CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 28-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Jun-2013 |
28-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0238 |
1.0175 |
-0.0063 |
-0.6% |
1.0205 |
| High |
1.0238 |
1.0175 |
-0.0063 |
-0.6% |
1.0299 |
| Low |
1.0162 |
1.0068 |
-0.0094 |
-0.9% |
1.0068 |
| Close |
1.0175 |
1.0094 |
-0.0081 |
-0.8% |
1.0094 |
| Range |
0.0076 |
0.0107 |
0.0031 |
40.8% |
0.0231 |
| ATR |
0.0137 |
0.0135 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
156 |
76 |
-80 |
-51.3% |
980 |
|
| Daily Pivots for day following 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0433 |
1.0371 |
1.0153 |
|
| R3 |
1.0326 |
1.0264 |
1.0123 |
|
| R2 |
1.0219 |
1.0219 |
1.0114 |
|
| R1 |
1.0157 |
1.0157 |
1.0104 |
1.0135 |
| PP |
1.0112 |
1.0112 |
1.0112 |
1.0101 |
| S1 |
1.0050 |
1.0050 |
1.0084 |
1.0028 |
| S2 |
1.0005 |
1.0005 |
1.0074 |
|
| S3 |
0.9898 |
0.9943 |
1.0065 |
|
| S4 |
0.9791 |
0.9836 |
1.0035 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0701 |
1.0221 |
|
| R3 |
1.0616 |
1.0470 |
1.0158 |
|
| R2 |
1.0385 |
1.0385 |
1.0136 |
|
| R1 |
1.0239 |
1.0239 |
1.0115 |
1.0197 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0132 |
| S1 |
1.0008 |
1.0008 |
1.0073 |
0.9966 |
| S2 |
0.9923 |
0.9923 |
1.0052 |
|
| S3 |
0.9692 |
0.9777 |
1.0030 |
|
| S4 |
0.9461 |
0.9546 |
0.9967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0299 |
1.0068 |
0.0231 |
2.3% |
0.0095 |
0.9% |
11% |
False |
True |
196 |
| 10 |
1.0629 |
1.0068 |
0.0561 |
5.6% |
0.0123 |
1.2% |
5% |
False |
True |
186 |
| 20 |
1.0670 |
0.9945 |
0.0725 |
7.2% |
0.0159 |
1.6% |
21% |
False |
False |
181 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0113 |
1.1% |
42% |
False |
False |
98 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0091 |
0.9% |
42% |
False |
False |
68 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0085 |
0.8% |
37% |
False |
False |
54 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.1% |
0.0082 |
0.8% |
32% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0630 |
|
2.618 |
1.0455 |
|
1.618 |
1.0348 |
|
1.000 |
1.0282 |
|
0.618 |
1.0241 |
|
HIGH |
1.0175 |
|
0.618 |
1.0134 |
|
0.500 |
1.0122 |
|
0.382 |
1.0109 |
|
LOW |
1.0068 |
|
0.618 |
1.0002 |
|
1.000 |
0.9961 |
|
1.618 |
0.9895 |
|
2.618 |
0.9788 |
|
4.250 |
0.9613 |
|
|
| Fisher Pivots for day following 28-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0122 |
1.0178 |
| PP |
1.0112 |
1.0150 |
| S1 |
1.0103 |
1.0122 |
|