CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0085 |
1.0042 |
-0.0043 |
-0.4% |
1.0214 |
| High |
1.0087 |
1.0053 |
-0.0034 |
-0.3% |
1.0318 |
| Low |
1.0016 |
0.9930 |
-0.0086 |
-0.9% |
1.0059 |
| Close |
1.0031 |
0.9945 |
-0.0086 |
-0.9% |
1.0087 |
| Range |
0.0071 |
0.0123 |
0.0052 |
73.2% |
0.0259 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
115,291 |
139,176 |
23,885 |
20.7% |
792,364 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0345 |
1.0268 |
1.0013 |
|
| R3 |
1.0222 |
1.0145 |
0.9979 |
|
| R2 |
1.0099 |
1.0099 |
0.9968 |
|
| R1 |
1.0022 |
1.0022 |
0.9956 |
0.9999 |
| PP |
0.9976 |
0.9976 |
0.9976 |
0.9965 |
| S1 |
0.9899 |
0.9899 |
0.9934 |
0.9876 |
| S2 |
0.9853 |
0.9853 |
0.9922 |
|
| S3 |
0.9730 |
0.9776 |
0.9911 |
|
| S4 |
0.9607 |
0.9653 |
0.9877 |
|
|
| 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 |
1.0289 |
0.9930 |
0.0359 |
3.6% |
0.0103 |
1.0% |
4% |
False |
True |
139,093 |
| 10 |
1.0550 |
0.9930 |
0.0620 |
6.2% |
0.0138 |
1.4% |
2% |
False |
True |
165,544 |
| 20 |
1.0669 |
0.9930 |
0.0739 |
7.4% |
0.0183 |
1.8% |
2% |
False |
True |
133,138 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0153 |
1.5% |
29% |
False |
False |
67,679 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.3% |
0.0138 |
1.4% |
29% |
False |
False |
45,217 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0132 |
1.3% |
26% |
False |
False |
33,932 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.8% |
0.0124 |
1.2% |
22% |
False |
False |
27,153 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.6% |
0.0116 |
1.2% |
17% |
False |
False |
22,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0576 |
|
2.618 |
1.0375 |
|
1.618 |
1.0252 |
|
1.000 |
1.0176 |
|
0.618 |
1.0129 |
|
HIGH |
1.0053 |
|
0.618 |
1.0006 |
|
0.500 |
0.9992 |
|
0.382 |
0.9977 |
|
LOW |
0.9930 |
|
0.618 |
0.9854 |
|
1.000 |
0.9807 |
|
1.618 |
0.9731 |
|
2.618 |
0.9608 |
|
4.250 |
0.9407 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9992 |
1.0049 |
| PP |
0.9976 |
1.0014 |
| S1 |
0.9961 |
0.9980 |
|