CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9832 |
0.9785 |
-0.0047 |
-0.5% |
1.0090 |
| High |
0.9881 |
0.9821 |
-0.0060 |
-0.6% |
1.0148 |
| Low |
0.9772 |
0.9739 |
-0.0033 |
-0.3% |
0.9814 |
| Close |
0.9787 |
0.9780 |
-0.0007 |
-0.1% |
0.9855 |
| Range |
0.0109 |
0.0082 |
-0.0027 |
-24.8% |
0.0334 |
| ATR |
0.0109 |
0.0107 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
355 |
404 |
49 |
13.8% |
1,966 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0026 |
0.9985 |
0.9825 |
|
| R3 |
0.9944 |
0.9903 |
0.9803 |
|
| R2 |
0.9862 |
0.9862 |
0.9795 |
|
| R1 |
0.9821 |
0.9821 |
0.9788 |
0.9801 |
| PP |
0.9780 |
0.9780 |
0.9780 |
0.9770 |
| S1 |
0.9739 |
0.9739 |
0.9772 |
0.9719 |
| S2 |
0.9698 |
0.9698 |
0.9765 |
|
| S3 |
0.9616 |
0.9657 |
0.9757 |
|
| S4 |
0.9534 |
0.9575 |
0.9735 |
|
|
| 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 |
1.0140 |
0.9739 |
0.0401 |
4.1% |
0.0118 |
1.2% |
10% |
False |
True |
486 |
| 10 |
1.0301 |
0.9739 |
0.0562 |
5.7% |
0.0098 |
1.0% |
7% |
False |
True |
350 |
| 20 |
1.0310 |
0.9739 |
0.0571 |
5.8% |
0.0095 |
1.0% |
7% |
False |
True |
249 |
| 40 |
1.0810 |
0.9739 |
0.1071 |
11.0% |
0.0113 |
1.2% |
4% |
False |
True |
248 |
| 60 |
1.1017 |
0.9739 |
0.1278 |
13.1% |
0.0108 |
1.1% |
3% |
False |
True |
183 |
| 80 |
1.1393 |
0.9739 |
0.1654 |
16.9% |
0.0101 |
1.0% |
2% |
False |
True |
144 |
| 100 |
1.1956 |
0.9739 |
0.2217 |
22.7% |
0.0090 |
0.9% |
2% |
False |
True |
118 |
| 120 |
1.2265 |
0.9739 |
0.2526 |
25.8% |
0.0080 |
0.8% |
2% |
False |
True |
99 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0170 |
|
2.618 |
1.0036 |
|
1.618 |
0.9954 |
|
1.000 |
0.9903 |
|
0.618 |
0.9872 |
|
HIGH |
0.9821 |
|
0.618 |
0.9790 |
|
0.500 |
0.9780 |
|
0.382 |
0.9770 |
|
LOW |
0.9739 |
|
0.618 |
0.9688 |
|
1.000 |
0.9657 |
|
1.618 |
0.9606 |
|
2.618 |
0.9524 |
|
4.250 |
0.9391 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9780 |
0.9810 |
| PP |
0.9780 |
0.9800 |
| S1 |
0.9780 |
0.9790 |
|