CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 20-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Jun-2013 |
20-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0489 |
1.0386 |
-0.0103 |
-1.0% |
1.0235 |
| High |
1.0550 |
1.0400 |
-0.0150 |
-1.4% |
1.0669 |
| Low |
1.0310 |
1.0179 |
-0.0131 |
-1.3% |
1.0078 |
| Close |
1.0368 |
1.0285 |
-0.0083 |
-0.8% |
1.0612 |
| Range |
0.0240 |
0.0221 |
-0.0019 |
-7.9% |
0.0591 |
| ATR |
0.0180 |
0.0183 |
0.0003 |
1.6% |
0.0000 |
| Volume |
175,841 |
263,249 |
87,408 |
49.7% |
641,451 |
|
| Daily Pivots for day following 20-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0951 |
1.0839 |
1.0407 |
|
| R3 |
1.0730 |
1.0618 |
1.0346 |
|
| R2 |
1.0509 |
1.0509 |
1.0326 |
|
| R1 |
1.0397 |
1.0397 |
1.0305 |
1.0343 |
| PP |
1.0288 |
1.0288 |
1.0288 |
1.0261 |
| S1 |
1.0176 |
1.0176 |
1.0265 |
1.0122 |
| S2 |
1.0067 |
1.0067 |
1.0244 |
|
| S3 |
0.9846 |
0.9955 |
1.0224 |
|
| S4 |
0.9625 |
0.9734 |
1.0163 |
|
|
| 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 |
1.0647 |
1.0179 |
0.0468 |
4.6% |
0.0184 |
1.8% |
23% |
False |
True |
199,547 |
| 10 |
1.0669 |
1.0078 |
0.0591 |
5.7% |
0.0223 |
2.2% |
35% |
False |
False |
141,247 |
| 20 |
1.0669 |
0.9661 |
0.1008 |
9.8% |
0.0202 |
2.0% |
62% |
False |
False |
74,182 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
9.9% |
0.0149 |
1.4% |
62% |
False |
False |
37,306 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.3% |
0.0141 |
1.4% |
55% |
False |
False |
24,958 |
| 80 |
1.0962 |
0.9646 |
0.1316 |
12.8% |
0.0129 |
1.3% |
49% |
False |
False |
18,731 |
| 100 |
1.1083 |
0.9646 |
0.1437 |
14.0% |
0.0120 |
1.2% |
44% |
False |
False |
14,993 |
| 120 |
1.1646 |
0.9646 |
0.2000 |
19.4% |
0.0111 |
1.1% |
32% |
False |
False |
12,498 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.0979 |
|
1.618 |
1.0758 |
|
1.000 |
1.0621 |
|
0.618 |
1.0537 |
|
HIGH |
1.0400 |
|
0.618 |
1.0316 |
|
0.500 |
1.0290 |
|
0.382 |
1.0263 |
|
LOW |
1.0179 |
|
0.618 |
1.0042 |
|
1.000 |
0.9958 |
|
1.618 |
0.9821 |
|
2.618 |
0.9600 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 20-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0290 |
1.0387 |
| PP |
1.0288 |
1.0353 |
| S1 |
1.0287 |
1.0319 |
|