CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 05-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jun-2013 |
05-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0018 |
1.0002 |
-0.0016 |
-0.2% |
0.9820 |
| High |
1.0018 |
1.0106 |
0.0088 |
0.9% |
0.9985 |
| Low |
1.0018 |
1.0002 |
-0.0016 |
-0.2% |
0.9820 |
| Close |
1.0018 |
1.0100 |
0.0082 |
0.8% |
0.9956 |
| Range |
0.0000 |
0.0104 |
0.0104 |
|
0.0165 |
| ATR |
0.0075 |
0.0077 |
0.0002 |
2.8% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 05-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0381 |
1.0345 |
1.0157 |
|
| R3 |
1.0277 |
1.0241 |
1.0129 |
|
| R2 |
1.0173 |
1.0173 |
1.0119 |
|
| R1 |
1.0137 |
1.0137 |
1.0110 |
1.0155 |
| PP |
1.0069 |
1.0069 |
1.0069 |
1.0079 |
| S1 |
1.0033 |
1.0033 |
1.0090 |
1.0051 |
| S2 |
0.9965 |
0.9965 |
1.0081 |
|
| S3 |
0.9861 |
0.9929 |
1.0071 |
|
| S4 |
0.9757 |
0.9825 |
1.0043 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0415 |
1.0351 |
1.0047 |
|
| R3 |
1.0250 |
1.0186 |
1.0001 |
|
| R2 |
1.0085 |
1.0085 |
0.9986 |
|
| R1 |
1.0021 |
1.0021 |
0.9971 |
1.0053 |
| PP |
0.9920 |
0.9920 |
0.9920 |
0.9937 |
| S1 |
0.9856 |
0.9856 |
0.9941 |
0.9888 |
| S2 |
0.9755 |
0.9755 |
0.9926 |
|
| S3 |
0.9590 |
0.9691 |
0.9911 |
|
| S4 |
0.9425 |
0.9526 |
0.9865 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0548 |
|
2.618 |
1.0378 |
|
1.618 |
1.0274 |
|
1.000 |
1.0210 |
|
0.618 |
1.0170 |
|
HIGH |
1.0106 |
|
0.618 |
1.0066 |
|
0.500 |
1.0054 |
|
0.382 |
1.0042 |
|
LOW |
1.0002 |
|
0.618 |
0.9938 |
|
1.000 |
0.9898 |
|
1.618 |
0.9834 |
|
2.618 |
0.9730 |
|
4.250 |
0.9560 |
|
|
| Fisher Pivots for day following 05-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0085 |
1.0085 |
| PP |
1.0069 |
1.0069 |
| S1 |
1.0054 |
1.0054 |
|