CME Japanese Yen Future September 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 |
0.9923 |
0.9951 |
0.0028 |
0.3% |
0.9891 |
| High |
0.9982 |
1.0120 |
0.0138 |
1.4% |
0.9982 |
| Low |
0.9883 |
0.9935 |
0.0052 |
0.5% |
0.9757 |
| Close |
0.9939 |
1.0061 |
0.0122 |
1.2% |
0.9939 |
| Range |
0.0099 |
0.0185 |
0.0086 |
86.9% |
0.0225 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
3.3% |
0.0000 |
| Volume |
6,116 |
8,021 |
1,905 |
31.1% |
18,797 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0594 |
1.0512 |
1.0163 |
|
| R3 |
1.0409 |
1.0327 |
1.0112 |
|
| R2 |
1.0224 |
1.0224 |
1.0095 |
|
| R1 |
1.0142 |
1.0142 |
1.0078 |
1.0183 |
| PP |
1.0039 |
1.0039 |
1.0039 |
1.0059 |
| S1 |
0.9957 |
0.9957 |
1.0044 |
0.9998 |
| S2 |
0.9854 |
0.9854 |
1.0027 |
|
| S3 |
0.9669 |
0.9772 |
1.0010 |
|
| S4 |
0.9484 |
0.9587 |
0.9959 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0478 |
1.0063 |
|
| R3 |
1.0343 |
1.0253 |
1.0001 |
|
| R2 |
1.0118 |
1.0118 |
0.9980 |
|
| R1 |
1.0028 |
1.0028 |
0.9960 |
1.0073 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9915 |
| S1 |
0.9803 |
0.9803 |
0.9918 |
0.9848 |
| S2 |
0.9668 |
0.9668 |
0.9898 |
|
| S3 |
0.9443 |
0.9578 |
0.9877 |
|
| S4 |
0.9218 |
0.9353 |
0.9815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0120 |
0.9757 |
0.0363 |
3.6% |
0.0152 |
1.5% |
84% |
True |
False |
5,363 |
| 10 |
1.0120 |
0.9646 |
0.0474 |
4.7% |
0.0148 |
1.5% |
88% |
True |
False |
3,469 |
| 20 |
1.0148 |
0.9646 |
0.0502 |
5.0% |
0.0119 |
1.2% |
83% |
False |
False |
1,970 |
| 40 |
1.0387 |
0.9646 |
0.0741 |
7.4% |
0.0115 |
1.1% |
56% |
False |
False |
1,127 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0115 |
1.1% |
36% |
False |
False |
774 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.6% |
0.0109 |
1.1% |
30% |
False |
False |
589 |
| 100 |
1.1455 |
0.9646 |
0.1809 |
18.0% |
0.0102 |
1.0% |
23% |
False |
False |
478 |
| 120 |
1.2200 |
0.9646 |
0.2554 |
25.4% |
0.0092 |
0.9% |
16% |
False |
False |
399 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0906 |
|
2.618 |
1.0604 |
|
1.618 |
1.0419 |
|
1.000 |
1.0305 |
|
0.618 |
1.0234 |
|
HIGH |
1.0120 |
|
0.618 |
1.0049 |
|
0.500 |
1.0028 |
|
0.382 |
1.0006 |
|
LOW |
0.9935 |
|
0.618 |
0.9821 |
|
1.000 |
0.9750 |
|
1.618 |
0.9636 |
|
2.618 |
0.9451 |
|
4.250 |
0.9149 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0050 |
1.0032 |
| PP |
1.0039 |
1.0003 |
| S1 |
1.0028 |
0.9974 |
|