CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9788 |
0.9787 |
-0.0001 |
0.0% |
0.9821 |
| High |
0.9825 |
0.9791 |
-0.0034 |
-0.3% |
0.9881 |
| Low |
0.9745 |
0.9686 |
-0.0059 |
-0.6% |
0.9686 |
| Close |
0.9804 |
0.9697 |
-0.0107 |
-1.1% |
0.9697 |
| Range |
0.0080 |
0.0105 |
0.0025 |
31.3% |
0.0195 |
| ATR |
0.0105 |
0.0106 |
0.0001 |
0.9% |
0.0000 |
| Volume |
821 |
586 |
-235 |
-28.6% |
2,743 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0040 |
0.9973 |
0.9755 |
|
| R3 |
0.9935 |
0.9868 |
0.9726 |
|
| R2 |
0.9830 |
0.9830 |
0.9716 |
|
| R1 |
0.9763 |
0.9763 |
0.9707 |
0.9744 |
| PP |
0.9725 |
0.9725 |
0.9725 |
0.9715 |
| S1 |
0.9658 |
0.9658 |
0.9687 |
0.9639 |
| S2 |
0.9620 |
0.9620 |
0.9678 |
|
| S3 |
0.9515 |
0.9553 |
0.9668 |
|
| S4 |
0.9410 |
0.9448 |
0.9639 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0213 |
0.9804 |
|
| R3 |
1.0145 |
1.0018 |
0.9751 |
|
| R2 |
0.9950 |
0.9950 |
0.9733 |
|
| R1 |
0.9823 |
0.9823 |
0.9715 |
0.9789 |
| PP |
0.9755 |
0.9755 |
0.9755 |
0.9738 |
| S1 |
0.9628 |
0.9628 |
0.9679 |
0.9594 |
| S2 |
0.9560 |
0.9560 |
0.9661 |
|
| S3 |
0.9365 |
0.9433 |
0.9643 |
|
| S4 |
0.9170 |
0.9238 |
0.9590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9881 |
0.9686 |
0.0195 |
2.0% |
0.0086 |
0.9% |
6% |
False |
True |
548 |
| 10 |
1.0148 |
0.9686 |
0.0462 |
4.8% |
0.0091 |
0.9% |
2% |
False |
True |
470 |
| 20 |
1.0310 |
0.9686 |
0.0624 |
6.4% |
0.0093 |
1.0% |
2% |
False |
True |
307 |
| 40 |
1.0810 |
0.9686 |
0.1124 |
11.6% |
0.0111 |
1.1% |
1% |
False |
True |
282 |
| 60 |
1.1017 |
0.9686 |
0.1331 |
13.7% |
0.0109 |
1.1% |
1% |
False |
True |
201 |
| 80 |
1.1280 |
0.9686 |
0.1594 |
16.4% |
0.0100 |
1.0% |
1% |
False |
True |
161 |
| 100 |
1.1888 |
0.9686 |
0.2202 |
22.7% |
0.0091 |
0.9% |
0% |
False |
True |
132 |
| 120 |
1.2265 |
0.9686 |
0.2579 |
26.6% |
0.0082 |
0.8% |
0% |
False |
True |
111 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0237 |
|
2.618 |
1.0066 |
|
1.618 |
0.9961 |
|
1.000 |
0.9896 |
|
0.618 |
0.9856 |
|
HIGH |
0.9791 |
|
0.618 |
0.9751 |
|
0.500 |
0.9739 |
|
0.382 |
0.9726 |
|
LOW |
0.9686 |
|
0.618 |
0.9621 |
|
1.000 |
0.9581 |
|
1.618 |
0.9516 |
|
2.618 |
0.9411 |
|
4.250 |
0.9240 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9739 |
0.9756 |
| PP |
0.9725 |
0.9736 |
| S1 |
0.9711 |
0.9717 |
|