CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 14-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Jun-2013 |
14-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0471 |
1.0464 |
-0.0007 |
-0.1% |
1.0207 |
| High |
1.0670 |
1.0636 |
-0.0034 |
-0.3% |
1.0670 |
| Low |
1.0471 |
1.0464 |
-0.0007 |
-0.1% |
1.0090 |
| Close |
1.0557 |
1.0621 |
0.0064 |
0.6% |
1.0621 |
| Range |
0.0199 |
0.0172 |
-0.0027 |
-13.6% |
0.0580 |
| ATR |
0.0152 |
0.0154 |
0.0001 |
0.9% |
0.0000 |
| Volume |
215 |
247 |
32 |
14.9% |
1,342 |
|
| Daily Pivots for day following 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1090 |
1.1027 |
1.0716 |
|
| R3 |
1.0918 |
1.0855 |
1.0668 |
|
| R2 |
1.0746 |
1.0746 |
1.0653 |
|
| R1 |
1.0683 |
1.0683 |
1.0637 |
1.0715 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0589 |
| S1 |
1.0511 |
1.0511 |
1.0605 |
1.0543 |
| S2 |
1.0402 |
1.0402 |
1.0589 |
|
| S3 |
1.0230 |
1.0339 |
1.0574 |
|
| S4 |
1.0058 |
1.0167 |
1.0526 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2200 |
1.1991 |
1.0940 |
|
| R3 |
1.1620 |
1.1411 |
1.0781 |
|
| R2 |
1.1040 |
1.1040 |
1.0727 |
|
| R1 |
1.0831 |
1.0831 |
1.0674 |
1.0936 |
| PP |
1.0460 |
1.0460 |
1.0460 |
1.0513 |
| S1 |
1.0251 |
1.0251 |
1.0568 |
1.0356 |
| S2 |
0.9880 |
0.9880 |
1.0515 |
|
| S3 |
0.9300 |
0.9671 |
1.0462 |
|
| S4 |
0.8720 |
0.9091 |
1.0302 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0670 |
1.0090 |
0.0580 |
5.5% |
0.0187 |
1.8% |
92% |
False |
False |
268 |
| 10 |
1.0670 |
0.9945 |
0.0725 |
6.8% |
0.0195 |
1.8% |
93% |
False |
False |
175 |
| 20 |
1.0670 |
0.9675 |
0.0995 |
9.4% |
0.0141 |
1.3% |
95% |
False |
False |
98 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.4% |
0.0087 |
0.8% |
95% |
False |
False |
52 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.6% |
0.0085 |
0.8% |
84% |
False |
False |
38 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.5% |
0.0078 |
0.7% |
71% |
False |
False |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1367 |
|
2.618 |
1.1086 |
|
1.618 |
1.0914 |
|
1.000 |
1.0808 |
|
0.618 |
1.0742 |
|
HIGH |
1.0636 |
|
0.618 |
1.0570 |
|
0.500 |
1.0550 |
|
0.382 |
1.0530 |
|
LOW |
1.0464 |
|
0.618 |
1.0358 |
|
1.000 |
1.0292 |
|
1.618 |
1.0186 |
|
2.618 |
1.0014 |
|
4.250 |
0.9733 |
|
|
| Fisher Pivots for day following 14-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0597 |
1.0580 |
| PP |
1.0574 |
1.0538 |
| S1 |
1.0550 |
1.0497 |
|