CME Japanese Yen Future June 2013
| 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 |
0.9922 |
0.9947 |
0.0025 |
0.3% |
0.9880 |
| High |
0.9978 |
1.0116 |
0.0138 |
1.4% |
0.9978 |
| Low |
0.9873 |
0.9928 |
0.0055 |
0.6% |
0.9754 |
| Close |
0.9934 |
1.0056 |
0.0122 |
1.2% |
0.9934 |
| Range |
0.0105 |
0.0188 |
0.0083 |
79.0% |
0.0224 |
| ATR |
0.0132 |
0.0136 |
0.0004 |
3.1% |
0.0000 |
| Volume |
243,603 |
271,067 |
27,464 |
11.3% |
1,044,784 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0597 |
1.0515 |
1.0159 |
|
| R3 |
1.0409 |
1.0327 |
1.0108 |
|
| R2 |
1.0221 |
1.0221 |
1.0090 |
|
| R1 |
1.0139 |
1.0139 |
1.0073 |
1.0180 |
| PP |
1.0033 |
1.0033 |
1.0033 |
1.0054 |
| S1 |
0.9951 |
0.9951 |
1.0039 |
0.9992 |
| S2 |
0.9845 |
0.9845 |
1.0022 |
|
| S3 |
0.9657 |
0.9763 |
1.0004 |
|
| S4 |
0.9469 |
0.9575 |
0.9953 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0471 |
1.0057 |
|
| R3 |
1.0337 |
1.0247 |
0.9996 |
|
| R2 |
1.0113 |
1.0113 |
0.9975 |
|
| R1 |
1.0023 |
1.0023 |
0.9955 |
1.0068 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9911 |
| S1 |
0.9799 |
0.9799 |
0.9913 |
0.9844 |
| S2 |
0.9665 |
0.9665 |
0.9893 |
|
| S3 |
0.9441 |
0.9575 |
0.9872 |
|
| S4 |
0.9217 |
0.9351 |
0.9811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0116 |
0.9754 |
0.0362 |
3.6% |
0.0155 |
1.5% |
83% |
True |
False |
263,170 |
| 10 |
1.0116 |
0.9640 |
0.0476 |
4.7% |
0.0153 |
1.5% |
87% |
True |
False |
252,326 |
| 20 |
1.0147 |
0.9640 |
0.0507 |
5.0% |
0.0126 |
1.3% |
82% |
False |
False |
211,053 |
| 40 |
1.0383 |
0.9640 |
0.0743 |
7.4% |
0.0127 |
1.3% |
56% |
False |
False |
200,547 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.6% |
0.0131 |
1.3% |
36% |
False |
False |
185,050 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.7% |
0.0134 |
1.3% |
30% |
False |
False |
139,782 |
| 100 |
1.1506 |
0.9640 |
0.1866 |
18.6% |
0.0131 |
1.3% |
22% |
False |
False |
111,889 |
| 120 |
1.2180 |
0.9640 |
0.2540 |
25.3% |
0.0119 |
1.2% |
16% |
False |
False |
93,251 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0915 |
|
2.618 |
1.0608 |
|
1.618 |
1.0420 |
|
1.000 |
1.0304 |
|
0.618 |
1.0232 |
|
HIGH |
1.0116 |
|
0.618 |
1.0044 |
|
0.500 |
1.0022 |
|
0.382 |
1.0000 |
|
LOW |
0.9928 |
|
0.618 |
0.9812 |
|
1.000 |
0.9740 |
|
1.618 |
0.9624 |
|
2.618 |
0.9436 |
|
4.250 |
0.9129 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0045 |
1.0027 |
| PP |
1.0033 |
0.9998 |
| S1 |
1.0022 |
0.9970 |
|