CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
1.0105 |
0.0000 |
0.0% |
1.0206 |
| High |
1.0147 |
1.0140 |
-0.0007 |
-0.1% |
1.0312 |
| Low |
1.0087 |
0.9922 |
-0.0165 |
-1.6% |
1.0075 |
| Close |
1.0123 |
0.9944 |
-0.0179 |
-1.8% |
1.0099 |
| Range |
0.0060 |
0.0218 |
0.0158 |
263.3% |
0.0237 |
| ATR |
0.0114 |
0.0122 |
0.0007 |
6.5% |
0.0000 |
| Volume |
120,886 |
246,629 |
125,743 |
104.0% |
704,541 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0656 |
1.0518 |
1.0064 |
|
| R3 |
1.0438 |
1.0300 |
1.0004 |
|
| R2 |
1.0220 |
1.0220 |
0.9984 |
|
| R1 |
1.0082 |
1.0082 |
0.9964 |
1.0042 |
| PP |
1.0002 |
1.0002 |
1.0002 |
0.9982 |
| S1 |
0.9864 |
0.9864 |
0.9924 |
0.9824 |
| S2 |
0.9784 |
0.9784 |
0.9904 |
|
| S3 |
0.9566 |
0.9646 |
0.9884 |
|
| S4 |
0.9348 |
0.9428 |
0.9824 |
|
|
| 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 |
1.0217 |
0.9922 |
0.0295 |
3.0% |
0.0105 |
1.1% |
7% |
False |
True |
147,207 |
| 10 |
1.0312 |
0.9922 |
0.0390 |
3.9% |
0.0114 |
1.1% |
6% |
False |
True |
152,503 |
| 20 |
1.0383 |
0.9922 |
0.0461 |
4.6% |
0.0123 |
1.2% |
5% |
False |
True |
174,982 |
| 40 |
1.0809 |
0.9922 |
0.0887 |
8.9% |
0.0132 |
1.3% |
2% |
False |
True |
179,779 |
| 60 |
1.1014 |
0.9922 |
0.1092 |
11.0% |
0.0132 |
1.3% |
2% |
False |
True |
125,376 |
| 80 |
1.1398 |
0.9922 |
0.1476 |
14.8% |
0.0132 |
1.3% |
1% |
False |
True |
94,132 |
| 100 |
1.2010 |
0.9922 |
0.2088 |
21.0% |
0.0120 |
1.2% |
1% |
False |
True |
75,327 |
| 120 |
1.2400 |
0.9922 |
0.2478 |
24.9% |
0.0104 |
1.1% |
1% |
False |
True |
62,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1067 |
|
2.618 |
1.0711 |
|
1.618 |
1.0493 |
|
1.000 |
1.0358 |
|
0.618 |
1.0275 |
|
HIGH |
1.0140 |
|
0.618 |
1.0057 |
|
0.500 |
1.0031 |
|
0.382 |
1.0005 |
|
LOW |
0.9922 |
|
0.618 |
0.9787 |
|
1.000 |
0.9704 |
|
1.618 |
0.9569 |
|
2.618 |
0.9351 |
|
4.250 |
0.8996 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0031 |
1.0035 |
| PP |
1.0002 |
1.0004 |
| S1 |
0.9973 |
0.9974 |
|