CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9745 |
0.9778 |
0.0033 |
0.3% |
0.9830 |
| High |
0.9790 |
0.9797 |
0.0007 |
0.1% |
0.9877 |
| Low |
0.9692 |
0.9720 |
0.0028 |
0.3% |
0.9680 |
| Close |
0.9781 |
0.9752 |
-0.0029 |
-0.3% |
0.9692 |
| Range |
0.0098 |
0.0077 |
-0.0021 |
-21.4% |
0.0197 |
| ATR |
0.0113 |
0.0110 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
125,687 |
140,847 |
15,160 |
12.1% |
890,866 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9987 |
0.9947 |
0.9794 |
|
| R3 |
0.9910 |
0.9870 |
0.9773 |
|
| R2 |
0.9833 |
0.9833 |
0.9766 |
|
| R1 |
0.9793 |
0.9793 |
0.9759 |
0.9775 |
| PP |
0.9756 |
0.9756 |
0.9756 |
0.9747 |
| S1 |
0.9716 |
0.9716 |
0.9745 |
0.9698 |
| S2 |
0.9679 |
0.9679 |
0.9738 |
|
| S3 |
0.9602 |
0.9639 |
0.9731 |
|
| S4 |
0.9525 |
0.9562 |
0.9710 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0213 |
0.9800 |
|
| R3 |
1.0144 |
1.0016 |
0.9746 |
|
| R2 |
0.9947 |
0.9947 |
0.9728 |
|
| R1 |
0.9819 |
0.9819 |
0.9710 |
0.9785 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9732 |
| S1 |
0.9622 |
0.9622 |
0.9674 |
0.9588 |
| S2 |
0.9553 |
0.9553 |
0.9656 |
|
| S3 |
0.9356 |
0.9425 |
0.9638 |
|
| S4 |
0.9159 |
0.9228 |
0.9584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9822 |
0.9680 |
0.0142 |
1.5% |
0.0093 |
1.0% |
51% |
False |
False |
163,517 |
| 10 |
1.0147 |
0.9680 |
0.0467 |
4.8% |
0.0106 |
1.1% |
15% |
False |
False |
176,810 |
| 20 |
1.0312 |
0.9680 |
0.0632 |
6.5% |
0.0102 |
1.0% |
11% |
False |
False |
160,261 |
| 40 |
1.0809 |
0.9680 |
0.1129 |
11.6% |
0.0124 |
1.3% |
6% |
False |
False |
182,315 |
| 60 |
1.0983 |
0.9680 |
0.1303 |
13.4% |
0.0125 |
1.3% |
6% |
False |
False |
148,557 |
| 80 |
1.1072 |
0.9680 |
0.1392 |
14.3% |
0.0127 |
1.3% |
5% |
False |
False |
111,614 |
| 100 |
1.1693 |
0.9680 |
0.2013 |
20.6% |
0.0123 |
1.3% |
4% |
False |
False |
89,331 |
| 120 |
1.2242 |
0.9680 |
0.2562 |
26.3% |
0.0109 |
1.1% |
3% |
False |
False |
74,445 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0124 |
|
2.618 |
0.9999 |
|
1.618 |
0.9922 |
|
1.000 |
0.9874 |
|
0.618 |
0.9845 |
|
HIGH |
0.9797 |
|
0.618 |
0.9768 |
|
0.500 |
0.9759 |
|
0.382 |
0.9749 |
|
LOW |
0.9720 |
|
0.618 |
0.9672 |
|
1.000 |
0.9643 |
|
1.618 |
0.9595 |
|
2.618 |
0.9518 |
|
4.250 |
0.9393 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9759 |
0.9748 |
| PP |
0.9756 |
0.9744 |
| S1 |
0.9754 |
0.9740 |
|