.9918 |
1.0177 |
|
|
| 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 |
1.0598 |
1.0169 |
0.0429 |
4.2% |
0.0157 |
1.5% |
18% |
False |
True |
190 |
| 10 |
1.0670 |
1.0169 |
0.0501 |
4.9% |
0.0169 |
1.7% |
16% |
False |
True |
233 |
| 20 |
1.0670 |
0.9775 |
0.0895 |
8.7% |
0.0164 |
1.6% |
53% |
False |
False |
151 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0106 |
1.0% |
58% |
False |
False |
81 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0093 |
0.9% |
51% |
False |
False |
57 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0082 |
0.8% |
51% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0852 |
|
2.618 |
1.0639 |
|
1.618 |
1.0509 |
|
1.000 |
1.0429 |
|
0.618 |
1.0379 |
|
HIGH |
1.0299 |
|
0.618 |
1.0249 |
|
0.500 |
1.0234 |
|
0.382 |
1.0219 |
|
LOW |
1.0169 |
|
0.618 |
1.0089 |
|
1.000 |
1.0039 |
|
1.618 |
0.9959 |
|
2.618 |
0.9829 |
|
4.250 |
0.9617 |
|
|
| Fisher Pivots for day following 24-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0283 |
| PP |
1.0239 |
1.0271 |
| S1 |
1.0234 |
1.0260 |
|