CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 05-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jul-2013 |
05-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9947 |
1.0005 |
0.0058 |
0.6% |
1.0071 |
| High |
1.0081 |
1.0054 |
-0.0027 |
-0.3% |
1.0081 |
| Low |
0.9928 |
0.9894 |
-0.0034 |
-0.3% |
0.9894 |
| Close |
1.0002 |
0.9894 |
-0.0108 |
-1.1% |
0.9894 |
| Range |
0.0153 |
0.0160 |
0.0007 |
4.6% |
0.0187 |
| ATR |
0.0130 |
0.0132 |
0.0002 |
1.7% |
0.0000 |
| Volume |
166 |
242 |
76 |
45.8% |
598 |
|
| Daily Pivots for day following 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0427 |
1.0321 |
0.9982 |
|
| R3 |
1.0267 |
1.0161 |
0.9938 |
|
| R2 |
1.0107 |
1.0107 |
0.9923 |
|
| R1 |
1.0001 |
1.0001 |
0.9909 |
0.9974 |
| PP |
0.9947 |
0.9947 |
0.9947 |
0.9934 |
| S1 |
0.9841 |
0.9841 |
0.9879 |
0.9814 |
| S2 |
0.9787 |
0.9787 |
0.9865 |
|
| S3 |
0.9627 |
0.9681 |
0.9850 |
|
| S4 |
0.9467 |
0.9521 |
0.9806 |
|
|
| Weekly Pivots for week ending 05-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0517 |
1.0393 |
0.9997 |
|
| R3 |
1.0330 |
1.0206 |
0.9945 |
|
| R2 |
1.0143 |
1.0143 |
0.9928 |
|
| R1 |
1.0019 |
1.0019 |
0.9911 |
0.9988 |
| PP |
0.9956 |
0.9956 |
0.9956 |
0.9941 |
| S1 |
0.9832 |
0.9832 |
0.9877 |
0.9801 |
| S2 |
0.9769 |
0.9769 |
0.9860 |
|
| S3 |
0.9582 |
0.9645 |
0.9843 |
|
| S4 |
0.9395 |
0.9458 |
0.9791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0175 |
0.9894 |
0.0281 |
2.8% |
0.0116 |
1.2% |
0% |
False |
True |
134 |
| 10 |
1.0322 |
0.9894 |
0.0428 |
4.3% |
0.0105 |
1.1% |
0% |
False |
True |
203 |
| 20 |
1.0670 |
0.9894 |
0.0776 |
7.8% |
0.0146 |
1.5% |
0% |
False |
True |
205 |
| 40 |
1.0670 |
0.9675 |
0.0995 |
10.1% |
0.0122 |
1.2% |
22% |
False |
False |
112 |
| 60 |
1.0670 |
0.9675 |
0.0995 |
10.1% |
0.0093 |
0.9% |
22% |
False |
False |
76 |
| 80 |
1.0800 |
0.9675 |
0.1125 |
11.4% |
0.0088 |
0.9% |
19% |
False |
False |
61 |
| 100 |
1.1000 |
0.9675 |
0.1325 |
13.4% |
0.0084 |
0.8% |
17% |
False |
False |
51 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0734 |
|
2.618 |
1.0473 |
|
1.618 |
1.0313 |
|
1.000 |
1.0214 |
|
0.618 |
1.0153 |
|
HIGH |
1.0054 |
|
0.618 |
0.9993 |
|
0.500 |
0.9974 |
|
0.382 |
0.9955 |
|
LOW |
0.9894 |
|
0.618 |
0.9795 |
|
1.000 |
0.9734 |
|
1.618 |
0.9635 |
|
2.618 |
0.9475 |
|
4.250 |
0.9214 |
|
|
| Fisher Pivots for day following 05-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9974 |
0.9988 |
| PP |
0.9947 |
0.9956 |
| S1 |
0.9921 |
0.9925 |
|