CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 18-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jun-2013 |
18-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0627 |
1.0598 |
-0.0029 |
-0.3% |
1.0207 |
| High |
1.0629 |
1.0598 |
-0.0031 |
-0.3% |
1.0670 |
| Low |
1.0534 |
1.0457 |
-0.0077 |
-0.7% |
1.0090 |
| Close |
1.0554 |
1.0507 |
-0.0047 |
-0.4% |
1.0621 |
| Range |
0.0095 |
0.0141 |
0.0046 |
48.4% |
0.0580 |
| ATR |
0.0149 |
0.0149 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
215 |
32 |
-183 |
-85.1% |
1,342 |
|
| Daily Pivots for day following 18-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0944 |
1.0866 |
1.0585 |
|
| R3 |
1.0803 |
1.0725 |
1.0546 |
|
| R2 |
1.0662 |
1.0662 |
1.0533 |
|
| R1 |
1.0584 |
1.0584 |
1.0520 |
1.0553 |
| PP |
1.0521 |
1.0521 |
1.0521 |
1.0505 |
| S1 |
1.0443 |
1.0443 |
1.0494 |
1.0412 |
| S2 |
1.0380 |
1.0380 |
1.0481 |
|
| S3 |
1.0239 |
1.0302 |
1.0468 |
|
| S4 |
1.0098 |
1.0161 |
1.0429 |
|
|
| 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 |
1.0324 |
0.0346 |
3.3% |
0.0159 |
1.5% |
53% |
False |
False |
182 |
| 10 |
1.0670 |
0.9991 |
0.0679 |
6.5% |
0.0195 |
1.9% |
76% |
False |
False |
189 |
| 20 |
1.0670 |
0.9675 |
0.0995 |
9.5% |
0.0149 |
1.4% |
84% |
False |
False |
110 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.5% |
0.0091 |
0.9% |
84% |
False |
False |
58 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
10.7% |
0.0086 |
0.8% |
74% |
False |
False |
42 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
12.6% |
0.0080 |
0.8% |
63% |
False |
False |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1197 |
|
2.618 |
1.0967 |
|
1.618 |
1.0826 |
|
1.000 |
1.0739 |
|
0.618 |
1.0685 |
|
HIGH |
1.0598 |
|
0.618 |
1.0544 |
|
0.500 |
1.0528 |
|
0.382 |
1.0511 |
|
LOW |
1.0457 |
|
0.618 |
1.0370 |
|
1.000 |
1.0316 |
|
1.618 |
1.0229 |
|
2.618 |
1.0088 |
|
4.250 |
0.9858 |
|
|
| Fisher Pivots for day following 18-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0528 |
1.0547 |
| PP |
1.0521 |
1.0533 |
| S1 |
1.0514 |
1.0520 |
|