CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0053 |
0.9998 |
-0.0055 |
-0.5% |
0.9880 |
| High |
1.0066 |
1.0105 |
0.0039 |
0.4% |
0.9978 |
| Low |
0.9959 |
0.9954 |
-0.0005 |
-0.1% |
0.9754 |
| Close |
0.9996 |
1.0078 |
0.0082 |
0.8% |
0.9934 |
| Range |
0.0107 |
0.0151 |
0.0044 |
41.1% |
0.0224 |
| ATR |
0.0134 |
0.0135 |
0.0001 |
0.9% |
0.0000 |
| Volume |
202,146 |
243,486 |
41,340 |
20.5% |
1,044,784 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0499 |
1.0439 |
1.0161 |
|
| R3 |
1.0348 |
1.0288 |
1.0120 |
|
| R2 |
1.0197 |
1.0197 |
1.0106 |
|
| R1 |
1.0137 |
1.0137 |
1.0092 |
1.0167 |
| PP |
1.0046 |
1.0046 |
1.0046 |
1.0061 |
| S1 |
0.9986 |
0.9986 |
1.0064 |
1.0016 |
| S2 |
0.9895 |
0.9895 |
1.0050 |
|
| S3 |
0.9744 |
0.9835 |
1.0036 |
|
| S4 |
0.9593 |
0.9684 |
0.9995 |
|
|
| 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 |
0.9823 |
0.0293 |
2.9% |
0.0137 |
1.4% |
87% |
False |
False |
245,582 |
| 10 |
1.0116 |
0.9640 |
0.0476 |
4.7% |
0.0162 |
1.6% |
92% |
False |
False |
270,236 |
| 20 |
1.0147 |
0.9640 |
0.0507 |
5.0% |
0.0134 |
1.3% |
86% |
False |
False |
223,523 |
| 40 |
1.0383 |
0.9640 |
0.0743 |
7.4% |
0.0126 |
1.2% |
59% |
False |
False |
200,151 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.6% |
0.0131 |
1.3% |
37% |
False |
False |
191,082 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.6% |
0.0134 |
1.3% |
32% |
False |
False |
145,334 |
| 100 |
1.1398 |
0.9640 |
0.1758 |
17.4% |
0.0131 |
1.3% |
25% |
False |
False |
116,342 |
| 120 |
1.2086 |
0.9640 |
0.2446 |
24.3% |
0.0121 |
1.2% |
18% |
False |
False |
96,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0747 |
|
2.618 |
1.0500 |
|
1.618 |
1.0349 |
|
1.000 |
1.0256 |
|
0.618 |
1.0198 |
|
HIGH |
1.0105 |
|
0.618 |
1.0047 |
|
0.500 |
1.0030 |
|
0.382 |
1.0012 |
|
LOW |
0.9954 |
|
0.618 |
0.9861 |
|
1.000 |
0.9803 |
|
1.618 |
0.9710 |
|
2.618 |
0.9559 |
|
4.250 |
0.9312 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0062 |
1.0059 |
| PP |
1.0046 |
1.0041 |
| S1 |
1.0030 |
1.0022 |
|