CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0144 |
1.0134 |
-0.0010 |
-0.1% |
1.0215 |
| High |
1.0148 |
1.0140 |
-0.0008 |
-0.1% |
1.0310 |
| Low |
1.0099 |
0.9929 |
-0.0170 |
-1.7% |
1.0086 |
| Close |
1.0129 |
0.9949 |
-0.0180 |
-1.8% |
1.0105 |
| Range |
0.0049 |
0.0211 |
0.0162 |
330.6% |
0.0224 |
| ATR |
0.0103 |
0.0111 |
0.0008 |
7.4% |
0.0000 |
| Volume |
199 |
573 |
374 |
187.9% |
851 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0639 |
1.0505 |
1.0065 |
|
| R3 |
1.0428 |
1.0294 |
1.0007 |
|
| R2 |
1.0217 |
1.0217 |
0.9988 |
|
| R1 |
1.0083 |
1.0083 |
0.9968 |
1.0045 |
| PP |
1.0006 |
1.0006 |
1.0006 |
0.9987 |
| S1 |
0.9872 |
0.9872 |
0.9930 |
0.9834 |
| S2 |
0.9795 |
0.9795 |
0.9910 |
|
| S3 |
0.9584 |
0.9661 |
0.9891 |
|
| S4 |
0.9373 |
0.9450 |
0.9833 |
|
|
| 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 |
1.0212 |
0.9929 |
0.0283 |
2.8% |
0.0093 |
0.9% |
7% |
False |
True |
303 |
| 10 |
1.0310 |
0.9929 |
0.0381 |
3.8% |
0.0103 |
1.0% |
5% |
False |
True |
238 |
| 20 |
1.0387 |
0.9929 |
0.0458 |
4.6% |
0.0108 |
1.1% |
4% |
False |
True |
262 |
| 40 |
1.0810 |
0.9929 |
0.0881 |
8.9% |
0.0114 |
1.1% |
2% |
False |
True |
208 |
| 60 |
1.1017 |
0.9929 |
0.1088 |
10.9% |
0.0105 |
1.1% |
2% |
False |
True |
152 |
| 80 |
1.1393 |
0.9929 |
0.1464 |
14.7% |
0.0100 |
1.0% |
1% |
False |
True |
122 |
| 100 |
1.2016 |
0.9929 |
0.2087 |
21.0% |
0.0088 |
0.9% |
1% |
False |
True |
100 |
| 120 |
1.2360 |
0.9929 |
0.2431 |
24.4% |
0.0078 |
0.8% |
1% |
False |
True |
83 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1037 |
|
2.618 |
1.0692 |
|
1.618 |
1.0481 |
|
1.000 |
1.0351 |
|
0.618 |
1.0270 |
|
HIGH |
1.0140 |
|
0.618 |
1.0059 |
|
0.500 |
1.0035 |
|
0.382 |
1.0010 |
|
LOW |
0.9929 |
|
0.618 |
0.9799 |
|
1.000 |
0.9718 |
|
1.618 |
0.9588 |
|
2.618 |
0.9377 |
|
4.250 |
0.9032 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0035 |
1.0039 |
| PP |
1.0006 |
1.0009 |
| S1 |
0.9978 |
0.9979 |
|