CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0287 |
0.0009 |
0.1% |
1.0024 |
| High |
1.0310 |
1.0301 |
-0.0009 |
-0.1% |
1.0258 |
| Low |
1.0245 |
1.0171 |
-0.0074 |
-0.7% |
1.0024 |
| Close |
1.0277 |
1.0216 |
-0.0061 |
-0.6% |
1.0189 |
| Range |
0.0065 |
0.0130 |
0.0065 |
100.0% |
0.0234 |
| ATR |
0.0115 |
0.0116 |
0.0001 |
0.9% |
0.0000 |
| Volume |
292 |
131 |
-161 |
-55.1% |
581 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0619 |
1.0548 |
1.0288 |
|
| R3 |
1.0489 |
1.0418 |
1.0252 |
|
| R2 |
1.0359 |
1.0359 |
1.0240 |
|
| R1 |
1.0288 |
1.0288 |
1.0228 |
1.0259 |
| PP |
1.0229 |
1.0229 |
1.0229 |
1.0215 |
| S1 |
1.0158 |
1.0158 |
1.0204 |
1.0129 |
| S2 |
1.0099 |
1.0099 |
1.0192 |
|
| S3 |
0.9969 |
1.0028 |
1.0180 |
|
| S4 |
0.9839 |
0.9898 |
1.0145 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0758 |
1.0318 |
|
| R3 |
1.0625 |
1.0524 |
1.0253 |
|
| R2 |
1.0391 |
1.0391 |
1.0232 |
|
| R1 |
1.0290 |
1.0290 |
1.0210 |
1.0341 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0182 |
| S1 |
1.0056 |
1.0056 |
1.0168 |
1.0107 |
| S2 |
0.9923 |
0.9923 |
1.0146 |
|
| S3 |
0.9689 |
0.9822 |
1.0125 |
|
| S4 |
0.9455 |
0.9588 |
1.0060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0310 |
1.0079 |
0.0231 |
2.3% |
0.0112 |
1.1% |
59% |
False |
False |
173 |
| 10 |
1.0310 |
1.0024 |
0.0286 |
2.8% |
0.0099 |
1.0% |
67% |
False |
False |
141 |
| 20 |
1.0455 |
1.0016 |
0.0439 |
4.3% |
0.0117 |
1.1% |
46% |
False |
False |
291 |
| 40 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0113 |
1.1% |
25% |
False |
False |
174 |
| 60 |
1.1017 |
1.0016 |
0.1001 |
9.8% |
0.0104 |
1.0% |
20% |
False |
False |
128 |
| 80 |
1.1528 |
1.0016 |
0.1512 |
14.8% |
0.0098 |
1.0% |
13% |
False |
False |
105 |
| 100 |
1.2200 |
1.0016 |
0.2184 |
21.4% |
0.0086 |
0.8% |
9% |
False |
False |
85 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
25.7% |
0.0074 |
0.7% |
8% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0854 |
|
2.618 |
1.0641 |
|
1.618 |
1.0511 |
|
1.000 |
1.0431 |
|
0.618 |
1.0381 |
|
HIGH |
1.0301 |
|
0.618 |
1.0251 |
|
0.500 |
1.0236 |
|
0.382 |
1.0221 |
|
LOW |
1.0171 |
|
0.618 |
1.0091 |
|
1.000 |
1.0041 |
|
1.618 |
0.9961 |
|
2.618 |
0.9831 |
|
4.250 |
0.9619 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0236 |
1.0241 |
| PP |
1.0229 |
1.0232 |
| S1 |
1.0223 |
1.0224 |
|