CME Japanese Yen Future December 2013
Trading Metrics calculated at close of trading on 24-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9697 |
0.9900 |
0.0203 |
2.1% |
0.9760 |
High |
0.9900 |
0.9920 |
0.0020 |
0.2% |
0.9920 |
Low |
0.9697 |
0.9872 |
0.0175 |
1.8% |
0.9675 |
Close |
0.9829 |
0.9911 |
0.0082 |
0.8% |
0.9911 |
Range |
0.0203 |
0.0048 |
-0.0155 |
-76.4% |
0.0245 |
ATR |
0.0084 |
0.0084 |
0.0001 |
0.6% |
0.0000 |
Volume |
24 |
50 |
26 |
108.3% |
97 |
|
Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0045 |
1.0026 |
0.9937 |
|
R3 |
0.9997 |
0.9978 |
0.9924 |
|
R2 |
0.9949 |
0.9949 |
0.9920 |
|
R1 |
0.9930 |
0.9930 |
0.9915 |
0.9940 |
PP |
0.9901 |
0.9901 |
0.9901 |
0.9906 |
S1 |
0.9882 |
0.9882 |
0.9907 |
0.9892 |
S2 |
0.9853 |
0.9853 |
0.9902 |
|
S3 |
0.9805 |
0.9834 |
0.9898 |
|
S4 |
0.9757 |
0.9786 |
0.9885 |
|
|
Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0570 |
1.0486 |
1.0046 |
|
R3 |
1.0325 |
1.0241 |
0.9978 |
|
R2 |
1.0080 |
1.0080 |
0.9956 |
|
R1 |
0.9996 |
0.9996 |
0.9933 |
1.0038 |
PP |
0.9835 |
0.9835 |
0.9835 |
0.9857 |
S1 |
0.9751 |
0.9751 |
0.9889 |
0.9793 |
S2 |
0.9590 |
0.9590 |
0.9866 |
|
S3 |
0.9345 |
0.9506 |
0.9844 |
|
S4 |
0.9100 |
0.9261 |
0.9776 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
0.9920 |
0.9675 |
0.0245 |
2.5% |
0.0076 |
0.8% |
96% |
True |
False |
19 |
10 |
0.9920 |
0.9675 |
0.0245 |
2.5% |
0.0055 |
0.6% |
96% |
True |
False |
14 |
20 |
1.0297 |
0.9675 |
0.0622 |
6.3% |
0.0048 |
0.5% |
38% |
False |
False |
10 |
40 |
1.0800 |
0.9675 |
0.1125 |
11.4% |
0.0058 |
0.6% |
21% |
False |
False |
10 |
60 |
1.0800 |
0.9675 |
0.1125 |
11.4% |
0.0054 |
0.5% |
21% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0124 |
2.618 |
1.0046 |
1.618 |
0.9998 |
1.000 |
0.9968 |
0.618 |
0.9950 |
HIGH |
0.9920 |
0.618 |
0.9902 |
0.500 |
0.9896 |
0.382 |
0.9890 |
LOW |
0.9872 |
0.618 |
0.9842 |
1.000 |
0.9824 |
1.618 |
0.9794 |
2.618 |
0.9746 |
4.250 |
0.9668 |
|
|
Fisher Pivots for day following 24-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9906 |
0.9873 |
PP |
0.9901 |
0.9835 |
S1 |
0.9896 |
0.9798 |
|