CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9985 |
1.0008 |
0.0023 |
0.2% |
0.9820 |
| High |
0.9985 |
1.0078 |
0.0093 |
0.9% |
0.9985 |
| Low |
0.9956 |
1.0008 |
0.0052 |
0.5% |
0.9820 |
| Close |
0.9956 |
1.0078 |
0.0122 |
1.2% |
0.9956 |
| Range |
0.0029 |
0.0070 |
0.0041 |
141.4% |
0.0165 |
| ATR |
0.0073 |
0.0076 |
0.0004 |
4.9% |
0.0000 |
| Volume |
1 |
2 |
1 |
100.0% |
4 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0265 |
1.0241 |
1.0117 |
|
| R3 |
1.0195 |
1.0171 |
1.0097 |
|
| R2 |
1.0125 |
1.0125 |
1.0091 |
|
| R1 |
1.0101 |
1.0101 |
1.0084 |
1.0113 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0061 |
| S1 |
1.0031 |
1.0031 |
1.0072 |
1.0043 |
| S2 |
0.9985 |
0.9985 |
1.0065 |
|
| S3 |
0.9915 |
0.9961 |
1.0059 |
|
| S4 |
0.9845 |
0.9891 |
1.0040 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0351 |
1.0047 |
|
| R3 |
1.0250 |
1.0186 |
1.0001 |
|
| R2 |
1.0085 |
1.0085 |
0.9986 |
|
| R1 |
1.0021 |
1.0021 |
0.9971 |
1.0053 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9937 |
| S1 |
0.9856 |
0.9856 |
0.9941 |
0.9888 |
| S2 |
0.9755 |
0.9755 |
0.9926 |
|
| S3 |
0.9590 |
0.9691 |
0.9911 |
|
| S4 |
0.9425 |
0.9526 |
0.9865 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0376 |
|
2.618 |
1.0261 |
|
1.618 |
1.0191 |
|
1.000 |
1.0148 |
|
0.618 |
1.0121 |
|
HIGH |
1.0078 |
|
0.618 |
1.0051 |
|
0.500 |
1.0043 |
|
0.382 |
1.0035 |
|
LOW |
1.0008 |
|
0.618 |
0.9965 |
|
1.000 |
0.9938 |
|
1.618 |
0.9895 |
|
2.618 |
0.9825 |
|
4.250 |
0.9711 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0066 |
1.0053 |
| PP |
1.0055 |
1.0028 |
| S1 |
1.0043 |
1.0004 |
|