CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9756 |
0.9699 |
-0.0057 |
-0.6% |
0.9830 |
| High |
0.9772 |
0.9919 |
0.0147 |
1.5% |
0.9877 |
| Low |
0.9640 |
0.9656 |
0.0016 |
0.2% |
0.9680 |
| Close |
0.9690 |
0.9817 |
0.0127 |
1.3% |
0.9692 |
| Range |
0.0132 |
0.0263 |
0.0131 |
99.2% |
0.0197 |
| ATR |
0.0112 |
0.0123 |
0.0011 |
9.6% |
0.0000 |
| Volume |
254,504 |
395,083 |
140,579 |
55.2% |
890,866 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0586 |
1.0465 |
0.9962 |
|
| R3 |
1.0323 |
1.0202 |
0.9889 |
|
| R2 |
1.0060 |
1.0060 |
0.9865 |
|
| R1 |
0.9939 |
0.9939 |
0.9841 |
1.0000 |
| PP |
0.9797 |
0.9797 |
0.9797 |
0.9828 |
| S1 |
0.9676 |
0.9676 |
0.9793 |
0.9737 |
| S2 |
0.9534 |
0.9534 |
0.9769 |
|
| S3 |
0.9271 |
0.9413 |
0.9745 |
|
| S4 |
0.9008 |
0.9150 |
0.9672 |
|
|
| 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 |
0.9919 |
0.9640 |
0.0279 |
2.8% |
0.0138 |
1.4% |
63% |
True |
False |
216,361 |
| 10 |
0.9947 |
0.9640 |
0.0307 |
3.1% |
0.0118 |
1.2% |
58% |
False |
False |
205,017 |
| 20 |
1.0312 |
0.9640 |
0.0672 |
6.8% |
0.0116 |
1.2% |
26% |
False |
False |
178,760 |
| 40 |
1.0809 |
0.9640 |
0.1169 |
11.9% |
0.0129 |
1.3% |
15% |
False |
False |
192,198 |
| 60 |
1.0876 |
0.9640 |
0.1236 |
12.6% |
0.0126 |
1.3% |
14% |
False |
False |
159,151 |
| 80 |
1.1026 |
0.9640 |
0.1386 |
14.1% |
0.0130 |
1.3% |
13% |
False |
False |
119,728 |
| 100 |
1.1654 |
0.9640 |
0.2014 |
20.5% |
0.0126 |
1.3% |
9% |
False |
False |
95,826 |
| 120 |
1.2242 |
0.9640 |
0.2602 |
26.5% |
0.0112 |
1.1% |
7% |
False |
False |
79,858 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1037 |
|
2.618 |
1.0608 |
|
1.618 |
1.0345 |
|
1.000 |
1.0182 |
|
0.618 |
1.0082 |
|
HIGH |
0.9919 |
|
0.618 |
0.9819 |
|
0.500 |
0.9788 |
|
0.382 |
0.9756 |
|
LOW |
0.9656 |
|
0.618 |
0.9493 |
|
1.000 |
0.9393 |
|
1.618 |
0.9230 |
|
2.618 |
0.8967 |
|
4.250 |
0.8538 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9807 |
0.9805 |
| PP |
0.9797 |
0.9792 |
| S1 |
0.9788 |
0.9780 |
|