CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0105 |
0.9940 |
-0.0165 |
-1.6% |
1.0090 |
| High |
1.0140 |
0.9947 |
-0.0193 |
-1.9% |
1.0147 |
| Low |
0.9922 |
0.9807 |
-0.0115 |
-1.2% |
0.9807 |
| Close |
0.9944 |
0.9850 |
-0.0094 |
-0.9% |
0.9850 |
| Range |
0.0218 |
0.0140 |
-0.0078 |
-35.8% |
0.0340 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
1.1% |
0.0000 |
| Volume |
246,629 |
243,192 |
-3,437 |
-1.4% |
806,939 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0288 |
1.0209 |
0.9927 |
|
| R3 |
1.0148 |
1.0069 |
0.9889 |
|
| R2 |
1.0008 |
1.0008 |
0.9876 |
|
| R1 |
0.9929 |
0.9929 |
0.9863 |
0.9899 |
| PP |
0.9868 |
0.9868 |
0.9868 |
0.9853 |
| S1 |
0.9789 |
0.9789 |
0.9837 |
0.9759 |
| S2 |
0.9728 |
0.9728 |
0.9824 |
|
| S3 |
0.9588 |
0.9649 |
0.9812 |
|
| S4 |
0.9448 |
0.9509 |
0.9773 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0742 |
1.0037 |
|
| R3 |
1.0615 |
1.0402 |
0.9944 |
|
| R2 |
1.0275 |
1.0275 |
0.9912 |
|
| R1 |
1.0062 |
1.0062 |
0.9881 |
0.9999 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9903 |
| S1 |
0.9722 |
0.9722 |
0.9819 |
0.9659 |
| S2 |
0.9595 |
0.9595 |
0.9788 |
|
| S3 |
0.9255 |
0.9382 |
0.9757 |
|
| S4 |
0.8915 |
0.9042 |
0.9663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0147 |
0.9807 |
0.0340 |
3.5% |
0.0105 |
1.1% |
13% |
False |
True |
161,387 |
| 10 |
1.0312 |
0.9807 |
0.0505 |
5.1% |
0.0109 |
1.1% |
9% |
False |
True |
151,148 |
| 20 |
1.0383 |
0.9807 |
0.0576 |
5.8% |
0.0120 |
1.2% |
7% |
False |
True |
176,817 |
| 40 |
1.0809 |
0.9807 |
0.1002 |
10.2% |
0.0133 |
1.3% |
4% |
False |
True |
183,371 |
| 60 |
1.1014 |
0.9807 |
0.1207 |
12.3% |
0.0132 |
1.3% |
4% |
False |
True |
129,411 |
| 80 |
1.1398 |
0.9807 |
0.1591 |
16.2% |
0.0132 |
1.3% |
3% |
False |
True |
97,171 |
| 100 |
1.1960 |
0.9807 |
0.2153 |
21.9% |
0.0121 |
1.2% |
2% |
False |
True |
77,759 |
| 120 |
1.2380 |
0.9807 |
0.2573 |
26.1% |
0.0105 |
1.1% |
2% |
False |
True |
64,802 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0542 |
|
2.618 |
1.0314 |
|
1.618 |
1.0174 |
|
1.000 |
1.0087 |
|
0.618 |
1.0034 |
|
HIGH |
0.9947 |
|
0.618 |
0.9894 |
|
0.500 |
0.9877 |
|
0.382 |
0.9860 |
|
LOW |
0.9807 |
|
0.618 |
0.9720 |
|
1.000 |
0.9667 |
|
1.618 |
0.9580 |
|
2.618 |
0.9440 |
|
4.250 |
0.9212 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9877 |
0.9977 |
| PP |
0.9868 |
0.9935 |
| S1 |
0.9859 |
0.9892 |
|