CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0467 |
0.0032 |
0.3% |
1.0235 |
| High |
1.0669 |
1.0647 |
-0.0022 |
-0.2% |
1.0669 |
| Low |
1.0426 |
1.0452 |
0.0026 |
0.2% |
1.0078 |
| Close |
1.0548 |
1.0612 |
0.0064 |
0.6% |
1.0612 |
| Range |
0.0243 |
0.0195 |
-0.0048 |
-19.8% |
0.0591 |
| ATR |
0.0181 |
0.0182 |
0.0001 |
0.5% |
0.0000 |
| Volume |
168,063 |
262,214 |
94,151 |
56.0% |
641,451 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1155 |
1.1079 |
1.0719 |
|
| R3 |
1.0960 |
1.0884 |
1.0666 |
|
| R2 |
1.0765 |
1.0765 |
1.0648 |
|
| R1 |
1.0689 |
1.0689 |
1.0630 |
1.0727 |
| PP |
1.0570 |
1.0570 |
1.0570 |
1.0590 |
| S1 |
1.0494 |
1.0494 |
1.0594 |
1.0532 |
| S2 |
1.0375 |
1.0375 |
1.0576 |
|
| S3 |
1.0180 |
1.0299 |
1.0558 |
|
| S4 |
0.9985 |
1.0104 |
1.0505 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2226 |
1.2010 |
1.0937 |
|
| R3 |
1.1635 |
1.1419 |
1.0775 |
|
| R2 |
1.1044 |
1.1044 |
1.0720 |
|
| R1 |
1.0828 |
1.0828 |
1.0666 |
1.0936 |
| PP |
1.0453 |
1.0453 |
1.0453 |
1.0507 |
| S1 |
1.0237 |
1.0237 |
1.0558 |
1.0345 |
| S2 |
0.9862 |
0.9862 |
1.0504 |
|
| S3 |
0.9271 |
0.9646 |
1.0449 |
|
| S4 |
0.8680 |
0.9055 |
1.0287 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0669 |
1.0078 |
0.0591 |
5.6% |
0.0239 |
2.3% |
90% |
False |
False |
128,290 |
| 10 |
1.0669 |
0.9935 |
0.0734 |
6.9% |
0.0230 |
2.2% |
92% |
False |
False |
72,434 |
| 20 |
1.0669 |
0.9646 |
0.1023 |
9.6% |
0.0185 |
1.7% |
94% |
False |
False |
37,580 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
9.6% |
0.0140 |
1.3% |
94% |
False |
False |
18,930 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.0% |
0.0137 |
1.3% |
83% |
False |
False |
12,705 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
12.9% |
0.0128 |
1.2% |
70% |
False |
False |
9,539 |
| 100 |
1.1393 |
0.9646 |
0.1747 |
16.5% |
0.0117 |
1.1% |
55% |
False |
False |
7,639 |
| 120 |
1.1956 |
0.9646 |
0.2310 |
21.8% |
0.0106 |
1.0% |
42% |
False |
False |
6,368 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1476 |
|
2.618 |
1.1158 |
|
1.618 |
1.0963 |
|
1.000 |
1.0842 |
|
0.618 |
1.0768 |
|
HIGH |
1.0647 |
|
0.618 |
1.0573 |
|
0.500 |
1.0550 |
|
0.382 |
1.0526 |
|
LOW |
1.0452 |
|
0.618 |
1.0331 |
|
1.000 |
1.0257 |
|
1.618 |
1.0136 |
|
2.618 |
0.9941 |
|
4.250 |
0.9623 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0591 |
1.0572 |
| PP |
1.0570 |
1.0531 |
| S1 |
1.0550 |
1.0491 |
|