CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 29-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9910 |
0.9800 |
-0.0110 |
-1.1% |
0.9760 |
| High |
0.9945 |
0.9918 |
-0.0027 |
-0.3% |
0.9920 |
| Low |
0.9775 |
0.9800 |
0.0025 |
0.3% |
0.9675 |
| Close |
0.9808 |
0.9897 |
0.0089 |
0.9% |
0.9911 |
| Range |
0.0170 |
0.0118 |
-0.0052 |
-30.6% |
0.0245 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.2% |
0.0000 |
| Volume |
13 |
58 |
45 |
346.2% |
97 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0226 |
1.0179 |
0.9962 |
|
| R3 |
1.0108 |
1.0061 |
0.9929 |
|
| R2 |
0.9990 |
0.9990 |
0.9919 |
|
| R1 |
0.9943 |
0.9943 |
0.9908 |
0.9967 |
| PP |
0.9872 |
0.9872 |
0.9872 |
0.9883 |
| S1 |
0.9825 |
0.9825 |
0.9886 |
0.9849 |
| S2 |
0.9754 |
0.9754 |
0.9875 |
|
| S3 |
0.9636 |
0.9707 |
0.9865 |
|
| S4 |
0.9518 |
0.9589 |
0.9832 |
|
|
| 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 |
0.9945 |
0.9675 |
0.0270 |
2.7% |
0.0118 |
1.2% |
82% |
False |
False |
30 |
| 10 |
0.9945 |
0.9675 |
0.0270 |
2.7% |
0.0073 |
0.7% |
82% |
False |
False |
19 |
| 20 |
1.0297 |
0.9675 |
0.0622 |
6.3% |
0.0062 |
0.6% |
36% |
False |
False |
13 |
| 40 |
1.0799 |
0.9675 |
0.1124 |
11.4% |
0.0063 |
0.6% |
20% |
False |
False |
12 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.4% |
0.0059 |
0.6% |
20% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0420 |
|
2.618 |
1.0227 |
|
1.618 |
1.0109 |
|
1.000 |
1.0036 |
|
0.618 |
0.9991 |
|
HIGH |
0.9918 |
|
0.618 |
0.9873 |
|
0.500 |
0.9859 |
|
0.382 |
0.9845 |
|
LOW |
0.9800 |
|
0.618 |
0.9727 |
|
1.000 |
0.9682 |
|
1.618 |
0.9609 |
|
2.618 |
0.9491 |
|
4.250 |
0.9299 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9884 |
0.9885 |
| PP |
0.9872 |
0.9872 |
| S1 |
0.9859 |
0.9860 |
|