CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9747 |
0.9760 |
0.0013 |
0.1% |
0.9845 |
| High |
0.9747 |
0.9793 |
0.0046 |
0.5% |
0.9860 |
| Low |
0.9704 |
0.9760 |
0.0056 |
0.6% |
0.9704 |
| Close |
0.9704 |
0.9793 |
0.0089 |
0.9% |
0.9704 |
| Range |
0.0043 |
0.0033 |
-0.0010 |
-23.3% |
0.0156 |
| ATR |
0.0073 |
0.0074 |
0.0001 |
1.6% |
0.0000 |
| Volume |
2 |
8 |
6 |
300.0% |
49 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9881 |
0.9870 |
0.9811 |
|
| R3 |
0.9848 |
0.9837 |
0.9802 |
|
| R2 |
0.9815 |
0.9815 |
0.9799 |
|
| R1 |
0.9804 |
0.9804 |
0.9796 |
0.9810 |
| PP |
0.9782 |
0.9782 |
0.9782 |
0.9785 |
| S1 |
0.9771 |
0.9771 |
0.9790 |
0.9777 |
| S2 |
0.9749 |
0.9749 |
0.9787 |
|
| S3 |
0.9716 |
0.9738 |
0.9784 |
|
| S4 |
0.9683 |
0.9705 |
0.9775 |
|
|
| 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% |
57% |
False |
False |
7 |
| 10 |
1.0140 |
0.9704 |
0.0436 |
4.5% |
0.0049 |
0.5% |
20% |
False |
False |
9 |
| 20 |
1.0297 |
0.9704 |
0.0593 |
6.1% |
0.0033 |
0.3% |
15% |
False |
False |
6 |
| 40 |
1.0800 |
0.9704 |
0.1096 |
11.2% |
0.0055 |
0.6% |
8% |
False |
False |
8 |
| 60 |
1.1000 |
0.9704 |
0.1296 |
13.2% |
0.0058 |
0.6% |
7% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9933 |
|
2.618 |
0.9879 |
|
1.618 |
0.9846 |
|
1.000 |
0.9826 |
|
0.618 |
0.9813 |
|
HIGH |
0.9793 |
|
0.618 |
0.9780 |
|
0.500 |
0.9777 |
|
0.382 |
0.9773 |
|
LOW |
0.9760 |
|
0.618 |
0.9740 |
|
1.000 |
0.9727 |
|
1.618 |
0.9707 |
|
2.618 |
0.9674 |
|
4.250 |
0.9620 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9788 |
0.9781 |
| PP |
0.9782 |
0.9769 |
| S1 |
0.9777 |
0.9758 |
|