CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 01-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jun-2013 |
01-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0175 |
1.0071 |
-0.0104 |
-1.0% |
1.0205 |
| High |
1.0175 |
1.0079 |
-0.0096 |
-0.9% |
1.0299 |
| Low |
1.0068 |
1.0033 |
-0.0035 |
-0.3% |
1.0068 |
| Close |
1.0094 |
1.0038 |
-0.0056 |
-0.6% |
1.0094 |
| Range |
0.0107 |
0.0046 |
-0.0061 |
-57.0% |
0.0231 |
| ATR |
0.0135 |
0.0129 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
76 |
151 |
75 |
98.7% |
980 |
|
| Daily Pivots for day following 01-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0188 |
1.0159 |
1.0063 |
|
| R3 |
1.0142 |
1.0113 |
1.0051 |
|
| R2 |
1.0096 |
1.0096 |
1.0046 |
|
| R1 |
1.0067 |
1.0067 |
1.0042 |
1.0059 |
| PP |
1.0050 |
1.0050 |
1.0050 |
1.0046 |
| S1 |
1.0021 |
1.0021 |
1.0034 |
1.0013 |
| S2 |
1.0004 |
1.0004 |
1.0030 |
|
| S3 |
0.9958 |
0.9975 |
1.0025 |
|
| S4 |
0.9912 |
0.9929 |
1.0013 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0847 |
1.0701 |
1.0221 |
|
| R3 |
1.0616 |
1.0470 |
1.0158 |
|
| R2 |
1.0385 |
1.0385 |
1.0136 |
|
| R1 |
1.0239 |
1.0239 |
1.0115 |
1.0197 |
| PP |
1.0154 |
1.0154 |
1.0154 |
1.0132 |
| S1 |
1.0008 |
1.0008 |
1.0073 |
0.9966 |
| S2 |
0.9923 |
0.9923 |
1.0052 |
|
| S3 |
0.9692 |
0.9777 |
1.0030 |
|
| S4 |
0.9461 |
0.9546 |
0.9967 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0289 |
1.0033 |
0.0256 |
2.6% |
0.0078 |
0.8% |
2% |
False |
True |
170 |
| 10 |
1.0598 |
1.0033 |
0.0565 |
5.6% |
0.0118 |
1.2% |
1% |
False |
True |
180 |
| 20 |
1.0670 |
0.9990 |
0.0680 |
6.8% |
0.0152 |
1.5% |
7% |
False |
False |
186 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0114 |
1.1% |
36% |
False |
False |
102 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0089 |
0.9% |
36% |
False |
False |
70 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0086 |
0.9% |
32% |
False |
False |
56 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.2% |
0.0081 |
0.8% |
27% |
False |
False |
47 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0275 |
|
2.618 |
1.0199 |
|
1.618 |
1.0153 |
|
1.000 |
1.0125 |
|
0.618 |
1.0107 |
|
HIGH |
1.0079 |
|
0.618 |
1.0061 |
|
0.500 |
1.0056 |
|
0.382 |
1.0051 |
|
LOW |
1.0033 |
|
0.618 |
1.0005 |
|
1.000 |
0.9987 |
|
1.618 |
0.9959 |
|
2.618 |
0.9913 |
|
4.250 |
0.9838 |
|
|
| Fisher Pivots for day following 01-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0136 |
| PP |
1.0050 |
1.0103 |
| S1 |
1.0044 |
1.0071 |
|