CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0214 |
1.0238 |
0.0024 |
0.2% |
1.0622 |
| High |
1.0296 |
1.0318 |
0.0022 |
0.2% |
1.0623 |
| Low |
1.0136 |
1.0202 |
0.0066 |
0.7% |
1.0179 |
| Close |
1.0239 |
1.0234 |
-0.0005 |
0.0% |
1.0234 |
| Range |
0.0160 |
0.0116 |
-0.0044 |
-27.5% |
0.0444 |
| ATR |
0.0178 |
0.0174 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
195,187 |
156,176 |
-39,011 |
-20.0% |
905,050 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0599 |
1.0533 |
1.0298 |
|
| R3 |
1.0483 |
1.0417 |
1.0266 |
|
| R2 |
1.0367 |
1.0367 |
1.0255 |
|
| R1 |
1.0301 |
1.0301 |
1.0245 |
1.0276 |
| PP |
1.0251 |
1.0251 |
1.0251 |
1.0239 |
| S1 |
1.0185 |
1.0185 |
1.0223 |
1.0160 |
| S2 |
1.0135 |
1.0135 |
1.0213 |
|
| S3 |
1.0019 |
1.0069 |
1.0202 |
|
| S4 |
0.9903 |
0.9953 |
1.0170 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1677 |
1.1400 |
1.0478 |
|
| R3 |
1.1233 |
1.0956 |
1.0356 |
|
| R2 |
1.0789 |
1.0789 |
1.0315 |
|
| R1 |
1.0512 |
1.0512 |
1.0275 |
1.0429 |
| PP |
1.0345 |
1.0345 |
1.0345 |
1.0304 |
| S1 |
1.0068 |
1.0068 |
1.0193 |
0.9985 |
| S2 |
0.9901 |
0.9901 |
1.0153 |
|
| S3 |
0.9457 |
0.9624 |
1.0112 |
|
| S4 |
0.9013 |
0.9180 |
0.9990 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0550 |
1.0136 |
0.0414 |
4.0% |
0.0174 |
1.7% |
24% |
False |
False |
191,996 |
| 10 |
1.0669 |
1.0136 |
0.0533 |
5.2% |
0.0178 |
1.7% |
18% |
False |
False |
177,223 |
| 20 |
1.0669 |
0.9757 |
0.0912 |
8.9% |
0.0192 |
1.9% |
52% |
False |
False |
99,827 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.0% |
0.0151 |
1.5% |
57% |
False |
False |
50,317 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0145 |
1.4% |
51% |
False |
False |
33,638 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0130 |
1.3% |
51% |
False |
False |
25,241 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.4% |
0.0122 |
1.2% |
43% |
False |
False |
20,201 |
| 120 |
1.1528 |
0.9646 |
0.1882 |
18.4% |
0.0114 |
1.1% |
31% |
False |
False |
16,838 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0811 |
|
2.618 |
1.0622 |
|
1.618 |
1.0506 |
|
1.000 |
1.0434 |
|
0.618 |
1.0390 |
|
HIGH |
1.0318 |
|
0.618 |
1.0274 |
|
0.500 |
1.0260 |
|
0.382 |
1.0246 |
|
LOW |
1.0202 |
|
0.618 |
1.0130 |
|
1.000 |
1.0086 |
|
1.618 |
1.0014 |
|
2.618 |
0.9898 |
|
4.250 |
0.9709 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0260 |
1.0233 |
| PP |
1.0251 |
1.0233 |
| S1 |
1.0243 |
1.0232 |
|