CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 26-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jun-2013 |
26-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0253 |
1.0204 |
-0.0049 |
-0.5% |
1.0627 |
| High |
1.0289 |
1.0288 |
-0.0001 |
0.0% |
1.0629 |
| Low |
1.0213 |
1.0202 |
-0.0011 |
-0.1% |
1.0190 |
| Close |
1.0242 |
1.0231 |
-0.0011 |
-0.1% |
1.0243 |
| Range |
0.0076 |
0.0086 |
0.0010 |
13.2% |
0.0439 |
| ATR |
0.0146 |
0.0142 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
322 |
149 |
-173 |
-53.7% |
889 |
|
| Daily Pivots for day following 26-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0498 |
1.0451 |
1.0278 |
|
| R3 |
1.0412 |
1.0365 |
1.0255 |
|
| R2 |
1.0326 |
1.0326 |
1.0247 |
|
| R1 |
1.0279 |
1.0279 |
1.0239 |
1.0303 |
| PP |
1.0240 |
1.0240 |
1.0240 |
1.0252 |
| S1 |
1.0193 |
1.0193 |
1.0223 |
1.0217 |
| S2 |
1.0154 |
1.0154 |
1.0215 |
|
| S3 |
1.0068 |
1.0107 |
1.0207 |
|
| S4 |
0.9982 |
1.0021 |
1.0184 |
|
|
| 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 |
1.0396 |
1.0169 |
0.0227 |
2.2% |
0.0119 |
1.2% |
27% |
False |
False |
270 |
| 10 |
1.0670 |
1.0169 |
0.0501 |
4.9% |
0.0141 |
1.4% |
12% |
False |
False |
209 |
| 20 |
1.0670 |
0.9872 |
0.0798 |
7.8% |
0.0157 |
1.5% |
45% |
False |
False |
171 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.7% |
0.0110 |
1.1% |
56% |
False |
False |
92 |
| 60 |
1.0799 |
0.9675 |
0.1124 |
11.0% |
0.0095 |
0.9% |
49% |
False |
False |
65 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.0% |
0.0083 |
0.8% |
49% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0654 |
|
2.618 |
1.0513 |
|
1.618 |
1.0427 |
|
1.000 |
1.0374 |
|
0.618 |
1.0341 |
|
HIGH |
1.0288 |
|
0.618 |
1.0255 |
|
0.500 |
1.0245 |
|
0.382 |
1.0235 |
|
LOW |
1.0202 |
|
0.618 |
1.0149 |
|
1.000 |
1.0116 |
|
1.618 |
1.0063 |
|
2.618 |
0.9977 |
|
4.250 |
0.9837 |
|
|
| Fisher Pivots for day following 26-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0245 |
1.0234 |
| PP |
1.0240 |
1.0233 |
| S1 |
1.0236 |
1.0232 |
|