CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 04-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jun-2013 |
04-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9945 |
1.0054 |
0.0109 |
1.1% |
0.9910 |
| High |
1.0122 |
1.0054 |
-0.0068 |
-0.7% |
0.9986 |
| Low |
0.9945 |
0.9990 |
0.0045 |
0.5% |
0.9775 |
| Close |
1.0067 |
1.0008 |
-0.0059 |
-0.6% |
0.9945 |
| Range |
0.0177 |
0.0064 |
-0.0113 |
-63.8% |
0.0211 |
| ATR |
0.0096 |
0.0095 |
-0.0001 |
-1.4% |
0.0000 |
| Volume |
49 |
55 |
6 |
12.2% |
116 |
|
| Daily Pivots for day following 04-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0209 |
1.0173 |
1.0043 |
|
| R3 |
1.0145 |
1.0109 |
1.0026 |
|
| R2 |
1.0081 |
1.0081 |
1.0020 |
|
| R1 |
1.0045 |
1.0045 |
1.0014 |
1.0031 |
| PP |
1.0017 |
1.0017 |
1.0017 |
1.0011 |
| S1 |
0.9981 |
0.9981 |
1.0002 |
0.9967 |
| S2 |
0.9953 |
0.9953 |
0.9996 |
|
| S3 |
0.9889 |
0.9917 |
0.9990 |
|
| S4 |
0.9825 |
0.9853 |
0.9973 |
|
|
| 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 |
0.9800 |
0.0322 |
3.2% |
0.0103 |
1.0% |
65% |
False |
False |
41 |
| 10 |
1.0122 |
0.9675 |
0.0447 |
4.5% |
0.0103 |
1.0% |
74% |
False |
False |
30 |
| 20 |
1.0140 |
0.9675 |
0.0465 |
4.6% |
0.0076 |
0.8% |
72% |
False |
False |
20 |
| 40 |
1.0374 |
0.9675 |
0.0699 |
7.0% |
0.0056 |
0.6% |
48% |
False |
False |
13 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0063 |
0.6% |
30% |
False |
False |
13 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
13.2% |
0.0064 |
0.6% |
25% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0326 |
|
2.618 |
1.0222 |
|
1.618 |
1.0158 |
|
1.000 |
1.0118 |
|
0.618 |
1.0094 |
|
HIGH |
1.0054 |
|
0.618 |
1.0030 |
|
0.500 |
1.0022 |
|
0.382 |
1.0014 |
|
LOW |
0.9990 |
|
0.618 |
0.9950 |
|
1.000 |
0.9926 |
|
1.618 |
0.9886 |
|
2.618 |
0.9822 |
|
4.250 |
0.9718 |
|
|
| Fisher Pivots for day following 04-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0022 |
1.0016 |
| PP |
1.0017 |
1.0013 |
| S1 |
1.0013 |
1.0011 |
|