CME Japanese Yen Future March 2014
| Trading Metrics calculated at close of trading on 02-Jul-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Jul-2013 |
02-Jul-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0053 |
1.0009 |
-0.0044 |
-0.4% |
1.0180 |
| High |
1.0053 |
1.0009 |
-0.0044 |
-0.4% |
1.0297 |
| Low |
1.0050 |
0.9964 |
-0.0086 |
-0.9% |
1.0106 |
| Close |
1.0050 |
0.9964 |
-0.0086 |
-0.9% |
1.0106 |
| Range |
0.0003 |
0.0045 |
0.0042 |
1,400.0% |
0.0191 |
| ATR |
0.0091 |
0.0090 |
0.0000 |
-0.4% |
0.0000 |
| Volume |
1 |
7 |
6 |
600.0% |
42 |
|
| Daily Pivots for day following 02-Jul-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0114 |
1.0084 |
0.9989 |
|
| R3 |
1.0069 |
1.0039 |
0.9976 |
|
| R2 |
1.0024 |
1.0024 |
0.9972 |
|
| R1 |
0.9994 |
0.9994 |
0.9968 |
0.9987 |
| PP |
0.9979 |
0.9979 |
0.9979 |
0.9975 |
| S1 |
0.9949 |
0.9949 |
0.9960 |
0.9942 |
| S2 |
0.9934 |
0.9934 |
0.9956 |
|
| S3 |
0.9889 |
0.9904 |
0.9952 |
|
| S4 |
0.9844 |
0.9859 |
0.9939 |
|
|
| Weekly Pivots for week ending 28-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0743 |
1.0615 |
1.0211 |
|
| R3 |
1.0552 |
1.0424 |
1.0159 |
|
| R2 |
1.0361 |
1.0361 |
1.0141 |
|
| R1 |
1.0233 |
1.0233 |
1.0124 |
1.0202 |
| PP |
1.0170 |
1.0170 |
1.0170 |
1.0154 |
| S1 |
1.0042 |
1.0042 |
1.0088 |
1.0011 |
| S2 |
0.9979 |
0.9979 |
1.0071 |
|
| S3 |
0.9788 |
0.9851 |
1.0053 |
|
| S4 |
0.9597 |
0.9660 |
1.0001 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0200 |
|
2.618 |
1.0127 |
|
1.618 |
1.0082 |
|
1.000 |
1.0054 |
|
0.618 |
1.0037 |
|
HIGH |
1.0009 |
|
0.618 |
0.9992 |
|
0.500 |
0.9987 |
|
0.382 |
0.9981 |
|
LOW |
0.9964 |
|
0.618 |
0.9936 |
|
1.000 |
0.9919 |
|
1.618 |
0.9891 |
|
2.618 |
0.9846 |
|
4.250 |
0.9773 |
|
|
| Fisher Pivots for day following 02-Jul-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9987 |
1.0035 |
| PP |
0.9979 |
1.0011 |
| S1 |
0.9972 |
0.9988 |
|