CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9991 |
1.0120 |
0.0129 |
1.3% |
0.9910 |
| High |
1.0094 |
1.0443 |
0.0349 |
3.5% |
0.9986 |
| Low |
0.9991 |
1.0062 |
0.0071 |
0.7% |
0.9775 |
| Close |
1.0090 |
1.0299 |
0.0209 |
2.1% |
0.9945 |
| Range |
0.0103 |
0.0381 |
0.0278 |
269.9% |
0.0211 |
| ATR |
0.0096 |
0.0116 |
0.0020 |
21.3% |
0.0000 |
| Volume |
8 |
6 |
-2 |
-25.0% |
116 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1236 |
1.0509 |
|
| R3 |
1.1030 |
1.0855 |
1.0404 |
|
| R2 |
1.0649 |
1.0649 |
1.0369 |
|
| R1 |
1.0474 |
1.0474 |
1.0334 |
1.0562 |
| PP |
1.0268 |
1.0268 |
1.0268 |
1.0312 |
| S1 |
1.0093 |
1.0093 |
1.0264 |
1.0181 |
| S2 |
0.9887 |
0.9887 |
1.0229 |
|
| S3 |
0.9506 |
0.9712 |
1.0194 |
|
| S4 |
0.9125 |
0.9331 |
1.0089 |
|
|
| 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 |
1.0443 |
0.9909 |
0.0534 |
5.2% |
0.0160 |
1.6% |
73% |
True |
False |
27 |
| 10 |
1.0443 |
0.9697 |
0.0746 |
7.2% |
0.0142 |
1.4% |
81% |
True |
False |
30 |
| 20 |
1.0443 |
0.9675 |
0.0768 |
7.5% |
0.0098 |
1.0% |
81% |
True |
False |
20 |
| 40 |
1.0443 |
0.9675 |
0.0768 |
7.5% |
0.0066 |
0.6% |
81% |
True |
False |
12 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.9% |
0.0069 |
0.7% |
55% |
False |
False |
13 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.9% |
0.0068 |
0.7% |
47% |
False |
False |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2062 |
|
2.618 |
1.1440 |
|
1.618 |
1.1059 |
|
1.000 |
1.0824 |
|
0.618 |
1.0678 |
|
HIGH |
1.0443 |
|
0.618 |
1.0297 |
|
0.500 |
1.0253 |
|
0.382 |
1.0208 |
|
LOW |
1.0062 |
|
0.618 |
0.9827 |
|
1.000 |
0.9681 |
|
1.618 |
0.9446 |
|
2.618 |
0.9065 |
|
4.250 |
0.8443 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0284 |
1.0272 |
| PP |
1.0268 |
1.0244 |
| S1 |
1.0253 |
1.0217 |
|