CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 21-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-May-2013 |
21-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9749 |
0.9786 |
0.0037 |
0.4% |
0.9821 |
| High |
0.9793 |
0.9800 |
0.0007 |
0.1% |
0.9881 |
| Low |
0.9724 |
0.9726 |
0.0002 |
0.0% |
0.9686 |
| Close |
0.9786 |
0.9757 |
-0.0029 |
-0.3% |
0.9697 |
| Range |
0.0069 |
0.0074 |
0.0005 |
7.2% |
0.0195 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
1,257 |
1,143 |
-114 |
-9.1% |
2,743 |
|
| Daily Pivots for day following 21-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9983 |
0.9944 |
0.9798 |
|
| R3 |
0.9909 |
0.9870 |
0.9777 |
|
| R2 |
0.9835 |
0.9835 |
0.9771 |
|
| R1 |
0.9796 |
0.9796 |
0.9764 |
0.9779 |
| PP |
0.9761 |
0.9761 |
0.9761 |
0.9752 |
| S1 |
0.9722 |
0.9722 |
0.9750 |
0.9705 |
| S2 |
0.9687 |
0.9687 |
0.9743 |
|
| S3 |
0.9613 |
0.9648 |
0.9737 |
|
| S4 |
0.9539 |
0.9574 |
0.9716 |
|
|
| 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 |
0.9825 |
0.9686 |
0.0139 |
1.4% |
0.0082 |
0.8% |
51% |
False |
False |
842 |
| 10 |
1.0148 |
0.9686 |
0.0462 |
4.7% |
0.0097 |
1.0% |
15% |
False |
False |
644 |
| 20 |
1.0310 |
0.9686 |
0.0624 |
6.4% |
0.0092 |
0.9% |
11% |
False |
False |
417 |
| 40 |
1.0810 |
0.9686 |
0.1124 |
11.5% |
0.0109 |
1.1% |
6% |
False |
False |
336 |
| 60 |
1.0984 |
0.9686 |
0.1298 |
13.3% |
0.0105 |
1.1% |
5% |
False |
False |
241 |
| 80 |
1.1083 |
0.9686 |
0.1397 |
14.3% |
0.0098 |
1.0% |
5% |
False |
False |
190 |
| 100 |
1.1658 |
0.9686 |
0.1972 |
20.2% |
0.0092 |
0.9% |
4% |
False |
False |
156 |
| 120 |
1.2265 |
0.9686 |
0.2579 |
26.4% |
0.0082 |
0.8% |
3% |
False |
False |
130 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0115 |
|
2.618 |
0.9994 |
|
1.618 |
0.9920 |
|
1.000 |
0.9874 |
|
0.618 |
0.9846 |
|
HIGH |
0.9800 |
|
0.618 |
0.9772 |
|
0.500 |
0.9763 |
|
0.382 |
0.9754 |
|
LOW |
0.9726 |
|
0.618 |
0.9680 |
|
1.000 |
0.9652 |
|
1.618 |
0.9606 |
|
2.618 |
0.9532 |
|
4.250 |
0.9412 |
|
|
| Fisher Pivots for day following 21-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9763 |
0.9752 |
| PP |
0.9761 |
0.9748 |
| S1 |
0.9759 |
0.9743 |
|