CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0042 |
0.9940 |
-0.0102 |
-1.0% |
1.0214 |
| High |
1.0053 |
1.0079 |
0.0026 |
0.3% |
1.0318 |
| Low |
0.9930 |
0.9918 |
-0.0012 |
-0.1% |
1.0059 |
| Close |
0.9945 |
0.9994 |
0.0049 |
0.5% |
1.0087 |
| Range |
0.0123 |
0.0161 |
0.0038 |
30.9% |
0.0259 |
| ATR |
0.0152 |
0.0152 |
0.0001 |
0.4% |
0.0000 |
| Volume |
139,176 |
160,300 |
21,124 |
15.2% |
792,364 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0480 |
1.0398 |
1.0083 |
|
| R3 |
1.0319 |
1.0237 |
1.0038 |
|
| R2 |
1.0158 |
1.0158 |
1.0024 |
|
| R1 |
1.0076 |
1.0076 |
1.0009 |
1.0117 |
| PP |
0.9997 |
0.9997 |
0.9997 |
1.0018 |
| S1 |
0.9915 |
0.9915 |
0.9979 |
0.9956 |
| S2 |
0.9836 |
0.9836 |
0.9964 |
|
| S3 |
0.9675 |
0.9754 |
0.9950 |
|
| S4 |
0.9514 |
0.9593 |
0.9905 |
|
|
| 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 |
1.0254 |
0.9918 |
0.0336 |
3.4% |
0.0114 |
1.1% |
23% |
False |
True |
143,426 |
| 10 |
1.0400 |
0.9918 |
0.0482 |
4.8% |
0.0131 |
1.3% |
16% |
False |
True |
163,990 |
| 20 |
1.0669 |
0.9918 |
0.0751 |
7.5% |
0.0183 |
1.8% |
10% |
False |
True |
140,729 |
| 40 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0156 |
1.6% |
34% |
False |
False |
71,681 |
| 60 |
1.0669 |
0.9646 |
0.1023 |
10.2% |
0.0138 |
1.4% |
34% |
False |
False |
47,883 |
| 80 |
1.0810 |
0.9646 |
0.1164 |
11.6% |
0.0134 |
1.3% |
30% |
False |
False |
35,935 |
| 100 |
1.1017 |
0.9646 |
0.1371 |
13.7% |
0.0125 |
1.2% |
25% |
False |
False |
28,756 |
| 120 |
1.1393 |
0.9646 |
0.1747 |
17.5% |
0.0117 |
1.2% |
20% |
False |
False |
23,969 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0763 |
|
2.618 |
1.0500 |
|
1.618 |
1.0339 |
|
1.000 |
1.0240 |
|
0.618 |
1.0178 |
|
HIGH |
1.0079 |
|
0.618 |
1.0017 |
|
0.500 |
0.9999 |
|
0.382 |
0.9980 |
|
LOW |
0.9918 |
|
0.618 |
0.9819 |
|
1.000 |
0.9757 |
|
1.618 |
0.9658 |
|
2.618 |
0.9497 |
|
4.250 |
0.9234 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9999 |
1.0003 |
| PP |
0.9997 |
1.0000 |
| S1 |
0.9996 |
0.9997 |
|