CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9785 |
0.9788 |
0.0003 |
0.0% |
1.0090 |
| High |
0.9821 |
0.9825 |
0.0004 |
0.0% |
1.0148 |
| Low |
0.9739 |
0.9745 |
0.0006 |
0.1% |
0.9814 |
| Close |
0.9780 |
0.9804 |
0.0024 |
0.2% |
0.9855 |
| Range |
0.0082 |
0.0080 |
-0.0002 |
-2.4% |
0.0334 |
| ATR |
0.0107 |
0.0105 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
404 |
821 |
417 |
103.2% |
1,966 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0031 |
0.9998 |
0.9848 |
|
| R3 |
0.9951 |
0.9918 |
0.9826 |
|
| R2 |
0.9871 |
0.9871 |
0.9819 |
|
| R1 |
0.9838 |
0.9838 |
0.9811 |
0.9855 |
| PP |
0.9791 |
0.9791 |
0.9791 |
0.9800 |
| S1 |
0.9758 |
0.9758 |
0.9797 |
0.9775 |
| S2 |
0.9711 |
0.9711 |
0.9789 |
|
| S3 |
0.9631 |
0.9678 |
0.9782 |
|
| S4 |
0.9551 |
0.9598 |
0.9760 |
|
|
| 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 |
0.9949 |
0.9739 |
0.0210 |
2.1% |
0.0092 |
0.9% |
31% |
False |
False |
536 |
| 10 |
1.0212 |
0.9739 |
0.0473 |
4.8% |
0.0093 |
0.9% |
14% |
False |
False |
419 |
| 20 |
1.0310 |
0.9739 |
0.0571 |
5.8% |
0.0096 |
1.0% |
11% |
False |
False |
280 |
| 40 |
1.0810 |
0.9739 |
0.1071 |
10.9% |
0.0113 |
1.2% |
6% |
False |
False |
268 |
| 60 |
1.1017 |
0.9739 |
0.1278 |
13.0% |
0.0109 |
1.1% |
5% |
False |
False |
192 |
| 80 |
1.1393 |
0.9739 |
0.1654 |
16.9% |
0.0100 |
1.0% |
4% |
False |
False |
154 |
| 100 |
1.1956 |
0.9739 |
0.2217 |
22.6% |
0.0091 |
0.9% |
3% |
False |
False |
126 |
| 120 |
1.2265 |
0.9739 |
0.2526 |
25.8% |
0.0081 |
0.8% |
3% |
False |
False |
106 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0165 |
|
2.618 |
1.0034 |
|
1.618 |
0.9954 |
|
1.000 |
0.9905 |
|
0.618 |
0.9874 |
|
HIGH |
0.9825 |
|
0.618 |
0.9794 |
|
0.500 |
0.9785 |
|
0.382 |
0.9776 |
|
LOW |
0.9745 |
|
0.618 |
0.9696 |
|
1.000 |
0.9665 |
|
1.618 |
0.9616 |
|
2.618 |
0.9536 |
|
4.250 |
0.9405 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9798 |
0.9810 |
| PP |
0.9791 |
0.9808 |
| S1 |
0.9785 |
0.9806 |
|