CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9700 |
0.9810 |
0.0110 |
1.1% |
0.9749 |
| High |
0.9920 |
0.9940 |
0.0020 |
0.2% |
0.9940 |
| Low |
0.9661 |
0.9757 |
0.0096 |
1.0% |
0.9646 |
| Close |
0.9822 |
0.9905 |
0.0083 |
0.8% |
0.9905 |
| Range |
0.0259 |
0.0183 |
-0.0076 |
-29.3% |
0.0294 |
| ATR |
0.0116 |
0.0120 |
0.0005 |
4.2% |
0.0000 |
| Volume |
1,942 |
3,049 |
1,107 |
57.0% |
7,881 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0416 |
1.0344 |
1.0006 |
|
| R3 |
1.0233 |
1.0161 |
0.9955 |
|
| R2 |
1.0050 |
1.0050 |
0.9939 |
|
| R1 |
0.9978 |
0.9978 |
0.9922 |
1.0014 |
| PP |
0.9867 |
0.9867 |
0.9867 |
0.9886 |
| S1 |
0.9795 |
0.9795 |
0.9888 |
0.9831 |
| S2 |
0.9684 |
0.9684 |
0.9871 |
|
| S3 |
0.9501 |
0.9612 |
0.9855 |
|
| S4 |
0.9318 |
0.9429 |
0.9804 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0603 |
1.0067 |
|
| R3 |
1.0418 |
1.0309 |
0.9986 |
|
| R2 |
1.0124 |
1.0124 |
0.9959 |
|
| R1 |
1.0015 |
1.0015 |
0.9932 |
1.0070 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9858 |
| S1 |
0.9721 |
0.9721 |
0.9878 |
0.9776 |
| S2 |
0.9536 |
0.9536 |
0.9851 |
|
| S3 |
0.9242 |
0.9427 |
0.9824 |
|
| S4 |
0.8948 |
0.9133 |
0.9743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9940 |
0.9646 |
0.0294 |
3.0% |
0.0143 |
1.4% |
88% |
True |
False |
1,576 |
| 10 |
0.9940 |
0.9646 |
0.0294 |
3.0% |
0.0114 |
1.2% |
88% |
True |
False |
1,062 |
| 20 |
1.0310 |
0.9646 |
0.0664 |
6.7% |
0.0106 |
1.1% |
39% |
False |
False |
672 |
| 40 |
1.0810 |
0.9646 |
0.1164 |
11.8% |
0.0120 |
1.2% |
22% |
False |
False |
470 |
| 60 |
1.0816 |
0.9646 |
0.1170 |
11.8% |
0.0108 |
1.1% |
22% |
False |
False |
329 |
| 80 |
1.1025 |
0.9646 |
0.1379 |
13.9% |
0.0104 |
1.0% |
19% |
False |
False |
257 |
| 100 |
1.1528 |
0.9646 |
0.1882 |
19.0% |
0.0097 |
1.0% |
14% |
False |
False |
210 |
| 120 |
1.2254 |
0.9646 |
0.2608 |
26.3% |
0.0086 |
0.9% |
10% |
False |
False |
176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0718 |
|
2.618 |
1.0419 |
|
1.618 |
1.0236 |
|
1.000 |
1.0123 |
|
0.618 |
1.0053 |
|
HIGH |
0.9940 |
|
0.618 |
0.9870 |
|
0.500 |
0.9849 |
|
0.382 |
0.9827 |
|
LOW |
0.9757 |
|
0.618 |
0.9644 |
|
1.000 |
0.9574 |
|
1.618 |
0.9461 |
|
2.618 |
0.9278 |
|
4.250 |
0.8979 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9886 |
0.9868 |
| PP |
0.9867 |
0.9830 |
| S1 |
0.9849 |
0.9793 |
|