CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 23-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9675 |
0.9697 |
0.0022 |
0.2% |
0.9845 |
High |
0.9724 |
0.9900 |
0.0176 |
1.8% |
0.9860 |
Low |
0.9675 |
0.9697 |
0.0022 |
0.2% |
0.9704 |
Close |
0.9701 |
0.9829 |
0.0128 |
1.3% |
0.9704 |
Range |
0.0049 |
0.0203 |
0.0154 |
314.3% |
0.0156 |
ATR |
0.0074 |
0.0084 |
0.0009 |
12.3% |
0.0000 |
Volume |
9 |
24 |
15 |
166.7% |
49 |
|
Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0418 |
1.0326 |
0.9941 |
|
R3 |
1.0215 |
1.0123 |
0.9885 |
|
R2 |
1.0012 |
1.0012 |
0.9866 |
|
R1 |
0.9920 |
0.9920 |
0.9848 |
0.9966 |
PP |
0.9809 |
0.9809 |
0.9809 |
0.9832 |
S1 |
0.9717 |
0.9717 |
0.9810 |
0.9763 |
S2 |
0.9606 |
0.9606 |
0.9792 |
|
S3 |
0.9403 |
0.9514 |
0.9773 |
|
S4 |
0.9200 |
0.9311 |
0.9717 |
|
|
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 |
0.9900 |
0.9675 |
0.0225 |
2.3% |
0.0075 |
0.8% |
68% |
True |
False |
9 |
10 |
0.9934 |
0.9675 |
0.0259 |
2.6% |
0.0062 |
0.6% |
59% |
False |
False |
11 |
20 |
1.0297 |
0.9675 |
0.0622 |
6.3% |
0.0048 |
0.5% |
25% |
False |
False |
8 |
40 |
1.0800 |
0.9675 |
0.1125 |
11.4% |
0.0057 |
0.6% |
14% |
False |
False |
9 |
60 |
1.0859 |
0.9675 |
0.1184 |
12.0% |
0.0054 |
0.6% |
13% |
False |
False |
9 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0763 |
2.618 |
1.0431 |
1.618 |
1.0228 |
1.000 |
1.0103 |
0.618 |
1.0025 |
HIGH |
0.9900 |
0.618 |
0.9822 |
0.500 |
0.9799 |
0.382 |
0.9775 |
LOW |
0.9697 |
0.618 |
0.9572 |
1.000 |
0.9494 |
1.618 |
0.9369 |
2.618 |
0.9166 |
4.250 |
0.8834 |
|
|
Fisher Pivots for day following 23-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9819 |
0.9815 |
PP |
0.9809 |
0.9801 |
S1 |
0.9799 |
0.9788 |
|