CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0069 |
1.0105 |
0.0036 |
0.4% |
1.0206 |
| High |
1.0122 |
1.0147 |
0.0025 |
0.2% |
1.0312 |
| Low |
1.0058 |
1.0087 |
0.0029 |
0.3% |
1.0075 |
| Close |
1.0106 |
1.0123 |
0.0017 |
0.2% |
1.0099 |
| Range |
0.0064 |
0.0060 |
-0.0004 |
-6.3% |
0.0237 |
| ATR |
0.0118 |
0.0114 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
129,932 |
120,886 |
-9,046 |
-7.0% |
704,541 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0299 |
1.0271 |
1.0156 |
|
| R3 |
1.0239 |
1.0211 |
1.0140 |
|
| R2 |
1.0179 |
1.0179 |
1.0134 |
|
| R1 |
1.0151 |
1.0151 |
1.0129 |
1.0165 |
| PP |
1.0119 |
1.0119 |
1.0119 |
1.0126 |
| S1 |
1.0091 |
1.0091 |
1.0118 |
1.0105 |
| S2 |
1.0059 |
1.0059 |
1.0112 |
|
| S3 |
0.9999 |
1.0031 |
1.0107 |
|
| S4 |
0.9939 |
0.9971 |
1.0090 |
|
|
| 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 |
1.0303 |
1.0057 |
0.0246 |
2.4% |
0.0089 |
0.9% |
27% |
False |
False |
130,055 |
| 10 |
1.0312 |
1.0047 |
0.0265 |
2.6% |
0.0098 |
1.0% |
29% |
False |
False |
142,175 |
| 20 |
1.0383 |
1.0008 |
0.0375 |
3.7% |
0.0116 |
1.1% |
31% |
False |
False |
172,534 |
| 40 |
1.0809 |
1.0008 |
0.0801 |
7.9% |
0.0128 |
1.3% |
14% |
False |
False |
175,909 |
| 60 |
1.1014 |
1.0008 |
0.1006 |
9.9% |
0.0131 |
1.3% |
11% |
False |
False |
121,275 |
| 80 |
1.1398 |
1.0008 |
0.1390 |
13.7% |
0.0130 |
1.3% |
8% |
False |
False |
91,051 |
| 100 |
1.2010 |
1.0008 |
0.2002 |
19.8% |
0.0118 |
1.2% |
6% |
False |
False |
72,861 |
| 120 |
1.2607 |
1.0008 |
0.2599 |
25.7% |
0.0104 |
1.0% |
4% |
False |
False |
60,720 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0402 |
|
2.618 |
1.0304 |
|
1.618 |
1.0244 |
|
1.000 |
1.0207 |
|
0.618 |
1.0184 |
|
HIGH |
1.0147 |
|
0.618 |
1.0124 |
|
0.500 |
1.0117 |
|
0.382 |
1.0110 |
|
LOW |
1.0087 |
|
0.618 |
1.0050 |
|
1.000 |
1.0027 |
|
1.618 |
0.9990 |
|
2.618 |
0.9930 |
|
4.250 |
0.9832 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0121 |
1.0116 |
| PP |
1.0119 |
1.0109 |
| S1 |
1.0117 |
1.0102 |
|