CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 07-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-May-2013 |
07-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0090 |
1.0069 |
-0.0021 |
-0.2% |
1.0206 |
| High |
1.0099 |
1.0122 |
0.0023 |
0.2% |
1.0312 |
| Low |
1.0057 |
1.0058 |
0.0001 |
0.0% |
1.0075 |
| Close |
1.0063 |
1.0106 |
0.0043 |
0.4% |
1.0099 |
| Range |
0.0042 |
0.0064 |
0.0022 |
52.4% |
0.0237 |
| ATR |
0.0123 |
0.0118 |
-0.0004 |
-3.4% |
0.0000 |
| Volume |
66,300 |
129,932 |
63,632 |
96.0% |
704,541 |
|
| Daily Pivots for day following 07-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0287 |
1.0261 |
1.0141 |
|
| R3 |
1.0223 |
1.0197 |
1.0124 |
|
| R2 |
1.0159 |
1.0159 |
1.0118 |
|
| R1 |
1.0133 |
1.0133 |
1.0112 |
1.0146 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0102 |
| S1 |
1.0069 |
1.0069 |
1.0100 |
1.0082 |
| S2 |
1.0031 |
1.0031 |
1.0094 |
|
| S3 |
0.9967 |
1.0005 |
1.0088 |
|
| S4 |
0.9903 |
0.9941 |
1.0071 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0723 |
1.0229 |
|
| R3 |
1.0636 |
1.0486 |
1.0164 |
|
| R2 |
1.0399 |
1.0399 |
1.0142 |
|
| R1 |
1.0249 |
1.0249 |
1.0121 |
1.0206 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0140 |
| S1 |
1.0012 |
1.0012 |
1.0077 |
0.9969 |
| S2 |
0.9925 |
0.9925 |
1.0056 |
|
| S3 |
0.9688 |
0.9775 |
1.0034 |
|
| S4 |
0.9451 |
0.9538 |
0.9969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0310 |
1.0057 |
0.0253 |
2.5% |
0.0091 |
0.9% |
19% |
False |
False |
128,483 |
| 10 |
1.0312 |
1.0026 |
0.0286 |
2.8% |
0.0098 |
1.0% |
28% |
False |
False |
143,712 |
| 20 |
1.0383 |
1.0008 |
0.0375 |
3.7% |
0.0118 |
1.2% |
26% |
False |
False |
176,779 |
| 40 |
1.0809 |
1.0008 |
0.0801 |
7.9% |
0.0130 |
1.3% |
12% |
False |
False |
174,862 |
| 60 |
1.1014 |
1.0008 |
0.1006 |
10.0% |
0.0134 |
1.3% |
10% |
False |
False |
119,270 |
| 80 |
1.1398 |
1.0008 |
0.1390 |
13.8% |
0.0130 |
1.3% |
7% |
False |
False |
89,547 |
| 100 |
1.2086 |
1.0008 |
0.2078 |
20.6% |
0.0118 |
1.2% |
5% |
False |
False |
71,653 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
26.0% |
0.0103 |
1.0% |
4% |
False |
False |
59,712 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0394 |
|
2.618 |
1.0290 |
|
1.618 |
1.0226 |
|
1.000 |
1.0186 |
|
0.618 |
1.0162 |
|
HIGH |
1.0122 |
|
0.618 |
1.0098 |
|
0.500 |
1.0090 |
|
0.382 |
1.0082 |
|
LOW |
1.0058 |
|
0.618 |
1.0018 |
|
1.000 |
0.9994 |
|
1.618 |
0.9954 |
|
2.618 |
0.9890 |
|
4.250 |
0.9786 |
|
|
| Fisher Pivots for day following 07-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0101 |
1.0137 |
| PP |
1.0095 |
1.0127 |
| S1 |
1.0090 |
1.0116 |
|