CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 12-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jun-2013 |
12-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0399 |
0.0199 |
2.0% |
0.9945 |
| High |
1.0450 |
1.0514 |
0.0064 |
0.6% |
1.0534 |
| Low |
1.0200 |
1.0324 |
0.0124 |
1.2% |
0.9945 |
| Close |
1.0414 |
1.0467 |
0.0053 |
0.5% |
1.0277 |
| Range |
0.0250 |
0.0190 |
-0.0060 |
-24.0% |
0.0589 |
| ATR |
0.0145 |
0.0148 |
0.0003 |
2.2% |
0.0000 |
| Volume |
507 |
201 |
-306 |
-60.4% |
412 |
|
| Daily Pivots for day following 12-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1005 |
1.0926 |
1.0572 |
|
| R3 |
1.0815 |
1.0736 |
1.0519 |
|
| R2 |
1.0625 |
1.0625 |
1.0502 |
|
| R1 |
1.0546 |
1.0546 |
1.0484 |
1.0586 |
| PP |
1.0435 |
1.0435 |
1.0435 |
1.0455 |
| S1 |
1.0356 |
1.0356 |
1.0450 |
1.0396 |
| S2 |
1.0245 |
1.0245 |
1.0432 |
|
| S3 |
1.0055 |
1.0166 |
1.0415 |
|
| S4 |
0.9865 |
0.9976 |
1.0363 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2019 |
1.1737 |
1.0601 |
|
| R3 |
1.1430 |
1.1148 |
1.0439 |
|
| R2 |
1.0841 |
1.0841 |
1.0385 |
|
| R1 |
1.0559 |
1.0559 |
1.0331 |
1.0700 |
| PP |
1.0252 |
1.0252 |
1.0252 |
1.0323 |
| S1 |
0.9970 |
0.9970 |
1.0223 |
1.0111 |
| S2 |
0.9663 |
0.9663 |
1.0169 |
|
| S3 |
0.9074 |
0.9381 |
1.0115 |
|
| S4 |
0.8485 |
0.8792 |
0.9953 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0534 |
1.0062 |
0.0472 |
4.5% |
0.0248 |
2.4% |
86% |
False |
False |
236 |
| 10 |
1.0534 |
0.9872 |
0.0662 |
6.3% |
0.0174 |
1.7% |
90% |
False |
False |
133 |
| 20 |
1.0534 |
0.9675 |
0.0859 |
8.2% |
0.0124 |
1.2% |
92% |
False |
False |
76 |
| 40 |
1.0534 |
0.9675 |
0.0859 |
8.2% |
0.0079 |
0.8% |
92% |
False |
False |
41 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.7% |
0.0081 |
0.8% |
70% |
False |
False |
31 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.7% |
0.0075 |
0.7% |
60% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1011 |
|
1.618 |
1.0821 |
|
1.000 |
1.0704 |
|
0.618 |
1.0631 |
|
HIGH |
1.0514 |
|
0.618 |
1.0441 |
|
0.500 |
1.0419 |
|
0.382 |
1.0397 |
|
LOW |
1.0324 |
|
0.618 |
1.0207 |
|
1.000 |
1.0134 |
|
1.618 |
1.0017 |
|
2.618 |
0.9827 |
|
4.250 |
0.9517 |
|
|
| Fisher Pivots for day following 12-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0451 |
1.0412 |
| PP |
1.0435 |
1.0357 |
| S1 |
1.0419 |
1.0302 |
|