CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0287 |
1.0212 |
-0.0075 |
-0.7% |
1.0215 |
| High |
1.0301 |
1.0212 |
-0.0089 |
-0.9% |
1.0310 |
| Low |
1.0171 |
1.0086 |
-0.0085 |
-0.8% |
1.0086 |
| Close |
1.0216 |
1.0105 |
-0.0111 |
-1.1% |
1.0105 |
| Range |
0.0130 |
0.0126 |
-0.0004 |
-3.1% |
0.0224 |
| ATR |
0.0116 |
0.0117 |
0.0001 |
0.9% |
0.0000 |
| Volume |
131 |
74 |
-57 |
-43.5% |
851 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0512 |
1.0435 |
1.0174 |
|
| R3 |
1.0386 |
1.0309 |
1.0140 |
|
| R2 |
1.0260 |
1.0260 |
1.0128 |
|
| R1 |
1.0183 |
1.0183 |
1.0117 |
1.0159 |
| PP |
1.0134 |
1.0134 |
1.0134 |
1.0122 |
| S1 |
1.0057 |
1.0057 |
1.0093 |
1.0033 |
| S2 |
1.0008 |
1.0008 |
1.0082 |
|
| S3 |
0.9882 |
0.9931 |
1.0070 |
|
| S4 |
0.9756 |
0.9805 |
1.0036 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0839 |
1.0696 |
1.0228 |
|
| R3 |
1.0615 |
1.0472 |
1.0167 |
|
| R2 |
1.0391 |
1.0391 |
1.0146 |
|
| R1 |
1.0248 |
1.0248 |
1.0126 |
1.0208 |
| PP |
1.0167 |
1.0167 |
1.0167 |
1.0147 |
| S1 |
1.0024 |
1.0024 |
1.0084 |
0.9984 |
| S2 |
0.9943 |
0.9943 |
1.0064 |
|
| S3 |
0.9719 |
0.9800 |
1.0043 |
|
| S4 |
0.9495 |
0.9576 |
0.9982 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0310 |
1.0086 |
0.0224 |
2.2% |
0.0102 |
1.0% |
8% |
False |
True |
170 |
| 10 |
1.0310 |
1.0024 |
0.0286 |
2.8% |
0.0096 |
1.0% |
28% |
False |
False |
143 |
| 20 |
1.0387 |
1.0016 |
0.0371 |
3.7% |
0.0112 |
1.1% |
24% |
False |
False |
284 |
| 40 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0113 |
1.1% |
11% |
False |
False |
176 |
| 60 |
1.1017 |
1.0016 |
0.1001 |
9.9% |
0.0105 |
1.0% |
9% |
False |
False |
129 |
| 80 |
1.1455 |
1.0016 |
0.1439 |
14.2% |
0.0098 |
1.0% |
6% |
False |
False |
105 |
| 100 |
1.2200 |
1.0016 |
0.2184 |
21.6% |
0.0087 |
0.9% |
4% |
False |
False |
85 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
26.0% |
0.0075 |
0.7% |
3% |
False |
False |
72 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0748 |
|
2.618 |
1.0542 |
|
1.618 |
1.0416 |
|
1.000 |
1.0338 |
|
0.618 |
1.0290 |
|
HIGH |
1.0212 |
|
0.618 |
1.0164 |
|
0.500 |
1.0149 |
|
0.382 |
1.0134 |
|
LOW |
1.0086 |
|
0.618 |
1.0008 |
|
1.000 |
0.9960 |
|
1.618 |
0.9882 |
|
2.618 |
0.9756 |
|
4.250 |
0.9551 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0149 |
1.0198 |
| PP |
1.0134 |
1.0167 |
| S1 |
1.0120 |
1.0136 |
|