CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0165 |
1.0085 |
-0.0080 |
-0.8% |
1.0214 |
| High |
1.0168 |
1.0087 |
-0.0081 |
-0.8% |
1.0318 |
| Low |
1.0059 |
1.0016 |
-0.0043 |
-0.4% |
1.0059 |
| Close |
1.0087 |
1.0031 |
-0.0056 |
-0.6% |
1.0087 |
| Range |
0.0109 |
0.0071 |
-0.0038 |
-34.9% |
0.0259 |
| ATR |
0.0160 |
0.0154 |
-0.0006 |
-4.0% |
0.0000 |
| Volume |
160,549 |
115,291 |
-45,258 |
-28.2% |
792,364 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0258 |
1.0215 |
1.0070 |
|
| R3 |
1.0187 |
1.0144 |
1.0051 |
|
| R2 |
1.0116 |
1.0116 |
1.0044 |
|
| R1 |
1.0073 |
1.0073 |
1.0038 |
1.0059 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0038 |
| S1 |
1.0002 |
1.0002 |
1.0024 |
0.9988 |
| S2 |
0.9974 |
0.9974 |
1.0018 |
|
| S3 |
0.9903 |
0.9931 |
1.0011 |
|
| S4 |
0.9832 |
0.9860 |
0.9992 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0932 |
1.0768 |
1.0229 |
|
| R3 |
1.0673 |
1.0509 |
1.0158 |
|
| R2 |
1.0414 |
1.0414 |
1.0134 |
|
| R1 |
1.0250 |
1.0250 |
1.0111 |
1.0203 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0131 |
| S1 |
0.9991 |
0.9991 |
1.0063 |
0.9944 |
| S2 |
0.9896 |
0.9896 |
1.0040 |
|
| S3 |
0.9637 |
0.9732 |
1.0016 |
|
| S4 |
0.9378 |
0.9473 |
0.9945 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0318 |
1.0016 |
0.0302 |
3.0% |
0.0101 |
1.0% |
5% |
False |
True |
142,493 |
| 10 |
1.0594 |
1.0016 |
0.0578 |
5.8% |
0.0141 |
1.4% |
3% |
False |
True |
166,253 |
| 20 |
1.0669 |
0.9959 |
0.0710 |
7.1% |
0.0182 |
1.8% |
10% |
False |
False |
126,451 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0151 |
1.5% |
38% |
False |
False |
64,210 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0138 |
1.4% |
38% |
False |
False |
42,902 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0132 |
1.3% |
33% |
False |
False |
32,193 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.7% |
0.0123 |
1.2% |
28% |
False |
False |
25,762 |
| 120 |
1.1455 |
0.9646 |
0.1809 |
18.0% |
0.0116 |
1.2% |
21% |
False |
False |
21,473 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0389 |
|
2.618 |
1.0273 |
|
1.618 |
1.0202 |
|
1.000 |
1.0158 |
|
0.618 |
1.0131 |
|
HIGH |
1.0087 |
|
0.618 |
1.0060 |
|
0.500 |
1.0052 |
|
0.382 |
1.0043 |
|
LOW |
1.0016 |
|
0.618 |
0.9972 |
|
1.000 |
0.9945 |
|
1.618 |
0.9901 |
|
2.618 |
0.9830 |
|
4.250 |
0.9714 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0052 |
1.0135 |
| PP |
1.0045 |
1.0100 |
| S1 |
1.0038 |
1.0066 |
|