CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 22-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9737 |
0.9675 |
-0.0062 |
-0.6% |
0.9845 |
High |
0.9780 |
0.9724 |
-0.0056 |
-0.6% |
0.9860 |
Low |
0.9732 |
0.9675 |
-0.0057 |
-0.6% |
0.9704 |
Close |
0.9764 |
0.9701 |
-0.0063 |
-0.6% |
0.9704 |
Range |
0.0048 |
0.0049 |
0.0001 |
2.1% |
0.0156 |
ATR |
0.0073 |
0.0074 |
0.0001 |
1.5% |
0.0000 |
Volume |
6 |
9 |
3 |
50.0% |
49 |
|
Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
0.9847 |
0.9823 |
0.9728 |
|
R3 |
0.9798 |
0.9774 |
0.9714 |
|
R2 |
0.9749 |
0.9749 |
0.9710 |
|
R1 |
0.9725 |
0.9725 |
0.9705 |
0.9737 |
PP |
0.9700 |
0.9700 |
0.9700 |
0.9706 |
S1 |
0.9676 |
0.9676 |
0.9697 |
0.9688 |
S2 |
0.9651 |
0.9651 |
0.9692 |
|
S3 |
0.9602 |
0.9627 |
0.9688 |
|
S4 |
0.9553 |
0.9578 |
0.9674 |
|
|
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 |
0.9811 |
0.9675 |
0.0136 |
1.4% |
0.0039 |
0.4% |
19% |
False |
True |
7 |
10 |
1.0080 |
0.9675 |
0.0405 |
4.2% |
0.0054 |
0.6% |
6% |
False |
True |
10 |
20 |
1.0297 |
0.9675 |
0.0622 |
6.4% |
0.0037 |
0.4% |
4% |
False |
True |
7 |
40 |
1.0800 |
0.9675 |
0.1125 |
11.6% |
0.0053 |
0.5% |
2% |
False |
True |
8 |
60 |
1.0907 |
0.9675 |
0.1232 |
12.7% |
0.0052 |
0.5% |
2% |
False |
True |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
0.9932 |
2.618 |
0.9852 |
1.618 |
0.9803 |
1.000 |
0.9773 |
0.618 |
0.9754 |
HIGH |
0.9724 |
0.618 |
0.9705 |
0.500 |
0.9700 |
0.382 |
0.9694 |
LOW |
0.9675 |
0.618 |
0.9645 |
1.000 |
0.9626 |
1.618 |
0.9596 |
2.618 |
0.9547 |
4.250 |
0.9467 |
|
|
Fisher Pivots for day following 22-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9701 |
0.9734 |
PP |
0.9700 |
0.9723 |
S1 |
0.9700 |
0.9712 |
|