CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0076 |
1.0144 |
0.0068 |
0.7% |
1.0215 |
| High |
1.0125 |
1.0148 |
0.0023 |
0.2% |
1.0310 |
| Low |
1.0075 |
1.0099 |
0.0024 |
0.2% |
1.0086 |
| Close |
1.0112 |
1.0129 |
0.0017 |
0.2% |
1.0105 |
| Range |
0.0050 |
0.0049 |
-0.0001 |
-2.0% |
0.0224 |
| ATR |
0.0108 |
0.0103 |
-0.0004 |
-3.9% |
0.0000 |
| Volume |
226 |
199 |
-27 |
-11.9% |
851 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0272 |
1.0250 |
1.0156 |
|
| R3 |
1.0223 |
1.0201 |
1.0142 |
|
| R2 |
1.0174 |
1.0174 |
1.0138 |
|
| R1 |
1.0152 |
1.0152 |
1.0133 |
1.0139 |
| PP |
1.0125 |
1.0125 |
1.0125 |
1.0119 |
| S1 |
1.0103 |
1.0103 |
1.0125 |
1.0090 |
| S2 |
1.0076 |
1.0076 |
1.0120 |
|
| S3 |
1.0027 |
1.0054 |
1.0116 |
|
| S4 |
0.9978 |
1.0005 |
1.0102 |
|
|
| 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 |
1.0301 |
1.0067 |
0.0234 |
2.3% |
0.0077 |
0.8% |
26% |
False |
False |
214 |
| 10 |
1.0310 |
1.0055 |
0.0255 |
2.5% |
0.0087 |
0.9% |
29% |
False |
False |
187 |
| 20 |
1.0387 |
1.0016 |
0.0371 |
3.7% |
0.0102 |
1.0% |
30% |
False |
False |
240 |
| 40 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0110 |
1.1% |
14% |
False |
False |
194 |
| 60 |
1.1017 |
1.0016 |
0.1001 |
9.9% |
0.0104 |
1.0% |
11% |
False |
False |
143 |
| 80 |
1.1393 |
1.0016 |
0.1377 |
13.6% |
0.0098 |
1.0% |
8% |
False |
False |
115 |
| 100 |
1.2016 |
1.0016 |
0.2000 |
19.7% |
0.0086 |
0.9% |
6% |
False |
False |
94 |
| 120 |
1.2518 |
1.0016 |
0.2502 |
24.7% |
0.0076 |
0.8% |
5% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0356 |
|
2.618 |
1.0276 |
|
1.618 |
1.0227 |
|
1.000 |
1.0197 |
|
0.618 |
1.0178 |
|
HIGH |
1.0148 |
|
0.618 |
1.0129 |
|
0.500 |
1.0124 |
|
0.382 |
1.0118 |
|
LOW |
1.0099 |
|
0.618 |
1.0069 |
|
1.000 |
1.0050 |
|
1.618 |
1.0020 |
|
2.618 |
0.9971 |
|
4.250 |
0.9891 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0127 |
1.0122 |
| PP |
1.0125 |
1.0115 |
| S1 |
1.0124 |
1.0108 |
|