CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 10-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jun-2013 |
10-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0266 |
1.0230 |
-0.0036 |
-0.4% |
0.9947 |
| High |
1.0528 |
1.0234 |
-0.0294 |
-2.8% |
1.0528 |
| Low |
1.0226 |
1.0072 |
-0.0154 |
-1.5% |
0.9928 |
| Close |
1.0265 |
1.0131 |
-0.0134 |
-1.3% |
1.0265 |
| Range |
0.0302 |
0.0162 |
-0.0140 |
-46.4% |
0.0600 |
| ATR |
0.0162 |
0.0165 |
0.0002 |
1.3% |
0.0000 |
| Volume |
514,868 |
241,310 |
-273,558 |
-53.1% |
1,660,354 |
|
| Daily Pivots for day following 10-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0632 |
1.0543 |
1.0220 |
|
| R3 |
1.0470 |
1.0381 |
1.0176 |
|
| R2 |
1.0308 |
1.0308 |
1.0161 |
|
| R1 |
1.0219 |
1.0219 |
1.0146 |
1.0183 |
| PP |
1.0146 |
1.0146 |
1.0146 |
1.0127 |
| S1 |
1.0057 |
1.0057 |
1.0116 |
1.0021 |
| S2 |
0.9984 |
0.9984 |
1.0101 |
|
| S3 |
0.9822 |
0.9895 |
1.0086 |
|
| S4 |
0.9660 |
0.9733 |
1.0042 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2040 |
1.1753 |
1.0595 |
|
| R3 |
1.1440 |
1.1153 |
1.0430 |
|
| R2 |
1.0840 |
1.0840 |
1.0375 |
|
| R1 |
1.0553 |
1.0553 |
1.0320 |
1.0697 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0312 |
| S1 |
0.9953 |
0.9953 |
1.0210 |
1.0097 |
| S2 |
0.9640 |
0.9640 |
1.0155 |
|
| S3 |
0.9040 |
0.9353 |
1.0100 |
|
| S4 |
0.8440 |
0.8753 |
0.9935 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0528 |
0.9954 |
0.0574 |
5.7% |
0.0218 |
2.2% |
31% |
False |
False |
326,119 |
| 10 |
1.0528 |
0.9754 |
0.0774 |
7.6% |
0.0187 |
1.8% |
49% |
False |
False |
294,644 |
| 20 |
1.0528 |
0.9640 |
0.0888 |
8.8% |
0.0155 |
1.5% |
55% |
False |
False |
252,236 |
| 40 |
1.0528 |
0.9640 |
0.0888 |
8.8% |
0.0137 |
1.4% |
55% |
False |
False |
214,527 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.5% |
0.0140 |
1.4% |
42% |
False |
False |
206,326 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.6% |
0.0138 |
1.4% |
36% |
False |
False |
160,117 |
| 100 |
1.1398 |
0.9640 |
0.1758 |
17.4% |
0.0137 |
1.3% |
28% |
False |
False |
128,184 |
| 120 |
1.1960 |
0.9640 |
0.2320 |
22.9% |
0.0126 |
1.2% |
21% |
False |
False |
106,839 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0923 |
|
2.618 |
1.0658 |
|
1.618 |
1.0496 |
|
1.000 |
1.0396 |
|
0.618 |
1.0334 |
|
HIGH |
1.0234 |
|
0.618 |
1.0172 |
|
0.500 |
1.0153 |
|
0.382 |
1.0134 |
|
LOW |
1.0072 |
|
0.618 |
0.9972 |
|
1.000 |
0.9910 |
|
1.618 |
0.9810 |
|
2.618 |
0.9648 |
|
4.250 |
0.9384 |
|
|
| Fisher Pivots for day following 10-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0291 |
| PP |
1.0146 |
1.0237 |
| S1 |
1.0138 |
1.0184 |
|