CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9777 |
0.9890 |
0.0113 |
1.2% |
0.9745 |
| High |
0.9931 |
0.9955 |
0.0024 |
0.2% |
0.9937 |
| Low |
0.9754 |
0.9823 |
0.0069 |
0.7% |
0.9640 |
| Close |
0.9886 |
0.9907 |
0.0021 |
0.2% |
0.9900 |
| Range |
0.0177 |
0.0132 |
-0.0045 |
-25.4% |
0.0297 |
| ATR |
0.0134 |
0.0134 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
252,661 |
267,611 |
14,950 |
5.9% |
1,207,417 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0291 |
1.0231 |
0.9980 |
|
| R3 |
1.0159 |
1.0099 |
0.9943 |
|
| R2 |
1.0027 |
1.0027 |
0.9931 |
|
| R1 |
0.9967 |
0.9967 |
0.9919 |
0.9997 |
| PP |
0.9895 |
0.9895 |
0.9895 |
0.9910 |
| S1 |
0.9835 |
0.9835 |
0.9895 |
0.9865 |
| S2 |
0.9763 |
0.9763 |
0.9883 |
|
| S3 |
0.9631 |
0.9703 |
0.9871 |
|
| S4 |
0.9499 |
0.9571 |
0.9834 |
|
|
| 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 |
0.9955 |
0.9656 |
0.0299 |
3.0% |
0.0186 |
1.9% |
84% |
True |
False |
297,512 |
| 10 |
0.9955 |
0.9640 |
0.0315 |
3.2% |
0.0144 |
1.5% |
85% |
True |
False |
237,487 |
| 20 |
1.0303 |
0.9640 |
0.0663 |
6.7% |
0.0126 |
1.3% |
40% |
False |
False |
201,978 |
| 40 |
1.0789 |
0.9640 |
0.1149 |
11.6% |
0.0135 |
1.4% |
23% |
False |
False |
206,023 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.8% |
0.0131 |
1.3% |
23% |
False |
False |
176,865 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.9% |
0.0133 |
1.3% |
19% |
False |
False |
133,356 |
| 100 |
1.1518 |
0.9640 |
0.1878 |
19.0% |
0.0129 |
1.3% |
14% |
False |
False |
106,745 |
| 120 |
1.2180 |
0.9640 |
0.2540 |
25.6% |
0.0117 |
1.2% |
11% |
False |
False |
88,962 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0516 |
|
2.618 |
1.0301 |
|
1.618 |
1.0169 |
|
1.000 |
1.0087 |
|
0.618 |
1.0037 |
|
HIGH |
0.9955 |
|
0.618 |
0.9905 |
|
0.500 |
0.9889 |
|
0.382 |
0.9873 |
|
LOW |
0.9823 |
|
0.618 |
0.9741 |
|
1.000 |
0.9691 |
|
1.618 |
0.9609 |
|
2.618 |
0.9477 |
|
4.250 |
0.9262 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9901 |
0.9890 |
| PP |
0.9895 |
0.9872 |
| S1 |
0.9889 |
0.9855 |
|