CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0230 |
0.0018 |
0.2% |
1.0622 |
| High |
1.0289 |
1.0254 |
-0.0035 |
-0.3% |
1.0623 |
| Low |
1.0184 |
1.0148 |
-0.0036 |
-0.4% |
1.0179 |
| Close |
1.0223 |
1.0168 |
-0.0055 |
-0.5% |
1.0234 |
| Range |
0.0105 |
0.0106 |
0.0001 |
1.0% |
0.0444 |
| ATR |
0.0169 |
0.0164 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
138,638 |
141,814 |
3,176 |
2.3% |
905,050 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0508 |
1.0444 |
1.0226 |
|
| R3 |
1.0402 |
1.0338 |
1.0197 |
|
| R2 |
1.0296 |
1.0296 |
1.0187 |
|
| R1 |
1.0232 |
1.0232 |
1.0178 |
1.0211 |
| PP |
1.0190 |
1.0190 |
1.0190 |
1.0180 |
| S1 |
1.0126 |
1.0126 |
1.0158 |
1.0105 |
| S2 |
1.0084 |
1.0084 |
1.0149 |
|
| S3 |
0.9978 |
1.0020 |
1.0139 |
|
| S4 |
0.9872 |
0.9914 |
1.0110 |
|
|
| 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 |
1.0328 |
1.0136 |
0.0192 |
1.9% |
0.0124 |
1.2% |
17% |
False |
False |
160,268 |
| 10 |
1.0647 |
1.0136 |
0.0511 |
5.0% |
0.0154 |
1.5% |
6% |
False |
False |
179,907 |
| 20 |
1.0669 |
0.9883 |
0.0786 |
7.7% |
0.0187 |
1.8% |
36% |
False |
False |
113,366 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.1% |
0.0152 |
1.5% |
51% |
False |
False |
57,320 |
| 60 |
1.0781 |
0.9646 |
0.1135 |
11.2% |
0.0145 |
1.4% |
46% |
False |
False |
38,309 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.4% |
0.0132 |
1.3% |
45% |
False |
False |
28,746 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.5% |
0.0122 |
1.2% |
38% |
False |
False |
23,003 |
| 120 |
1.1528 |
0.9646 |
0.1882 |
18.5% |
0.0115 |
1.1% |
28% |
False |
False |
19,175 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0705 |
|
2.618 |
1.0532 |
|
1.618 |
1.0426 |
|
1.000 |
1.0360 |
|
0.618 |
1.0320 |
|
HIGH |
1.0254 |
|
0.618 |
1.0214 |
|
0.500 |
1.0201 |
|
0.382 |
1.0188 |
|
LOW |
1.0148 |
|
0.618 |
1.0082 |
|
1.000 |
1.0042 |
|
1.618 |
0.9976 |
|
2.618 |
0.9870 |
|
4.250 |
0.9698 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0201 |
1.0233 |
| PP |
1.0190 |
1.0211 |
| S1 |
1.0179 |
1.0190 |
|