CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 13-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-May-2013 |
13-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9938 |
0.9821 |
-0.0117 |
-1.2% |
1.0090 |
| High |
0.9949 |
0.9856 |
-0.0093 |
-0.9% |
1.0148 |
| Low |
0.9814 |
0.9801 |
-0.0013 |
-0.1% |
0.9814 |
| Close |
0.9855 |
0.9816 |
-0.0039 |
-0.4% |
0.9855 |
| Range |
0.0135 |
0.0055 |
-0.0080 |
-59.3% |
0.0334 |
| ATR |
0.0113 |
0.0109 |
-0.0004 |
-3.7% |
0.0000 |
| Volume |
525 |
577 |
52 |
9.9% |
1,966 |
|
| Daily Pivots for day following 13-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9989 |
0.9958 |
0.9846 |
|
| R3 |
0.9934 |
0.9903 |
0.9831 |
|
| R2 |
0.9879 |
0.9879 |
0.9826 |
|
| R1 |
0.9848 |
0.9848 |
0.9821 |
0.9836 |
| PP |
0.9824 |
0.9824 |
0.9824 |
0.9819 |
| S1 |
0.9793 |
0.9793 |
0.9811 |
0.9781 |
| S2 |
0.9769 |
0.9769 |
0.9806 |
|
| S3 |
0.9714 |
0.9738 |
0.9801 |
|
| S4 |
0.9659 |
0.9683 |
0.9786 |
|
|
| 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 |
0.9801 |
0.0347 |
3.5% |
0.0100 |
1.0% |
4% |
False |
True |
420 |
| 10 |
1.0310 |
0.9801 |
0.0509 |
5.2% |
0.0096 |
1.0% |
3% |
False |
True |
309 |
| 20 |
1.0362 |
0.9801 |
0.0561 |
5.7% |
0.0099 |
1.0% |
3% |
False |
True |
290 |
| 40 |
1.0810 |
0.9801 |
0.1009 |
10.3% |
0.0113 |
1.2% |
1% |
False |
True |
232 |
| 60 |
1.1017 |
0.9801 |
0.1216 |
12.4% |
0.0107 |
1.1% |
1% |
False |
True |
170 |
| 80 |
1.1393 |
0.9801 |
0.1592 |
16.2% |
0.0101 |
1.0% |
1% |
False |
True |
135 |
| 100 |
1.1956 |
0.9801 |
0.2155 |
22.0% |
0.0089 |
0.9% |
1% |
False |
True |
110 |
| 120 |
1.2360 |
0.9801 |
0.2559 |
26.1% |
0.0079 |
0.8% |
1% |
False |
True |
93 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0090 |
|
2.618 |
1.0000 |
|
1.618 |
0.9945 |
|
1.000 |
0.9911 |
|
0.618 |
0.9890 |
|
HIGH |
0.9856 |
|
0.618 |
0.9835 |
|
0.500 |
0.9829 |
|
0.382 |
0.9822 |
|
LOW |
0.9801 |
|
0.618 |
0.9767 |
|
1.000 |
0.9746 |
|
1.618 |
0.9712 |
|
2.618 |
0.9657 |
|
4.250 |
0.9567 |
|
|
| Fisher Pivots for day following 13-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9829 |
0.9971 |
| PP |
0.9824 |
0.9919 |
| S1 |
0.9820 |
0.9868 |
|