CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 10-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0134 |
0.9938 |
-0.0196 |
-1.9% |
1.0090 |
| High |
1.0140 |
0.9949 |
-0.0191 |
-1.9% |
1.0148 |
| Low |
0.9929 |
0.9814 |
-0.0115 |
-1.2% |
0.9814 |
| Close |
0.9949 |
0.9855 |
-0.0094 |
-0.9% |
0.9855 |
| Range |
0.0211 |
0.0135 |
-0.0076 |
-36.0% |
0.0334 |
| ATR |
0.0111 |
0.0113 |
0.0002 |
1.5% |
0.0000 |
| Volume |
573 |
525 |
-48 |
-8.4% |
1,966 |
|
| Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0278 |
1.0201 |
0.9929 |
|
| R3 |
1.0143 |
1.0066 |
0.9892 |
|
| R2 |
1.0008 |
1.0008 |
0.9880 |
|
| R1 |
0.9931 |
0.9931 |
0.9867 |
0.9902 |
| PP |
0.9873 |
0.9873 |
0.9873 |
0.9858 |
| S1 |
0.9796 |
0.9796 |
0.9843 |
0.9767 |
| S2 |
0.9738 |
0.9738 |
0.9830 |
|
| S3 |
0.9603 |
0.9661 |
0.9818 |
|
| S4 |
0.9468 |
0.9526 |
0.9781 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0941 |
1.0732 |
1.0039 |
|
| R3 |
1.0607 |
1.0398 |
0.9947 |
|
| R2 |
1.0273 |
1.0273 |
0.9916 |
|
| R1 |
1.0064 |
1.0064 |
0.9886 |
1.0002 |
| PP |
0.9939 |
0.9939 |
0.9939 |
0.9908 |
| S1 |
0.9730 |
0.9730 |
0.9824 |
0.9668 |
| S2 |
0.9605 |
0.9605 |
0.9794 |
|
| S3 |
0.9271 |
0.9396 |
0.9763 |
|
| S4 |
0.8937 |
0.9062 |
0.9671 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0148 |
0.9814 |
0.0334 |
3.4% |
0.0095 |
1.0% |
12% |
False |
True |
393 |
| 10 |
1.0310 |
0.9814 |
0.0496 |
5.0% |
0.0098 |
1.0% |
8% |
False |
True |
281 |
| 20 |
1.0387 |
0.9814 |
0.0573 |
5.8% |
0.0108 |
1.1% |
7% |
False |
True |
277 |
| 40 |
1.0810 |
0.9814 |
0.0996 |
10.1% |
0.0115 |
1.2% |
4% |
False |
True |
219 |
| 60 |
1.1017 |
0.9814 |
0.1203 |
12.2% |
0.0107 |
1.1% |
3% |
False |
True |
161 |
| 80 |
1.1393 |
0.9814 |
0.1579 |
16.0% |
0.0101 |
1.0% |
3% |
False |
True |
128 |
| 100 |
1.1961 |
0.9814 |
0.2147 |
21.8% |
0.0089 |
0.9% |
2% |
False |
True |
105 |
| 120 |
1.2360 |
0.9814 |
0.2546 |
25.8% |
0.0079 |
0.8% |
2% |
False |
True |
88 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0523 |
|
2.618 |
1.0302 |
|
1.618 |
1.0167 |
|
1.000 |
1.0084 |
|
0.618 |
1.0032 |
|
HIGH |
0.9949 |
|
0.618 |
0.9897 |
|
0.500 |
0.9882 |
|
0.382 |
0.9866 |
|
LOW |
0.9814 |
|
0.618 |
0.9731 |
|
1.000 |
0.9679 |
|
1.618 |
0.9596 |
|
2.618 |
0.9461 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 10-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9882 |
0.9981 |
| PP |
0.9873 |
0.9939 |
| S1 |
0.9864 |
0.9897 |
|