CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0622 |
1.0571 |
-0.0051 |
-0.5% |
1.0235 |
| High |
1.0623 |
1.0594 |
-0.0029 |
-0.3% |
1.0669 |
| Low |
1.0505 |
1.0446 |
-0.0059 |
-0.6% |
1.0078 |
| Close |
1.0547 |
1.0500 |
-0.0047 |
-0.4% |
1.0612 |
| Range |
0.0118 |
0.0148 |
0.0030 |
25.4% |
0.0591 |
| ATR |
0.0178 |
0.0176 |
-0.0002 |
-1.2% |
0.0000 |
| Volume |
150,175 |
146,257 |
-3,918 |
-2.6% |
641,451 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0957 |
1.0877 |
1.0581 |
|
| R3 |
1.0809 |
1.0729 |
1.0541 |
|
| R2 |
1.0661 |
1.0661 |
1.0527 |
|
| R1 |
1.0581 |
1.0581 |
1.0514 |
1.0547 |
| PP |
1.0513 |
1.0513 |
1.0513 |
1.0497 |
| S1 |
1.0433 |
1.0433 |
1.0486 |
1.0399 |
| S2 |
1.0365 |
1.0365 |
1.0473 |
|
| S3 |
1.0217 |
1.0285 |
1.0459 |
|
| S4 |
1.0069 |
1.0137 |
1.0419 |
|
|
| 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 |
1.0313 |
0.0356 |
3.4% |
0.0182 |
1.7% |
53% |
False |
False |
162,450 |
| 10 |
1.0669 |
0.9959 |
0.0710 |
6.8% |
0.0228 |
2.2% |
76% |
False |
False |
100,732 |
| 20 |
1.0669 |
0.9646 |
0.1023 |
9.7% |
0.0189 |
1.8% |
83% |
False |
False |
52,309 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
9.7% |
0.0141 |
1.3% |
83% |
False |
False |
26,336 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.1% |
0.0137 |
1.3% |
73% |
False |
False |
17,644 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.1% |
0.0130 |
1.2% |
62% |
False |
False |
13,244 |
| 100 |
1.1087 |
0.9646 |
0.1441 |
13.7% |
0.0117 |
1.1% |
59% |
False |
False |
10,602 |
| 120 |
1.1709 |
0.9646 |
0.2063 |
19.6% |
0.0108 |
1.0% |
41% |
False |
False |
8,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1223 |
|
2.618 |
1.0981 |
|
1.618 |
1.0833 |
|
1.000 |
1.0742 |
|
0.618 |
1.0685 |
|
HIGH |
1.0594 |
|
0.618 |
1.0537 |
|
0.500 |
1.0520 |
|
0.382 |
1.0503 |
|
LOW |
1.0446 |
|
0.618 |
1.0355 |
|
1.000 |
1.0298 |
|
1.618 |
1.0207 |
|
2.618 |
1.0059 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0520 |
1.0547 |
| PP |
1.0513 |
1.0531 |
| S1 |
1.0507 |
1.0516 |
|