CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9807 |
0.9880 |
0.0073 |
0.7% |
0.9745 |
| High |
0.9937 |
0.9928 |
-0.0009 |
-0.1% |
0.9937 |
| Low |
0.9749 |
0.9756 |
0.0007 |
0.1% |
0.9640 |
| Close |
0.9900 |
0.9797 |
-0.0103 |
-1.0% |
0.9900 |
| Range |
0.0188 |
0.0172 |
-0.0016 |
-8.5% |
0.0297 |
| ATR |
0.0127 |
0.0131 |
0.0003 |
2.5% |
0.0000 |
| Volume |
291,296 |
280,909 |
-10,387 |
-3.6% |
1,207,417 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0242 |
0.9892 |
|
| R3 |
1.0171 |
1.0070 |
0.9844 |
|
| R2 |
0.9999 |
0.9999 |
0.9829 |
|
| R1 |
0.9898 |
0.9898 |
0.9813 |
0.9863 |
| PP |
0.9827 |
0.9827 |
0.9827 |
0.9809 |
| S1 |
0.9726 |
0.9726 |
0.9781 |
0.9691 |
| S2 |
0.9655 |
0.9655 |
0.9765 |
|
| S3 |
0.9483 |
0.9554 |
0.9750 |
|
| S4 |
0.9311 |
0.9382 |
0.9702 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0605 |
1.0063 |
|
| R3 |
1.0420 |
1.0308 |
0.9982 |
|
| R2 |
1.0123 |
1.0123 |
0.9954 |
|
| R1 |
1.0011 |
1.0011 |
0.9927 |
1.0067 |
| PP |
0.9826 |
0.9826 |
0.9826 |
0.9854 |
| S1 |
0.9714 |
0.9714 |
0.9873 |
0.9770 |
| S2 |
0.9529 |
0.9529 |
0.9846 |
|
| S3 |
0.9232 |
0.9417 |
0.9818 |
|
| S4 |
0.8935 |
0.9120 |
0.9737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9937 |
0.9640 |
0.0297 |
3.0% |
0.0166 |
1.7% |
53% |
False |
False |
272,527 |
| 10 |
0.9937 |
0.9640 |
0.0297 |
3.0% |
0.0134 |
1.4% |
53% |
False |
False |
221,995 |
| 20 |
1.0312 |
0.9640 |
0.0672 |
6.9% |
0.0120 |
1.2% |
23% |
False |
False |
189,130 |
| 40 |
1.0809 |
0.9640 |
0.1169 |
11.9% |
0.0133 |
1.4% |
13% |
False |
False |
200,435 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.9% |
0.0128 |
1.3% |
13% |
False |
False |
168,549 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
14.0% |
0.0133 |
1.4% |
11% |
False |
False |
126,864 |
| 100 |
1.1521 |
0.9640 |
0.1881 |
19.2% |
0.0128 |
1.3% |
8% |
False |
False |
101,545 |
| 120 |
1.2242 |
0.9640 |
0.2602 |
26.6% |
0.0115 |
1.2% |
6% |
False |
False |
84,627 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0659 |
|
2.618 |
1.0378 |
|
1.618 |
1.0206 |
|
1.000 |
1.0100 |
|
0.618 |
1.0034 |
|
HIGH |
0.9928 |
|
0.618 |
0.9862 |
|
0.500 |
0.9842 |
|
0.382 |
0.9822 |
|
LOW |
0.9756 |
|
0.618 |
0.9650 |
|
1.000 |
0.9584 |
|
1.618 |
0.9478 |
|
2.618 |
0.9306 |
|
4.250 |
0.9025 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9842 |
0.9797 |
| PP |
0.9827 |
0.9797 |
| S1 |
0.9812 |
0.9797 |
|