CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 06-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Jun-2013 |
06-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0002 |
1.0118 |
0.0116 |
1.2% |
0.9820 |
| High |
1.0106 |
1.0440 |
0.0334 |
3.3% |
0.9985 |
| Low |
1.0002 |
1.0118 |
0.0116 |
1.2% |
0.9820 |
| Close |
1.0100 |
1.0310 |
0.0210 |
2.1% |
0.9956 |
| Range |
0.0104 |
0.0322 |
0.0218 |
209.6% |
0.0165 |
| ATR |
0.0077 |
0.0096 |
0.0019 |
24.4% |
0.0000 |
| Volume |
3 |
3 |
0 |
0.0% |
4 |
|
| Daily Pivots for day following 06-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1255 |
1.1105 |
1.0487 |
|
| R3 |
1.0933 |
1.0783 |
1.0399 |
|
| R2 |
1.0611 |
1.0611 |
1.0369 |
|
| R1 |
1.0461 |
1.0461 |
1.0340 |
1.0536 |
| PP |
1.0289 |
1.0289 |
1.0289 |
1.0327 |
| S1 |
1.0139 |
1.0139 |
1.0280 |
1.0214 |
| S2 |
0.9967 |
0.9967 |
1.0251 |
|
| S3 |
0.9645 |
0.9817 |
1.0221 |
|
| S4 |
0.9323 |
0.9495 |
1.0133 |
|
|
| 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 |
1.1809 |
|
2.618 |
1.1283 |
|
1.618 |
1.0961 |
|
1.000 |
1.0762 |
|
0.618 |
1.0639 |
|
HIGH |
1.0440 |
|
0.618 |
1.0317 |
|
0.500 |
1.0279 |
|
0.382 |
1.0241 |
|
LOW |
1.0118 |
|
0.618 |
0.9919 |
|
1.000 |
0.9796 |
|
1.618 |
0.9597 |
|
2.618 |
0.9275 |
|
4.250 |
0.8750 |
|
|
| Fisher Pivots for day following 06-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0300 |
1.0280 |
| PP |
1.0289 |
1.0251 |
| S1 |
1.0279 |
1.0221 |
|