CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0464 |
1.0627 |
0.0163 |
1.6% |
1.0207 |
| High |
1.0636 |
1.0629 |
-0.0007 |
-0.1% |
1.0670 |
| Low |
1.0464 |
1.0534 |
0.0070 |
0.7% |
1.0090 |
| Close |
1.0621 |
1.0554 |
-0.0067 |
-0.6% |
1.0621 |
| Range |
0.0172 |
0.0095 |
-0.0077 |
-44.8% |
0.0580 |
| ATR |
0.0154 |
0.0149 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
247 |
215 |
-32 |
-13.0% |
1,342 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0857 |
1.0801 |
1.0606 |
|
| R3 |
1.0762 |
1.0706 |
1.0580 |
|
| R2 |
1.0667 |
1.0667 |
1.0571 |
|
| R1 |
1.0611 |
1.0611 |
1.0563 |
1.0592 |
| PP |
1.0572 |
1.0572 |
1.0572 |
1.0563 |
| S1 |
1.0516 |
1.0516 |
1.0545 |
1.0497 |
| S2 |
1.0477 |
1.0477 |
1.0537 |
|
| S3 |
1.0382 |
1.0421 |
1.0528 |
|
| S4 |
1.0287 |
1.0326 |
1.0502 |
|
|
| 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 |
1.0200 |
0.0470 |
4.5% |
0.0181 |
1.7% |
75% |
False |
False |
277 |
| 10 |
1.0670 |
0.9990 |
0.0680 |
6.4% |
0.0187 |
1.8% |
83% |
False |
False |
192 |
| 20 |
1.0670 |
0.9675 |
0.0995 |
9.4% |
0.0144 |
1.4% |
88% |
False |
False |
109 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.4% |
0.0087 |
0.8% |
88% |
False |
False |
57 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.7% |
0.0085 |
0.8% |
78% |
False |
False |
42 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.6% |
0.0079 |
0.7% |
66% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1033 |
|
2.618 |
1.0878 |
|
1.618 |
1.0783 |
|
1.000 |
1.0724 |
|
0.618 |
1.0688 |
|
HIGH |
1.0629 |
|
0.618 |
1.0593 |
|
0.500 |
1.0582 |
|
0.382 |
1.0570 |
|
LOW |
1.0534 |
|
0.618 |
1.0475 |
|
1.000 |
1.0439 |
|
1.618 |
1.0380 |
|
2.618 |
1.0285 |
|
4.250 |
1.0130 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0582 |
1.0567 |
| PP |
1.0572 |
1.0563 |
| S1 |
1.0563 |
1.0558 |
|