CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 03-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-May-2013 |
03-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9915 |
0.9945 |
0.0030 |
0.3% |
0.9910 |
| High |
0.9986 |
1.0122 |
0.0136 |
1.4% |
0.9986 |
| Low |
0.9909 |
0.9945 |
0.0036 |
0.4% |
0.9775 |
| Close |
0.9945 |
1.0067 |
0.0122 |
1.2% |
0.9945 |
| Range |
0.0077 |
0.0177 |
0.0100 |
129.9% |
0.0211 |
| ATR |
0.0090 |
0.0096 |
0.0006 |
6.9% |
0.0000 |
| Volume |
19 |
49 |
30 |
157.9% |
116 |
|
| Daily Pivots for day following 03-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0576 |
1.0498 |
1.0164 |
|
| R3 |
1.0399 |
1.0321 |
1.0116 |
|
| R2 |
1.0222 |
1.0222 |
1.0099 |
|
| R1 |
1.0144 |
1.0144 |
1.0083 |
1.0183 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0064 |
| S1 |
0.9967 |
0.9967 |
1.0051 |
1.0006 |
| S2 |
0.9868 |
0.9868 |
1.0035 |
|
| S3 |
0.9691 |
0.9790 |
1.0018 |
|
| S4 |
0.9514 |
0.9613 |
0.9970 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0535 |
1.0451 |
1.0061 |
|
| R3 |
1.0324 |
1.0240 |
1.0003 |
|
| R2 |
1.0113 |
1.0113 |
0.9984 |
|
| R1 |
1.0029 |
1.0029 |
0.9964 |
1.0071 |
| PP |
0.9902 |
0.9902 |
0.9902 |
0.9923 |
| S1 |
0.9818 |
0.9818 |
0.9926 |
0.9860 |
| S2 |
0.9691 |
0.9691 |
0.9906 |
|
| S3 |
0.9480 |
0.9607 |
0.9887 |
|
| S4 |
0.9269 |
0.9396 |
0.9829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0122 |
0.9775 |
0.0347 |
3.4% |
0.0124 |
1.2% |
84% |
True |
False |
33 |
| 10 |
1.0122 |
0.9675 |
0.0447 |
4.4% |
0.0100 |
1.0% |
88% |
True |
False |
26 |
| 20 |
1.0140 |
0.9675 |
0.0465 |
4.6% |
0.0075 |
0.7% |
84% |
False |
False |
17 |
| 40 |
1.0374 |
0.9675 |
0.0699 |
6.9% |
0.0057 |
0.6% |
56% |
False |
False |
12 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0063 |
0.6% |
35% |
False |
False |
12 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
13.2% |
0.0064 |
0.6% |
30% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0874 |
|
2.618 |
1.0585 |
|
1.618 |
1.0408 |
|
1.000 |
1.0299 |
|
0.618 |
1.0231 |
|
HIGH |
1.0122 |
|
0.618 |
1.0054 |
|
0.500 |
1.0034 |
|
0.382 |
1.0013 |
|
LOW |
0.9945 |
|
0.618 |
0.9836 |
|
1.000 |
0.9768 |
|
1.618 |
0.9659 |
|
2.618 |
0.9482 |
|
4.250 |
0.9193 |
|
|
| Fisher Pivots for day following 03-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0044 |
| PP |
1.0045 |
1.0020 |
| S1 |
1.0034 |
0.9997 |
|