CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9810 |
0.9891 |
0.0081 |
0.8% |
0.9749 |
| High |
0.9940 |
0.9932 |
-0.0008 |
-0.1% |
0.9940 |
| Low |
0.9757 |
0.9762 |
0.0005 |
0.1% |
0.9646 |
| Close |
0.9905 |
0.9801 |
-0.0104 |
-1.0% |
0.9905 |
| Range |
0.0183 |
0.0170 |
-0.0013 |
-7.1% |
0.0294 |
| ATR |
0.0120 |
0.0124 |
0.0004 |
2.9% |
0.0000 |
| Volume |
3,049 |
3,000 |
-49 |
-1.6% |
7,881 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0342 |
1.0241 |
0.9895 |
|
| R3 |
1.0172 |
1.0071 |
0.9848 |
|
| R2 |
1.0002 |
1.0002 |
0.9832 |
|
| R1 |
0.9901 |
0.9901 |
0.9817 |
0.9867 |
| PP |
0.9832 |
0.9832 |
0.9832 |
0.9814 |
| S1 |
0.9731 |
0.9731 |
0.9785 |
0.9697 |
| S2 |
0.9662 |
0.9662 |
0.9770 |
|
| S3 |
0.9492 |
0.9561 |
0.9754 |
|
| S4 |
0.9322 |
0.9391 |
0.9708 |
|
|
| 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% |
0.0163 |
1.7% |
53% |
False |
False |
1,924 |
| 10 |
0.9940 |
0.9646 |
0.0294 |
3.0% |
0.0126 |
1.3% |
53% |
False |
False |
1,304 |
| 20 |
1.0310 |
0.9646 |
0.0664 |
6.8% |
0.0111 |
1.1% |
23% |
False |
False |
806 |
| 40 |
1.0810 |
0.9646 |
0.1164 |
11.9% |
0.0121 |
1.2% |
13% |
False |
False |
544 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.9% |
0.0109 |
1.1% |
13% |
False |
False |
379 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
14.0% |
0.0105 |
1.1% |
11% |
False |
False |
294 |
| 100 |
1.1528 |
0.9646 |
0.1882 |
19.2% |
0.0098 |
1.0% |
8% |
False |
False |
240 |
| 120 |
1.2254 |
0.9646 |
0.2608 |
26.6% |
0.0088 |
0.9% |
6% |
False |
False |
201 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0655 |
|
2.618 |
1.0377 |
|
1.618 |
1.0207 |
|
1.000 |
1.0102 |
|
0.618 |
1.0037 |
|
HIGH |
0.9932 |
|
0.618 |
0.9867 |
|
0.500 |
0.9847 |
|
0.382 |
0.9827 |
|
LOW |
0.9762 |
|
0.618 |
0.9657 |
|
1.000 |
0.9592 |
|
1.618 |
0.9487 |
|
2.618 |
0.9317 |
|
4.250 |
0.9040 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9847 |
0.9801 |
| PP |
0.9832 |
0.9801 |
| S1 |
0.9816 |
0.9801 |
|