CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9786 |
0.9763 |
-0.0023 |
-0.2% |
0.9821 |
| High |
0.9800 |
0.9774 |
-0.0026 |
-0.3% |
0.9881 |
| Low |
0.9726 |
0.9646 |
-0.0080 |
-0.8% |
0.9686 |
| Close |
0.9757 |
0.9694 |
-0.0063 |
-0.6% |
0.9697 |
| Range |
0.0074 |
0.0128 |
0.0054 |
73.0% |
0.0195 |
| ATR |
0.0103 |
0.0105 |
0.0002 |
1.7% |
0.0000 |
| Volume |
1,143 |
490 |
-653 |
-57.1% |
2,743 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0089 |
1.0019 |
0.9764 |
|
| R3 |
0.9961 |
0.9891 |
0.9729 |
|
| R2 |
0.9833 |
0.9833 |
0.9717 |
|
| R1 |
0.9763 |
0.9763 |
0.9706 |
0.9734 |
| PP |
0.9705 |
0.9705 |
0.9705 |
0.9690 |
| S1 |
0.9635 |
0.9635 |
0.9682 |
0.9606 |
| S2 |
0.9577 |
0.9577 |
0.9671 |
|
| S3 |
0.9449 |
0.9507 |
0.9659 |
|
| S4 |
0.9321 |
0.9379 |
0.9624 |
|
|
| 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 |
0.9646 |
0.0179 |
1.8% |
0.0091 |
0.9% |
27% |
False |
True |
859 |
| 10 |
1.0140 |
0.9646 |
0.0494 |
5.1% |
0.0105 |
1.1% |
10% |
False |
True |
673 |
| 20 |
1.0310 |
0.9646 |
0.0664 |
6.8% |
0.0096 |
1.0% |
7% |
False |
True |
430 |
| 40 |
1.0810 |
0.9646 |
0.1164 |
12.0% |
0.0111 |
1.1% |
4% |
False |
True |
347 |
| 60 |
1.0962 |
0.9646 |
0.1316 |
13.6% |
0.0104 |
1.1% |
4% |
False |
True |
247 |
| 80 |
1.1083 |
0.9646 |
0.1437 |
14.8% |
0.0099 |
1.0% |
3% |
False |
True |
195 |
| 100 |
1.1646 |
0.9646 |
0.2000 |
20.6% |
0.0093 |
1.0% |
2% |
False |
True |
161 |
| 120 |
1.2254 |
0.9646 |
0.2608 |
26.9% |
0.0083 |
0.9% |
2% |
False |
True |
135 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0318 |
|
2.618 |
1.0109 |
|
1.618 |
0.9981 |
|
1.000 |
0.9902 |
|
0.618 |
0.9853 |
|
HIGH |
0.9774 |
|
0.618 |
0.9725 |
|
0.500 |
0.9710 |
|
0.382 |
0.9695 |
|
LOW |
0.9646 |
|
0.618 |
0.9567 |
|
1.000 |
0.9518 |
|
1.618 |
0.9439 |
|
2.618 |
0.9311 |
|
4.250 |
0.9102 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9710 |
0.9723 |
| PP |
0.9705 |
0.9713 |
| S1 |
0.9699 |
0.9704 |
|