CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 27-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Jun-2013 |
27-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0204 |
1.0238 |
0.0034 |
0.3% |
1.0627 |
| High |
1.0288 |
1.0238 |
-0.0050 |
-0.5% |
1.0629 |
| Low |
1.0202 |
1.0162 |
-0.0040 |
-0.4% |
1.0190 |
| Close |
1.0231 |
1.0175 |
-0.0056 |
-0.5% |
1.0243 |
| Range |
0.0086 |
0.0076 |
-0.0010 |
-11.6% |
0.0439 |
| ATR |
0.0142 |
0.0137 |
-0.0005 |
-3.3% |
0.0000 |
| Volume |
149 |
156 |
7 |
4.7% |
889 |
|
| Daily Pivots for day following 27-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0373 |
1.0217 |
|
| R3 |
1.0344 |
1.0297 |
1.0196 |
|
| R2 |
1.0268 |
1.0268 |
1.0189 |
|
| R1 |
1.0221 |
1.0221 |
1.0182 |
1.0207 |
| PP |
1.0192 |
1.0192 |
1.0192 |
1.0184 |
| S1 |
1.0145 |
1.0145 |
1.0168 |
1.0131 |
| S2 |
1.0116 |
1.0116 |
1.0161 |
|
| S3 |
1.0040 |
1.0069 |
1.0154 |
|
| S4 |
0.9964 |
0.9993 |
1.0133 |
|
|
| 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 |
1.0322 |
1.0162 |
0.0160 |
1.6% |
0.0093 |
0.9% |
8% |
False |
True |
272 |
| 10 |
1.0636 |
1.0162 |
0.0474 |
4.7% |
0.0129 |
1.3% |
3% |
False |
True |
204 |
| 20 |
1.0670 |
0.9909 |
0.0761 |
7.5% |
0.0157 |
1.5% |
35% |
False |
False |
178 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.8% |
0.0112 |
1.1% |
50% |
False |
False |
96 |
| 60 |
1.0734 |
0.9675 |
0.1059 |
10.4% |
0.0094 |
0.9% |
47% |
False |
False |
67 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.1% |
0.0084 |
0.8% |
44% |
False |
False |
53 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.0% |
0.0081 |
0.8% |
38% |
False |
False |
45 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0561 |
|
2.618 |
1.0437 |
|
1.618 |
1.0361 |
|
1.000 |
1.0314 |
|
0.618 |
1.0285 |
|
HIGH |
1.0238 |
|
0.618 |
1.0209 |
|
0.500 |
1.0200 |
|
0.382 |
1.0191 |
|
LOW |
1.0162 |
|
0.618 |
1.0115 |
|
1.000 |
1.0086 |
|
1.618 |
1.0039 |
|
2.618 |
0.9963 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 27-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0226 |
| PP |
1.0192 |
1.0209 |
| S1 |
1.0183 |
1.0192 |
|