CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 06-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-May-2013 |
06-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0213 |
1.0090 |
-0.0123 |
-1.2% |
1.0206 |
| High |
1.0217 |
1.0099 |
-0.0118 |
-1.2% |
1.0312 |
| Low |
1.0075 |
1.0057 |
-0.0018 |
-0.2% |
1.0075 |
| Close |
1.0099 |
1.0063 |
-0.0036 |
-0.4% |
1.0099 |
| Range |
0.0142 |
0.0042 |
-0.0100 |
-70.4% |
0.0237 |
| ATR |
0.0129 |
0.0123 |
-0.0006 |
-4.8% |
0.0000 |
| Volume |
172,291 |
66,300 |
-105,991 |
-61.5% |
704,541 |
|
| Daily Pivots for day following 06-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0199 |
1.0173 |
1.0086 |
|
| R3 |
1.0157 |
1.0131 |
1.0075 |
|
| R2 |
1.0115 |
1.0115 |
1.0071 |
|
| R1 |
1.0089 |
1.0089 |
1.0067 |
1.0081 |
| PP |
1.0073 |
1.0073 |
1.0073 |
1.0069 |
| S1 |
1.0047 |
1.0047 |
1.0059 |
1.0039 |
| S2 |
1.0031 |
1.0031 |
1.0055 |
|
| S3 |
0.9989 |
1.0005 |
1.0051 |
|
| S4 |
0.9947 |
0.9963 |
1.0040 |
|
|
| 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 |
1.0057 |
0.0255 |
2.5% |
0.0102 |
1.0% |
2% |
False |
True |
132,556 |
| 10 |
1.0312 |
1.0026 |
0.0286 |
2.8% |
0.0102 |
1.0% |
13% |
False |
False |
152,987 |
| 20 |
1.0383 |
1.0008 |
0.0375 |
3.7% |
0.0120 |
1.2% |
15% |
False |
False |
180,967 |
| 40 |
1.0809 |
1.0008 |
0.0801 |
8.0% |
0.0130 |
1.3% |
7% |
False |
False |
172,443 |
| 60 |
1.1014 |
1.0008 |
0.1006 |
10.0% |
0.0135 |
1.3% |
5% |
False |
False |
117,111 |
| 80 |
1.1398 |
1.0008 |
0.1390 |
13.8% |
0.0131 |
1.3% |
4% |
False |
False |
87,924 |
| 100 |
1.2167 |
1.0008 |
0.2159 |
21.5% |
0.0118 |
1.2% |
3% |
False |
False |
70,354 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
26.1% |
0.0103 |
1.0% |
2% |
False |
False |
58,630 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0278 |
|
2.618 |
1.0209 |
|
1.618 |
1.0167 |
|
1.000 |
1.0141 |
|
0.618 |
1.0125 |
|
HIGH |
1.0099 |
|
0.618 |
1.0083 |
|
0.500 |
1.0078 |
|
0.382 |
1.0073 |
|
LOW |
1.0057 |
|
0.618 |
1.0031 |
|
1.000 |
1.0015 |
|
1.618 |
0.9989 |
|
2.618 |
0.9947 |
|
4.250 |
0.9879 |
|
|
| Fisher Pivots for day following 06-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0078 |
1.0180 |
| PP |
1.0073 |
1.0141 |
| S1 |
1.0068 |
1.0102 |
|