CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9940 |
0.9830 |
-0.0110 |
-1.1% |
1.0090 |
| High |
0.9947 |
0.9852 |
-0.0095 |
-1.0% |
1.0147 |
| Low |
0.9807 |
0.9790 |
-0.0017 |
-0.2% |
0.9807 |
| Close |
0.9850 |
0.9811 |
-0.0039 |
-0.4% |
0.9850 |
| Range |
0.0140 |
0.0062 |
-0.0078 |
-55.7% |
0.0340 |
| ATR |
0.0123 |
0.0119 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
243,192 |
159,237 |
-83,955 |
-34.5% |
806,939 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0004 |
0.9969 |
0.9845 |
|
| R3 |
0.9942 |
0.9907 |
0.9828 |
|
| R2 |
0.9880 |
0.9880 |
0.9822 |
|
| R1 |
0.9845 |
0.9845 |
0.9817 |
0.9832 |
| PP |
0.9818 |
0.9818 |
0.9818 |
0.9811 |
| S1 |
0.9783 |
0.9783 |
0.9805 |
0.9770 |
| S2 |
0.9756 |
0.9756 |
0.9800 |
|
| S3 |
0.9694 |
0.9721 |
0.9794 |
|
| S4 |
0.9632 |
0.9659 |
0.9777 |
|
|
| 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 |
0.9790 |
0.0357 |
3.6% |
0.0109 |
1.1% |
6% |
False |
True |
179,975 |
| 10 |
1.0312 |
0.9790 |
0.0522 |
5.3% |
0.0106 |
1.1% |
4% |
False |
True |
156,265 |
| 20 |
1.0365 |
0.9790 |
0.0575 |
5.9% |
0.0111 |
1.1% |
4% |
False |
True |
169,957 |
| 40 |
1.0809 |
0.9790 |
0.1019 |
10.4% |
0.0131 |
1.3% |
2% |
False |
True |
181,985 |
| 60 |
1.1014 |
0.9790 |
0.1224 |
12.5% |
0.0131 |
1.3% |
2% |
False |
True |
132,051 |
| 80 |
1.1359 |
0.9790 |
0.1569 |
16.0% |
0.0132 |
1.3% |
1% |
False |
True |
99,160 |
| 100 |
1.1944 |
0.9790 |
0.2154 |
22.0% |
0.0121 |
1.2% |
1% |
False |
True |
79,351 |
| 120 |
1.2322 |
0.9790 |
0.2532 |
25.8% |
0.0105 |
1.1% |
1% |
False |
True |
66,129 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0116 |
|
2.618 |
1.0014 |
|
1.618 |
0.9952 |
|
1.000 |
0.9914 |
|
0.618 |
0.9890 |
|
HIGH |
0.9852 |
|
0.618 |
0.9828 |
|
0.500 |
0.9821 |
|
0.382 |
0.9814 |
|
LOW |
0.9790 |
|
0.618 |
0.9752 |
|
1.000 |
0.9728 |
|
1.618 |
0.9690 |
|
2.618 |
0.9628 |
|
4.250 |
0.9527 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9821 |
0.9965 |
| PP |
0.9818 |
0.9914 |
| S1 |
0.9814 |
0.9862 |
|