CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 03-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jul-2013 |
03-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0049 |
0.9947 |
-0.0102 |
-1.0% |
1.0205 |
| High |
1.0056 |
1.0081 |
0.0025 |
0.2% |
1.0299 |
| Low |
0.9944 |
0.9928 |
-0.0016 |
-0.2% |
1.0068 |
| Close |
0.9952 |
1.0002 |
0.0050 |
0.5% |
1.0094 |
| Range |
0.0112 |
0.0153 |
0.0041 |
36.6% |
0.0231 |
| ATR |
0.0128 |
0.0130 |
0.0002 |
1.4% |
0.0000 |
| Volume |
39 |
166 |
127 |
325.6% |
980 |
|
| Daily Pivots for day following 03-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0463 |
1.0385 |
1.0086 |
|
| R3 |
1.0310 |
1.0232 |
1.0044 |
|
| R2 |
1.0157 |
1.0157 |
1.0030 |
|
| R1 |
1.0079 |
1.0079 |
1.0016 |
1.0118 |
| PP |
1.0004 |
1.0004 |
1.0004 |
1.0023 |
| S1 |
0.9926 |
0.9926 |
0.9988 |
0.9965 |
| S2 |
0.9851 |
0.9851 |
0.9974 |
|
| S3 |
0.9698 |
0.9773 |
0.9960 |
|
| S4 |
0.9545 |
0.9620 |
0.9918 |
|
|
| 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 |
1.0238 |
0.9928 |
0.0310 |
3.1% |
0.0099 |
1.0% |
24% |
False |
True |
117 |
| 10 |
1.0396 |
0.9928 |
0.0468 |
4.7% |
0.0109 |
1.1% |
16% |
False |
True |
193 |
| 20 |
1.0670 |
0.9928 |
0.0742 |
7.4% |
0.0157 |
1.6% |
10% |
False |
True |
193 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0119 |
1.2% |
33% |
False |
False |
106 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
9.9% |
0.0091 |
0.9% |
33% |
False |
False |
72 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.2% |
0.0087 |
0.9% |
29% |
False |
False |
58 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.2% |
0.0082 |
0.8% |
25% |
False |
False |
49 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0731 |
|
2.618 |
1.0482 |
|
1.618 |
1.0329 |
|
1.000 |
1.0234 |
|
0.618 |
1.0176 |
|
HIGH |
1.0081 |
|
0.618 |
1.0023 |
|
0.500 |
1.0005 |
|
0.382 |
0.9986 |
|
LOW |
0.9928 |
|
0.618 |
0.9833 |
|
1.000 |
0.9775 |
|
1.618 |
0.9680 |
|
2.618 |
0.9527 |
|
4.250 |
0.9278 |
|
|
| Fisher Pivots for day following 03-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0005 |
1.0005 |
| PP |
1.0004 |
1.0004 |
| S1 |
1.0003 |
1.0003 |
|