CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 10-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-May-2013 |
10-May-2013 |
Change |
Change % |
Previous Week |
Open |
1.0080 |
0.9934 |
-0.0146 |
-1.4% |
1.0118 |
High |
1.0080 |
0.9934 |
-0.0146 |
-1.4% |
1.0140 |
Low |
0.9950 |
0.9818 |
-0.0132 |
-1.3% |
0.9818 |
Close |
0.9956 |
0.9862 |
-0.0094 |
-0.9% |
0.9862 |
Range |
0.0130 |
0.0116 |
-0.0014 |
-10.8% |
0.0322 |
ATR |
0.0078 |
0.0082 |
0.0004 |
5.5% |
0.0000 |
Volume |
16 |
16 |
0 |
0.0% |
44 |
|
Daily Pivots for day following 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0219 |
1.0157 |
0.9926 |
|
R3 |
1.0103 |
1.0041 |
0.9894 |
|
R2 |
0.9987 |
0.9987 |
0.9883 |
|
R1 |
0.9925 |
0.9925 |
0.9873 |
0.9898 |
PP |
0.9871 |
0.9871 |
0.9871 |
0.9858 |
S1 |
0.9809 |
0.9809 |
0.9851 |
0.9782 |
S2 |
0.9755 |
0.9755 |
0.9841 |
|
S3 |
0.9639 |
0.9693 |
0.9830 |
|
S4 |
0.9523 |
0.9577 |
0.9798 |
|
|
Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0906 |
1.0706 |
1.0039 |
|
R3 |
1.0584 |
1.0384 |
0.9951 |
|
R2 |
1.0262 |
1.0262 |
0.9921 |
|
R1 |
1.0062 |
1.0062 |
0.9892 |
1.0001 |
PP |
0.9940 |
0.9940 |
0.9940 |
0.9910 |
S1 |
0.9740 |
0.9740 |
0.9832 |
0.9679 |
S2 |
0.9618 |
0.9618 |
0.9803 |
|
S3 |
0.9296 |
0.9418 |
0.9773 |
|
S4 |
0.8974 |
0.9096 |
0.9685 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0140 |
0.9818 |
0.0322 |
3.3% |
0.0067 |
0.7% |
14% |
False |
True |
8 |
10 |
1.0297 |
0.9818 |
0.0479 |
4.9% |
0.0041 |
0.4% |
9% |
False |
True |
5 |
20 |
1.0374 |
0.9818 |
0.0556 |
5.6% |
0.0039 |
0.4% |
8% |
False |
True |
5 |
40 |
1.0800 |
0.9818 |
0.0982 |
10.0% |
0.0060 |
0.6% |
4% |
False |
True |
8 |
60 |
1.1000 |
0.9818 |
0.1182 |
12.0% |
0.0061 |
0.6% |
4% |
False |
True |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0427 |
2.618 |
1.0238 |
1.618 |
1.0122 |
1.000 |
1.0050 |
0.618 |
1.0006 |
HIGH |
0.9934 |
0.618 |
0.9890 |
0.500 |
0.9876 |
0.382 |
0.9862 |
LOW |
0.9818 |
0.618 |
0.9746 |
1.000 |
0.9702 |
1.618 |
0.9630 |
2.618 |
0.9514 |
4.250 |
0.9325 |
|
|
Fisher Pivots for day following 10-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9876 |
0.9979 |
PP |
0.9871 |
0.9940 |
S1 |
0.9867 |
0.9901 |
|