CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0224 |
1.0268 |
0.0044 |
0.4% |
1.0027 |
| High |
1.0312 |
1.0310 |
-0.0002 |
0.0% |
1.0254 |
| Low |
1.0193 |
1.0239 |
0.0046 |
0.5% |
1.0013 |
| Close |
1.0258 |
1.0271 |
0.0013 |
0.1% |
1.0183 |
| Range |
0.0119 |
0.0071 |
-0.0048 |
-40.3% |
0.0241 |
| ATR |
0.0131 |
0.0127 |
-0.0004 |
-3.3% |
0.0000 |
| Volume |
150,294 |
113,026 |
-37,268 |
-24.8% |
930,858 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0486 |
1.0450 |
1.0310 |
|
| R3 |
1.0415 |
1.0379 |
1.0291 |
|
| R2 |
1.0344 |
1.0344 |
1.0284 |
|
| R1 |
1.0308 |
1.0308 |
1.0278 |
1.0326 |
| PP |
1.0273 |
1.0273 |
1.0273 |
1.0283 |
| S1 |
1.0237 |
1.0237 |
1.0264 |
1.0255 |
| S2 |
1.0202 |
1.0202 |
1.0258 |
|
| S3 |
1.0131 |
1.0166 |
1.0251 |
|
| S4 |
1.0060 |
1.0095 |
1.0232 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0769 |
1.0316 |
|
| R3 |
1.0632 |
1.0528 |
1.0249 |
|
| R2 |
1.0391 |
1.0391 |
1.0227 |
|
| R1 |
1.0287 |
1.0287 |
1.0205 |
1.0339 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0176 |
| S1 |
1.0046 |
1.0046 |
1.0161 |
1.0098 |
| S2 |
0.9909 |
0.9909 |
1.0139 |
|
| S3 |
0.9668 |
0.9805 |
1.0117 |
|
| S4 |
0.9427 |
0.9564 |
1.0050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0312 |
1.0047 |
0.0265 |
2.6% |
0.0107 |
1.0% |
85% |
False |
False |
154,294 |
| 10 |
1.0312 |
1.0013 |
0.0299 |
2.9% |
0.0105 |
1.0% |
86% |
False |
False |
166,421 |
| 20 |
1.0789 |
1.0008 |
0.0781 |
7.6% |
0.0145 |
1.4% |
34% |
False |
False |
210,069 |
| 40 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0133 |
1.3% |
33% |
False |
False |
164,309 |
| 60 |
1.1014 |
1.0008 |
0.1006 |
9.8% |
0.0136 |
1.3% |
26% |
False |
False |
110,482 |
| 80 |
1.1518 |
1.0008 |
0.1510 |
14.7% |
0.0130 |
1.3% |
17% |
False |
False |
82,937 |
| 100 |
1.2180 |
1.0008 |
0.2172 |
21.1% |
0.0115 |
1.1% |
12% |
False |
False |
66,359 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
25.6% |
0.0101 |
1.0% |
10% |
False |
False |
55,301 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0612 |
|
2.618 |
1.0496 |
|
1.618 |
1.0425 |
|
1.000 |
1.0381 |
|
0.618 |
1.0354 |
|
HIGH |
1.0310 |
|
0.618 |
1.0283 |
|
0.500 |
1.0275 |
|
0.382 |
1.0266 |
|
LOW |
1.0239 |
|
0.618 |
1.0195 |
|
1.000 |
1.0168 |
|
1.618 |
1.0124 |
|
2.618 |
1.0053 |
|
4.250 |
0.9937 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0275 |
1.0264 |
| PP |
1.0273 |
1.0256 |
| S1 |
1.0272 |
1.0249 |
|