CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 25-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jun-2013 |
25-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0205 |
1.0253 |
0.0048 |
0.5% |
1.0627 |
| High |
1.0299 |
1.0289 |
-0.0010 |
-0.1% |
1.0629 |
| Low |
1.0169 |
1.0213 |
0.0044 |
0.4% |
1.0190 |
| Close |
1.0248 |
1.0242 |
-0.0006 |
-0.1% |
1.0243 |
| Range |
0.0130 |
0.0076 |
-0.0054 |
-41.5% |
0.0439 |
| ATR |
0.0151 |
0.0146 |
-0.0005 |
-3.6% |
0.0000 |
| Volume |
277 |
322 |
45 |
16.2% |
889 |
|
| Daily Pivots for day following 25-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0476 |
1.0435 |
1.0284 |
|
| R3 |
1.0400 |
1.0359 |
1.0263 |
|
| R2 |
1.0324 |
1.0324 |
1.0256 |
|
| R1 |
1.0283 |
1.0283 |
1.0249 |
1.0266 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0239 |
| S1 |
1.0207 |
1.0207 |
1.0235 |
1.0190 |
| S2 |
1.0172 |
1.0172 |
1.0228 |
|
| S3 |
1.0096 |
1.0131 |
1.0221 |
|
| S4 |
1.0020 |
1.0055 |
1.0200 |
|
|
| Weekly Pivots for week ending 21-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1671 |
1.1396 |
1.0484 |
|
| R3 |
1.1232 |
1.0957 |
1.0364 |
|
| R2 |
1.0793 |
1.0793 |
1.0323 |
|
| R1 |
1.0518 |
1.0518 |
1.0283 |
1.0436 |
| PP |
1.0354 |
1.0354 |
1.0354 |
1.0313 |
| S1 |
1.0079 |
1.0079 |
1.0203 |
0.9997 |
| S2 |
0.9915 |
0.9915 |
1.0163 |
|
| S3 |
0.9476 |
0.9640 |
1.0122 |
|
| S4 |
0.9037 |
0.9201 |
1.0002 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0540 |
1.0169 |
0.0371 |
3.6% |
0.0144 |
1.4% |
20% |
False |
False |
248 |
| 10 |
1.0670 |
1.0169 |
0.0501 |
4.9% |
0.0152 |
1.5% |
15% |
False |
False |
215 |
| 20 |
1.0670 |
0.9800 |
0.0870 |
8.5% |
0.0159 |
1.6% |
51% |
False |
False |
167 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0108 |
1.1% |
57% |
False |
False |
89 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0094 |
0.9% |
50% |
False |
False |
62 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0083 |
0.8% |
50% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0488 |
|
1.618 |
1.0412 |
|
1.000 |
1.0365 |
|
0.618 |
1.0336 |
|
HIGH |
1.0289 |
|
0.618 |
1.0260 |
|
0.500 |
1.0251 |
|
0.382 |
1.0242 |
|
LOW |
1.0213 |
|
0.618 |
1.0166 |
|
1.000 |
1.0137 |
|
1.618 |
1.0090 |
|
2.618 |
1.0014 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 25-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0251 |
1.0246 |
| PP |
1.0248 |
1.0244 |
| S1 |
1.0245 |
1.0243 |
|