CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 03-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-May-2013 |
03-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0278 |
1.0213 |
-0.0065 |
-0.6% |
1.0206 |
| High |
1.0303 |
1.0217 |
-0.0086 |
-0.8% |
1.0312 |
| Low |
1.0165 |
1.0075 |
-0.0090 |
-0.9% |
1.0075 |
| Close |
1.0210 |
1.0099 |
-0.0111 |
-1.1% |
1.0099 |
| Range |
0.0138 |
0.0142 |
0.0004 |
2.9% |
0.0237 |
| ATR |
0.0128 |
0.0129 |
0.0001 |
0.8% |
0.0000 |
| Volume |
160,870 |
172,291 |
11,421 |
7.1% |
704,541 |
|
| Daily Pivots for day following 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0556 |
1.0470 |
1.0177 |
|
| R3 |
1.0414 |
1.0328 |
1.0138 |
|
| R2 |
1.0272 |
1.0272 |
1.0125 |
|
| R1 |
1.0186 |
1.0186 |
1.0112 |
1.0158 |
| PP |
1.0130 |
1.0130 |
1.0130 |
1.0117 |
| S1 |
1.0044 |
1.0044 |
1.0086 |
1.0016 |
| S2 |
0.9988 |
0.9988 |
1.0073 |
|
| S3 |
0.9846 |
0.9902 |
1.0060 |
|
| S4 |
0.9704 |
0.9760 |
1.0021 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0723 |
1.0229 |
|
| R3 |
1.0636 |
1.0486 |
1.0164 |
|
| R2 |
1.0399 |
1.0399 |
1.0142 |
|
| R1 |
1.0249 |
1.0249 |
1.0121 |
1.0206 |
| PP |
1.0162 |
1.0162 |
1.0162 |
1.0140 |
| S1 |
1.0012 |
1.0012 |
1.0077 |
0.9969 |
| S2 |
0.9925 |
0.9925 |
1.0056 |
|
| S3 |
0.9688 |
0.9775 |
1.0034 |
|
| S4 |
0.9451 |
0.9538 |
0.9969 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0312 |
1.0075 |
0.0237 |
2.3% |
0.0112 |
1.1% |
10% |
False |
True |
140,908 |
| 10 |
1.0312 |
1.0013 |
0.0299 |
3.0% |
0.0108 |
1.1% |
29% |
False |
False |
163,539 |
| 20 |
1.0383 |
1.0008 |
0.0375 |
3.7% |
0.0127 |
1.3% |
24% |
False |
False |
190,041 |
| 40 |
1.0809 |
1.0008 |
0.0801 |
7.9% |
0.0133 |
1.3% |
11% |
False |
False |
172,049 |
| 60 |
1.1014 |
1.0008 |
0.1006 |
10.0% |
0.0136 |
1.3% |
9% |
False |
False |
116,025 |
| 80 |
1.1506 |
1.0008 |
0.1498 |
14.8% |
0.0132 |
1.3% |
6% |
False |
False |
87,098 |
| 100 |
1.2180 |
1.0008 |
0.2172 |
21.5% |
0.0118 |
1.2% |
4% |
False |
False |
69,691 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
26.0% |
0.0102 |
1.0% |
3% |
False |
False |
58,077 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0821 |
|
2.618 |
1.0589 |
|
1.618 |
1.0447 |
|
1.000 |
1.0359 |
|
0.618 |
1.0305 |
|
HIGH |
1.0217 |
|
0.618 |
1.0163 |
|
0.500 |
1.0146 |
|
0.382 |
1.0129 |
|
LOW |
1.0075 |
|
0.618 |
0.9987 |
|
1.000 |
0.9933 |
|
1.618 |
0.9845 |
|
2.618 |
0.9703 |
|
4.250 |
0.9472 |
|
|
| Fisher Pivots for day following 03-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0146 |
1.0193 |
| PP |
1.0130 |
1.0161 |
| S1 |
1.0115 |
1.0130 |
|