CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 17-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9789 |
0.9747 |
-0.0042 |
-0.4% |
0.9845 |
High |
0.9811 |
0.9747 |
-0.0064 |
-0.7% |
0.9860 |
Low |
0.9789 |
0.9704 |
-0.0085 |
-0.9% |
0.9704 |
Close |
0.9811 |
0.9704 |
-0.0107 |
-1.1% |
0.9704 |
Range |
0.0022 |
0.0043 |
0.0021 |
95.5% |
0.0156 |
ATR |
0.0070 |
0.0073 |
0.0003 |
3.7% |
0.0000 |
Volume |
11 |
2 |
-9 |
-81.8% |
49 |
|
Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9847 |
0.9819 |
0.9728 |
|
R3 |
0.9804 |
0.9776 |
0.9716 |
|
R2 |
0.9761 |
0.9761 |
0.9712 |
|
R1 |
0.9733 |
0.9733 |
0.9708 |
0.9726 |
PP |
0.9718 |
0.9718 |
0.9718 |
0.9715 |
S1 |
0.9690 |
0.9690 |
0.9700 |
0.9683 |
S2 |
0.9675 |
0.9675 |
0.9696 |
|
S3 |
0.9632 |
0.9647 |
0.9692 |
|
S4 |
0.9589 |
0.9604 |
0.9680 |
|
|
Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0224 |
1.0120 |
0.9790 |
|
R3 |
1.0068 |
0.9964 |
0.9747 |
|
R2 |
0.9912 |
0.9912 |
0.9733 |
|
R1 |
0.9808 |
0.9808 |
0.9718 |
0.9782 |
PP |
0.9756 |
0.9756 |
0.9756 |
0.9743 |
S1 |
0.9652 |
0.9652 |
0.9690 |
0.9626 |
S2 |
0.9600 |
0.9600 |
0.9675 |
|
S3 |
0.9444 |
0.9496 |
0.9661 |
|
S4 |
0.9288 |
0.9340 |
0.9618 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9860 |
0.9704 |
0.0156 |
1.6% |
0.0033 |
0.3% |
0% |
False |
True |
9 |
10 |
1.0140 |
0.9704 |
0.0436 |
4.5% |
0.0050 |
0.5% |
0% |
False |
True |
9 |
20 |
1.0297 |
0.9704 |
0.0593 |
6.1% |
0.0031 |
0.3% |
0% |
False |
True |
6 |
40 |
1.0800 |
0.9704 |
0.1096 |
11.3% |
0.0056 |
0.6% |
0% |
False |
True |
8 |
60 |
1.1000 |
0.9704 |
0.1296 |
13.4% |
0.0057 |
0.6% |
0% |
False |
True |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9930 |
2.618 |
0.9860 |
1.618 |
0.9817 |
1.000 |
0.9790 |
0.618 |
0.9774 |
HIGH |
0.9747 |
0.618 |
0.9731 |
0.500 |
0.9726 |
0.382 |
0.9720 |
LOW |
0.9704 |
0.618 |
0.9677 |
1.000 |
0.9661 |
1.618 |
0.9634 |
2.618 |
0.9591 |
4.250 |
0.9521 |
|
|
Fisher Pivots for day following 17-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9726 |
0.9758 |
PP |
0.9718 |
0.9740 |
S1 |
0.9711 |
0.9722 |
|