CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0427 |
1.0414 |
-0.0013 |
-0.1% |
1.0008 |
| High |
1.0427 |
1.0480 |
0.0053 |
0.5% |
1.0480 |
| Low |
1.0427 |
1.0402 |
-0.0025 |
-0.2% |
1.0002 |
| Close |
1.0427 |
1.0480 |
0.0053 |
0.5% |
1.0288 |
| Range |
0.0000 |
0.0078 |
0.0078 |
|
0.0478 |
| ATR |
0.0121 |
0.0118 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
27 |
2 |
-25 |
-92.6% |
18 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0688 |
1.0662 |
1.0523 |
|
| R3 |
1.0610 |
1.0584 |
1.0501 |
|
| R2 |
1.0532 |
1.0532 |
1.0494 |
|
| R1 |
1.0506 |
1.0506 |
1.0487 |
1.0519 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0461 |
| S1 |
1.0428 |
1.0428 |
1.0473 |
1.0441 |
| S2 |
1.0376 |
1.0376 |
1.0466 |
|
| S3 |
1.0298 |
1.0350 |
1.0459 |
|
| S4 |
1.0220 |
1.0272 |
1.0437 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1691 |
1.1467 |
1.0551 |
|
| R3 |
1.1213 |
1.0989 |
1.0419 |
|
| R2 |
1.0735 |
1.0735 |
1.0376 |
|
| R1 |
1.0511 |
1.0511 |
1.0332 |
1.0623 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0313 |
| S1 |
1.0033 |
1.0033 |
1.0244 |
1.0145 |
| S2 |
0.9779 |
0.9779 |
1.0200 |
|
| S3 |
0.9301 |
0.9555 |
1.0157 |
|
| S4 |
0.8823 |
0.9077 |
1.0025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0812 |
|
2.618 |
1.0684 |
|
1.618 |
1.0606 |
|
1.000 |
1.0558 |
|
0.618 |
1.0528 |
|
HIGH |
1.0480 |
|
0.618 |
1.0450 |
|
0.500 |
1.0441 |
|
0.382 |
1.0432 |
|
LOW |
1.0402 |
|
0.618 |
1.0354 |
|
1.000 |
1.0324 |
|
1.618 |
1.0276 |
|
2.618 |
1.0198 |
|
4.250 |
1.0071 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0467 |
1.0416 |
| PP |
1.0454 |
1.0352 |
| S1 |
1.0441 |
1.0288 |
|