CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0049 |
-0.0022 |
-0.2% |
1.0205 |
| High |
1.0079 |
1.0056 |
-0.0023 |
-0.2% |
1.0299 |
| Low |
1.0033 |
0.9944 |
-0.0089 |
-0.9% |
1.0068 |
| Close |
1.0038 |
0.9952 |
-0.0086 |
-0.9% |
1.0094 |
| Range |
0.0046 |
0.0112 |
0.0066 |
143.5% |
0.0231 |
| ATR |
0.0129 |
0.0128 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
151 |
39 |
-112 |
-74.2% |
980 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0320 |
1.0248 |
1.0014 |
|
| R3 |
1.0208 |
1.0136 |
0.9983 |
|
| R2 |
1.0096 |
1.0096 |
0.9973 |
|
| R1 |
1.0024 |
1.0024 |
0.9962 |
1.0004 |
| PP |
0.9984 |
0.9984 |
0.9984 |
0.9974 |
| S1 |
0.9912 |
0.9912 |
0.9942 |
0.9892 |
| S2 |
0.9872 |
0.9872 |
0.9931 |
|
| S3 |
0.9760 |
0.9800 |
0.9921 |
|
| S4 |
0.9648 |
0.9688 |
0.9890 |
|
|
| 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 |
1.0288 |
0.9944 |
0.0344 |
3.5% |
0.0085 |
0.9% |
2% |
False |
True |
114 |
| 10 |
1.0540 |
0.9944 |
0.0596 |
6.0% |
0.0115 |
1.2% |
1% |
False |
True |
181 |
| 20 |
1.0670 |
0.9944 |
0.0726 |
7.3% |
0.0155 |
1.6% |
1% |
False |
True |
185 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0116 |
1.2% |
28% |
False |
False |
102 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
10.0% |
0.0089 |
0.9% |
28% |
False |
False |
70 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0086 |
0.9% |
25% |
False |
False |
56 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.3% |
0.0082 |
0.8% |
21% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0532 |
|
2.618 |
1.0349 |
|
1.618 |
1.0237 |
|
1.000 |
1.0168 |
|
0.618 |
1.0125 |
|
HIGH |
1.0056 |
|
0.618 |
1.0013 |
|
0.500 |
1.0000 |
|
0.382 |
0.9987 |
|
LOW |
0.9944 |
|
0.618 |
0.9875 |
|
1.000 |
0.9832 |
|
1.618 |
0.9763 |
|
2.618 |
0.9651 |
|
4.250 |
0.9468 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0000 |
1.0060 |
| PP |
0.9984 |
1.0024 |
| S1 |
0.9968 |
0.9988 |
|