CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 17-Jun-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jun-2013 |
17-Jun-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0461 |
1.0615 |
0.0154 |
1.5% |
1.0230 |
| High |
1.0641 |
1.0617 |
-0.0024 |
-0.2% |
1.0663 |
| Low |
1.0446 |
1.0517 |
0.0071 |
0.7% |
1.0072 |
| Close |
1.0607 |
1.0532 |
-0.0075 |
-0.7% |
1.0607 |
| Range |
0.0195 |
0.0100 |
-0.0095 |
-48.7% |
0.0591 |
| ATR |
0.0186 |
0.0179 |
-0.0006 |
-3.3% |
0.0000 |
| Volume |
50,053 |
9,015 |
-41,038 |
-82.0% |
1,284,687 |
|
| Daily Pivots for day following 17-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0855 |
1.0794 |
1.0587 |
|
| R3 |
1.0755 |
1.0694 |
1.0560 |
|
| R2 |
1.0655 |
1.0655 |
1.0550 |
|
| R1 |
1.0594 |
1.0594 |
1.0541 |
1.0575 |
| PP |
1.0555 |
1.0555 |
1.0555 |
1.0546 |
| S1 |
1.0494 |
1.0494 |
1.0523 |
1.0475 |
| S2 |
1.0455 |
1.0455 |
1.0514 |
|
| S3 |
1.0355 |
1.0394 |
1.0505 |
|
| S4 |
1.0255 |
1.0294 |
1.0477 |
|
|
| Weekly Pivots for week ending 14-Jun-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2220 |
1.2005 |
1.0932 |
|
| R3 |
1.1629 |
1.1414 |
1.0770 |
|
| R2 |
1.1038 |
1.1038 |
1.0715 |
|
| R1 |
1.0823 |
1.0823 |
1.0661 |
1.0931 |
| PP |
1.0447 |
1.0447 |
1.0447 |
1.0501 |
| S1 |
1.0232 |
1.0232 |
1.0553 |
1.0340 |
| S2 |
0.9856 |
0.9856 |
1.0499 |
|
| S3 |
0.9265 |
0.9641 |
1.0444 |
|
| S4 |
0.8674 |
0.9050 |
1.0282 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0663 |
1.0102 |
0.0561 |
5.3% |
0.0221 |
2.1% |
77% |
False |
False |
210,478 |
| 10 |
1.0663 |
0.9954 |
0.0709 |
6.7% |
0.0219 |
2.1% |
82% |
False |
False |
268,298 |
| 20 |
1.0663 |
0.9640 |
0.1023 |
9.7% |
0.0186 |
1.8% |
87% |
False |
False |
260,312 |
| 40 |
1.0663 |
0.9640 |
0.1023 |
9.7% |
0.0145 |
1.4% |
87% |
False |
False |
213,486 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.1% |
0.0146 |
1.4% |
76% |
False |
False |
209,350 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.0% |
0.0144 |
1.4% |
65% |
False |
False |
173,185 |
| 100 |
1.1310 |
0.9640 |
0.1670 |
15.9% |
0.0141 |
1.3% |
53% |
False |
False |
138,695 |
| 120 |
1.1871 |
0.9640 |
0.2231 |
21.2% |
0.0133 |
1.3% |
40% |
False |
False |
115,607 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1042 |
|
2.618 |
1.0879 |
|
1.618 |
1.0779 |
|
1.000 |
1.0717 |
|
0.618 |
1.0679 |
|
HIGH |
1.0617 |
|
0.618 |
1.0579 |
|
0.500 |
1.0567 |
|
0.382 |
1.0555 |
|
LOW |
1.0517 |
|
0.618 |
1.0455 |
|
1.000 |
1.0417 |
|
1.618 |
1.0355 |
|
2.618 |
1.0255 |
|
4.250 |
1.0092 |
|
|
| Fisher Pivots for day following 17-Jun-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0567 |
1.0542 |
| PP |
1.0555 |
1.0539 |
| S1 |
1.0544 |
1.0535 |
|