CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9821 |
0.9832 |
0.0011 |
0.1% |
1.0090 |
| High |
0.9856 |
0.9881 |
0.0025 |
0.3% |
1.0148 |
| Low |
0.9801 |
0.9772 |
-0.0029 |
-0.3% |
0.9814 |
| Close |
0.9816 |
0.9787 |
-0.0029 |
-0.3% |
0.9855 |
| Range |
0.0055 |
0.0109 |
0.0054 |
98.2% |
0.0334 |
| ATR |
0.0109 |
0.0109 |
0.0000 |
0.0% |
0.0000 |
| Volume |
577 |
355 |
-222 |
-38.5% |
1,966 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0140 |
1.0073 |
0.9847 |
|
| R3 |
1.0031 |
0.9964 |
0.9817 |
|
| R2 |
0.9922 |
0.9922 |
0.9807 |
|
| R1 |
0.9855 |
0.9855 |
0.9797 |
0.9834 |
| PP |
0.9813 |
0.9813 |
0.9813 |
0.9803 |
| S1 |
0.9746 |
0.9746 |
0.9777 |
0.9725 |
| S2 |
0.9704 |
0.9704 |
0.9767 |
|
| S3 |
0.9595 |
0.9637 |
0.9757 |
|
| S4 |
0.9486 |
0.9528 |
0.9727 |
|
|
| 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 |
0.9772 |
0.0376 |
3.8% |
0.0112 |
1.1% |
4% |
False |
True |
445 |
| 10 |
1.0310 |
0.9772 |
0.0538 |
5.5% |
0.0096 |
1.0% |
3% |
False |
True |
339 |
| 20 |
1.0310 |
0.9772 |
0.0538 |
5.5% |
0.0096 |
1.0% |
3% |
False |
True |
248 |
| 40 |
1.0810 |
0.9772 |
0.1038 |
10.6% |
0.0113 |
1.2% |
1% |
False |
True |
239 |
| 60 |
1.1017 |
0.9772 |
0.1245 |
12.7% |
0.0108 |
1.1% |
1% |
False |
True |
176 |
| 80 |
1.1393 |
0.9772 |
0.1621 |
16.6% |
0.0100 |
1.0% |
1% |
False |
True |
140 |
| 100 |
1.1956 |
0.9772 |
0.2184 |
22.3% |
0.0090 |
0.9% |
1% |
False |
True |
114 |
| 120 |
1.2306 |
0.9772 |
0.2534 |
25.9% |
0.0080 |
0.8% |
1% |
False |
True |
95 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0344 |
|
2.618 |
1.0166 |
|
1.618 |
1.0057 |
|
1.000 |
0.9990 |
|
0.618 |
0.9948 |
|
HIGH |
0.9881 |
|
0.618 |
0.9839 |
|
0.500 |
0.9827 |
|
0.382 |
0.9814 |
|
LOW |
0.9772 |
|
0.618 |
0.9705 |
|
1.000 |
0.9663 |
|
1.618 |
0.9596 |
|
2.618 |
0.9487 |
|
4.250 |
0.9309 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9861 |
| PP |
0.9813 |
0.9836 |
| S1 |
0.9800 |
0.9812 |
|