CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 07-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Jun-2013 |
07-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0118 |
1.0480 |
0.0362 |
3.6% |
1.0008 |
| High |
1.0440 |
1.0480 |
0.0040 |
0.4% |
1.0480 |
| Low |
1.0118 |
1.0288 |
0.0170 |
1.7% |
1.0002 |
| Close |
1.0310 |
1.0288 |
-0.0022 |
-0.2% |
1.0288 |
| Range |
0.0322 |
0.0192 |
-0.0130 |
-40.4% |
0.0478 |
| ATR |
0.0096 |
0.0103 |
0.0007 |
7.2% |
0.0000 |
| Volume |
3 |
7 |
4 |
133.3% |
18 |
|
| Daily Pivots for day following 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0800 |
1.0394 |
|
| R3 |
1.0736 |
1.0608 |
1.0341 |
|
| R2 |
1.0544 |
1.0544 |
1.0323 |
|
| R1 |
1.0416 |
1.0416 |
1.0306 |
1.0384 |
| PP |
1.0352 |
1.0352 |
1.0352 |
1.0336 |
| S1 |
1.0224 |
1.0224 |
1.0270 |
1.0192 |
| S2 |
1.0160 |
1.0160 |
1.0253 |
|
| S3 |
0.9968 |
1.0032 |
1.0235 |
|
| S4 |
0.9776 |
0.9840 |
1.0182 |
|
|
| Weekly Pivots for week ending 07-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1691 |
1.1467 |
1.0551 |
|
| R3 |
1.1213 |
1.0989 |
1.0419 |
|
| R2 |
1.0735 |
1.0735 |
1.0376 |
|
| R1 |
1.0511 |
1.0511 |
1.0332 |
1.0623 |
| PP |
1.0257 |
1.0257 |
1.0257 |
1.0313 |
| S1 |
1.0033 |
1.0033 |
1.0244 |
1.0145 |
| S2 |
0.9779 |
0.9779 |
1.0200 |
|
| S3 |
0.9301 |
0.9555 |
1.0157 |
|
| S4 |
0.8823 |
0.9077 |
1.0025 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1296 |
|
2.618 |
1.0983 |
|
1.618 |
1.0791 |
|
1.000 |
1.0672 |
|
0.618 |
1.0599 |
|
HIGH |
1.0480 |
|
0.618 |
1.0407 |
|
0.500 |
1.0384 |
|
0.382 |
1.0361 |
|
LOW |
1.0288 |
|
0.618 |
1.0169 |
|
1.000 |
1.0096 |
|
1.618 |
0.9977 |
|
2.618 |
0.9785 |
|
4.250 |
0.9472 |
|
|
| Fisher Pivots for day following 07-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0384 |
1.0272 |
| PP |
1.0352 |
1.0257 |
| S1 |
1.0320 |
1.0241 |
|