CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 19-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jun-2013 |
19-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0571 |
1.0489 |
-0.0082 |
-0.8% |
1.0235 |
| High |
1.0594 |
1.0550 |
-0.0044 |
-0.4% |
1.0669 |
| Low |
1.0446 |
1.0310 |
-0.0136 |
-1.3% |
1.0078 |
| Close |
1.0500 |
1.0368 |
-0.0132 |
-1.3% |
1.0612 |
| Range |
0.0148 |
0.0240 |
0.0092 |
62.2% |
0.0591 |
| ATR |
0.0176 |
0.0180 |
0.0005 |
2.6% |
0.0000 |
| Volume |
146,257 |
175,841 |
29,584 |
20.2% |
641,451 |
|
| Daily Pivots for day following 19-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1129 |
1.0989 |
1.0500 |
|
| R3 |
1.0889 |
1.0749 |
1.0434 |
|
| R2 |
1.0649 |
1.0649 |
1.0412 |
|
| R1 |
1.0509 |
1.0509 |
1.0390 |
1.0459 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0385 |
| S1 |
1.0269 |
1.0269 |
1.0346 |
1.0219 |
| S2 |
1.0169 |
1.0169 |
1.0324 |
|
| S3 |
0.9929 |
1.0029 |
1.0302 |
|
| S4 |
0.9689 |
0.9789 |
1.0236 |
|
|
| 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 |
1.0310 |
0.0359 |
3.5% |
0.0189 |
1.8% |
16% |
False |
True |
180,510 |
| 10 |
1.0669 |
1.0060 |
0.0609 |
5.9% |
0.0236 |
2.3% |
51% |
False |
False |
117,468 |
| 20 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0198 |
1.9% |
71% |
False |
False |
61,044 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0145 |
1.4% |
71% |
False |
False |
30,731 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.2% |
0.0139 |
1.3% |
62% |
False |
False |
20,572 |
| 80 |
1.0984 |
0.9646 |
0.1338 |
12.9% |
0.0128 |
1.2% |
54% |
False |
False |
15,442 |
| 100 |
1.1083 |
0.9646 |
0.1437 |
13.9% |
0.0118 |
1.1% |
50% |
False |
False |
12,361 |
| 120 |
1.1658 |
0.9646 |
0.2012 |
19.4% |
0.0109 |
1.1% |
36% |
False |
False |
10,304 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1570 |
|
2.618 |
1.1178 |
|
1.618 |
1.0938 |
|
1.000 |
1.0790 |
|
0.618 |
1.0698 |
|
HIGH |
1.0550 |
|
0.618 |
1.0458 |
|
0.500 |
1.0430 |
|
0.382 |
1.0402 |
|
LOW |
1.0310 |
|
0.618 |
1.0162 |
|
1.000 |
1.0070 |
|
1.618 |
0.9922 |
|
2.618 |
0.9682 |
|
4.250 |
0.9290 |
|
|
| Fisher Pivots for day following 19-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0430 |
1.0467 |
| PP |
1.0409 |
1.0434 |
| S1 |
1.0389 |
1.0401 |
|