CME Japanese Yen Future June 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 |
0.9784 |
0.9745 |
-0.0039 |
-0.4% |
0.9830 |
| High |
0.9799 |
0.9790 |
-0.0009 |
-0.1% |
0.9877 |
| Low |
0.9680 |
0.9692 |
0.0012 |
0.1% |
0.9680 |
| Close |
0.9692 |
0.9781 |
0.0089 |
0.9% |
0.9692 |
| Range |
0.0119 |
0.0098 |
-0.0021 |
-17.6% |
0.0197 |
| ATR |
0.0114 |
0.0113 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
165,685 |
125,687 |
-39,998 |
-24.1% |
890,866 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0048 |
1.0013 |
0.9835 |
|
| R3 |
0.9950 |
0.9915 |
0.9808 |
|
| R2 |
0.9852 |
0.9852 |
0.9799 |
|
| R1 |
0.9817 |
0.9817 |
0.9790 |
0.9835 |
| PP |
0.9754 |
0.9754 |
0.9754 |
0.9763 |
| S1 |
0.9719 |
0.9719 |
0.9772 |
0.9737 |
| S2 |
0.9656 |
0.9656 |
0.9763 |
|
| S3 |
0.9558 |
0.9621 |
0.9754 |
|
| S4 |
0.9460 |
0.9523 |
0.9727 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0213 |
0.9800 |
|
| R3 |
1.0144 |
1.0016 |
0.9746 |
|
| R2 |
0.9947 |
0.9947 |
0.9728 |
|
| R1 |
0.9819 |
0.9819 |
0.9710 |
0.9785 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9732 |
| S1 |
0.9622 |
0.9622 |
0.9674 |
0.9588 |
| S2 |
0.9553 |
0.9553 |
0.9656 |
|
| S3 |
0.9356 |
0.9425 |
0.9638 |
|
| S4 |
0.9159 |
0.9228 |
0.9584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9877 |
0.9680 |
0.0197 |
2.0% |
0.0101 |
1.0% |
51% |
False |
False |
171,463 |
| 10 |
1.0147 |
0.9680 |
0.0467 |
4.8% |
0.0105 |
1.1% |
22% |
False |
False |
175,719 |
| 20 |
1.0312 |
0.9680 |
0.0632 |
6.5% |
0.0104 |
1.1% |
16% |
False |
False |
164,353 |
| 40 |
1.0809 |
0.9680 |
0.1129 |
11.5% |
0.0126 |
1.3% |
9% |
False |
False |
183,139 |
| 60 |
1.1014 |
0.9680 |
0.1334 |
13.6% |
0.0130 |
1.3% |
8% |
False |
False |
146,222 |
| 80 |
1.1078 |
0.9680 |
0.1398 |
14.3% |
0.0127 |
1.3% |
7% |
False |
False |
109,860 |
| 100 |
1.1744 |
0.9680 |
0.2064 |
21.1% |
0.0123 |
1.3% |
5% |
False |
False |
87,923 |
| 120 |
1.2242 |
0.9680 |
0.2562 |
26.2% |
0.0108 |
1.1% |
4% |
False |
False |
73,271 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0207 |
|
2.618 |
1.0047 |
|
1.618 |
0.9949 |
|
1.000 |
0.9888 |
|
0.618 |
0.9851 |
|
HIGH |
0.9790 |
|
0.618 |
0.9753 |
|
0.500 |
0.9741 |
|
0.382 |
0.9729 |
|
LOW |
0.9692 |
|
0.618 |
0.9631 |
|
1.000 |
0.9594 |
|
1.618 |
0.9533 |
|
2.618 |
0.9435 |
|
4.250 |
0.9276 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9768 |
0.9771 |
| PP |
0.9754 |
0.9761 |
| S1 |
0.9741 |
0.9751 |
|