CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0212 |
1.0090 |
-0.0122 |
-1.2% |
1.0215 |
| High |
1.0212 |
1.0096 |
-0.0116 |
-1.1% |
1.0310 |
| Low |
1.0086 |
1.0067 |
-0.0019 |
-0.2% |
1.0086 |
| Close |
1.0105 |
1.0069 |
-0.0036 |
-0.4% |
1.0105 |
| Range |
0.0126 |
0.0029 |
-0.0097 |
-77.0% |
0.0224 |
| ATR |
0.0117 |
0.0111 |
-0.0006 |
-4.8% |
0.0000 |
| Volume |
74 |
443 |
369 |
498.6% |
851 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0164 |
1.0146 |
1.0085 |
|
| R3 |
1.0135 |
1.0117 |
1.0077 |
|
| R2 |
1.0106 |
1.0106 |
1.0074 |
|
| R1 |
1.0088 |
1.0088 |
1.0072 |
1.0083 |
| PP |
1.0077 |
1.0077 |
1.0077 |
1.0075 |
| S1 |
1.0059 |
1.0059 |
1.0066 |
1.0054 |
| S2 |
1.0048 |
1.0048 |
1.0064 |
|
| S3 |
1.0019 |
1.0030 |
1.0061 |
|
| S4 |
0.9990 |
1.0001 |
1.0053 |
|
|
| 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 |
1.0067 |
0.0243 |
2.4% |
0.0092 |
0.9% |
1% |
False |
True |
198 |
| 10 |
1.0310 |
1.0041 |
0.0269 |
2.7% |
0.0091 |
0.9% |
10% |
False |
False |
175 |
| 20 |
1.0387 |
1.0016 |
0.0371 |
3.7% |
0.0107 |
1.1% |
14% |
False |
False |
294 |
| 40 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0111 |
1.1% |
7% |
False |
False |
185 |
| 60 |
1.1017 |
1.0016 |
0.1001 |
9.9% |
0.0105 |
1.0% |
5% |
False |
False |
136 |
| 80 |
1.1393 |
1.0016 |
0.1377 |
13.7% |
0.0098 |
1.0% |
4% |
False |
False |
110 |
| 100 |
1.2156 |
1.0016 |
0.2140 |
21.3% |
0.0086 |
0.9% |
2% |
False |
False |
90 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
26.1% |
0.0076 |
0.8% |
2% |
False |
False |
75 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0219 |
|
2.618 |
1.0172 |
|
1.618 |
1.0143 |
|
1.000 |
1.0125 |
|
0.618 |
1.0114 |
|
HIGH |
1.0096 |
|
0.618 |
1.0085 |
|
0.500 |
1.0082 |
|
0.382 |
1.0078 |
|
LOW |
1.0067 |
|
0.618 |
1.0049 |
|
1.000 |
1.0038 |
|
1.618 |
1.0020 |
|
2.618 |
0.9991 |
|
4.250 |
0.9944 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0082 |
1.0184 |
| PP |
1.0077 |
1.0146 |
| S1 |
1.0073 |
1.0107 |
|