CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 06-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0113 |
1.0118 |
0.0005 |
0.0% |
1.0220 |
High |
1.0113 |
1.0118 |
0.0005 |
0.0% |
1.0297 |
Low |
1.0113 |
1.0076 |
-0.0037 |
-0.4% |
1.0113 |
Close |
1.0113 |
1.0076 |
-0.0037 |
-0.4% |
1.0113 |
Range |
0.0000 |
0.0042 |
0.0042 |
|
0.0184 |
ATR |
0.0078 |
0.0075 |
-0.0003 |
-3.3% |
0.0000 |
Volume |
7 |
7 |
0 |
0.0% |
15 |
|
Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0216 |
1.0188 |
1.0099 |
|
R3 |
1.0174 |
1.0146 |
1.0088 |
|
R2 |
1.0132 |
1.0132 |
1.0084 |
|
R1 |
1.0104 |
1.0104 |
1.0080 |
1.0097 |
PP |
1.0090 |
1.0090 |
1.0090 |
1.0087 |
S1 |
1.0062 |
1.0062 |
1.0072 |
1.0055 |
S2 |
1.0048 |
1.0048 |
1.0068 |
|
S3 |
1.0006 |
1.0020 |
1.0064 |
|
S4 |
0.9964 |
0.9978 |
1.0053 |
|
|
Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0726 |
1.0604 |
1.0214 |
|
R3 |
1.0542 |
1.0420 |
1.0164 |
|
R2 |
1.0358 |
1.0358 |
1.0147 |
|
R1 |
1.0236 |
1.0236 |
1.0130 |
1.0205 |
PP |
1.0174 |
1.0174 |
1.0174 |
1.0159 |
S1 |
1.0052 |
1.0052 |
1.0096 |
1.0021 |
S2 |
0.9990 |
0.9990 |
1.0079 |
|
S3 |
0.9806 |
0.9868 |
1.0062 |
|
S4 |
0.9622 |
0.9684 |
1.0012 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0297 |
1.0076 |
0.0221 |
2.2% |
0.0023 |
0.2% |
0% |
False |
True |
4 |
10 |
1.0297 |
1.0066 |
0.0231 |
2.3% |
0.0016 |
0.2% |
4% |
False |
False |
3 |
20 |
1.0374 |
1.0028 |
0.0346 |
3.4% |
0.0036 |
0.4% |
14% |
False |
False |
6 |
40 |
1.0800 |
1.0028 |
0.0772 |
7.7% |
0.0056 |
0.6% |
6% |
False |
False |
10 |
60 |
1.1000 |
1.0028 |
0.0972 |
9.6% |
0.0060 |
0.6% |
5% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0297 |
2.618 |
1.0228 |
1.618 |
1.0186 |
1.000 |
1.0160 |
0.618 |
1.0144 |
HIGH |
1.0118 |
0.618 |
1.0102 |
0.500 |
1.0097 |
0.382 |
1.0092 |
LOW |
1.0076 |
0.618 |
1.0050 |
1.000 |
1.0034 |
1.618 |
1.0008 |
2.618 |
0.9966 |
4.250 |
0.9898 |
|
|
Fisher Pivots for day following 06-May-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0097 |
1.0187 |
PP |
1.0090 |
1.0150 |
S1 |
1.0083 |
1.0113 |
|