CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0268 |
1.0278 |
0.0010 |
0.1% |
1.0027 |
| High |
1.0310 |
1.0303 |
-0.0007 |
-0.1% |
1.0254 |
| Low |
1.0239 |
1.0165 |
-0.0074 |
-0.7% |
1.0013 |
| Close |
1.0271 |
1.0210 |
-0.0061 |
-0.6% |
1.0183 |
| Range |
0.0071 |
0.0138 |
0.0067 |
94.4% |
0.0241 |
| ATR |
0.0127 |
0.0128 |
0.0001 |
0.6% |
0.0000 |
| Volume |
113,026 |
160,870 |
47,844 |
42.3% |
930,858 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0640 |
1.0563 |
1.0286 |
|
| R3 |
1.0502 |
1.0425 |
1.0248 |
|
| R2 |
1.0364 |
1.0364 |
1.0235 |
|
| R1 |
1.0287 |
1.0287 |
1.0223 |
1.0257 |
| PP |
1.0226 |
1.0226 |
1.0226 |
1.0211 |
| S1 |
1.0149 |
1.0149 |
1.0197 |
1.0119 |
| S2 |
1.0088 |
1.0088 |
1.0185 |
|
| S3 |
0.9950 |
1.0011 |
1.0172 |
|
| S4 |
0.9812 |
0.9873 |
1.0134 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0769 |
1.0316 |
|
| R3 |
1.0632 |
1.0528 |
1.0249 |
|
| R2 |
1.0391 |
1.0391 |
1.0227 |
|
| R1 |
1.0287 |
1.0287 |
1.0205 |
1.0339 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0176 |
| S1 |
1.0046 |
1.0046 |
1.0161 |
1.0098 |
| S2 |
0.9909 |
0.9909 |
1.0139 |
|
| S3 |
0.9668 |
0.9805 |
1.0117 |
|
| S4 |
0.9427 |
0.9564 |
1.0050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0312 |
1.0061 |
0.0251 |
2.5% |
0.0122 |
1.2% |
59% |
False |
False |
157,799 |
| 10 |
1.0312 |
1.0013 |
0.0299 |
2.9% |
0.0110 |
1.1% |
66% |
False |
False |
165,187 |
| 20 |
1.0448 |
1.0008 |
0.0440 |
4.3% |
0.0131 |
1.3% |
46% |
False |
False |
199,519 |
| 40 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0133 |
1.3% |
25% |
False |
False |
168,033 |
| 60 |
1.1014 |
1.0008 |
0.1006 |
9.9% |
0.0135 |
1.3% |
20% |
False |
False |
113,159 |
| 80 |
1.1518 |
1.0008 |
0.1510 |
14.8% |
0.0131 |
1.3% |
13% |
False |
False |
84,944 |
| 100 |
1.2180 |
1.0008 |
0.2172 |
21.3% |
0.0117 |
1.1% |
9% |
False |
False |
67,968 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
25.7% |
0.0102 |
1.0% |
8% |
False |
False |
56,642 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0664 |
|
1.618 |
1.0526 |
|
1.000 |
1.0441 |
|
0.618 |
1.0388 |
|
HIGH |
1.0303 |
|
0.618 |
1.0250 |
|
0.500 |
1.0234 |
|
0.382 |
1.0218 |
|
LOW |
1.0165 |
|
0.618 |
1.0080 |
|
1.000 |
1.0027 |
|
1.618 |
0.9942 |
|
2.618 |
0.9804 |
|
4.250 |
0.9579 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0234 |
1.0239 |
| PP |
1.0226 |
1.0229 |
| S1 |
1.0218 |
1.0220 |
|