CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9830 |
0.9826 |
-0.0004 |
0.0% |
1.0090 |
| High |
0.9852 |
0.9877 |
0.0025 |
0.3% |
1.0147 |
| Low |
0.9790 |
0.9762 |
-0.0028 |
-0.3% |
0.9807 |
| Close |
0.9811 |
0.9782 |
-0.0029 |
-0.3% |
0.9850 |
| Range |
0.0062 |
0.0115 |
0.0053 |
85.5% |
0.0340 |
| ATR |
0.0119 |
0.0118 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
159,237 |
180,578 |
21,341 |
13.4% |
806,939 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0152 |
1.0082 |
0.9845 |
|
| R3 |
1.0037 |
0.9967 |
0.9814 |
|
| R2 |
0.9922 |
0.9922 |
0.9803 |
|
| R1 |
0.9852 |
0.9852 |
0.9793 |
0.9830 |
| PP |
0.9807 |
0.9807 |
0.9807 |
0.9796 |
| S1 |
0.9737 |
0.9737 |
0.9771 |
0.9715 |
| S2 |
0.9692 |
0.9692 |
0.9761 |
|
| S3 |
0.9577 |
0.9622 |
0.9750 |
|
| S4 |
0.9462 |
0.9507 |
0.9719 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0955 |
1.0742 |
1.0037 |
|
| R3 |
1.0615 |
1.0402 |
0.9944 |
|
| R2 |
1.0275 |
1.0275 |
0.9912 |
|
| R1 |
1.0062 |
1.0062 |
0.9881 |
0.9999 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9903 |
| S1 |
0.9722 |
0.9722 |
0.9819 |
0.9659 |
| S2 |
0.9595 |
0.9595 |
0.9788 |
|
| S3 |
0.9255 |
0.9382 |
0.9757 |
|
| S4 |
0.8915 |
0.9042 |
0.9663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0147 |
0.9762 |
0.0385 |
3.9% |
0.0119 |
1.2% |
5% |
False |
True |
190,104 |
| 10 |
1.0310 |
0.9762 |
0.0548 |
5.6% |
0.0105 |
1.1% |
4% |
False |
True |
159,294 |
| 20 |
1.0312 |
0.9762 |
0.0550 |
5.6% |
0.0108 |
1.1% |
4% |
False |
True |
167,995 |
| 40 |
1.0809 |
0.9762 |
0.1047 |
10.7% |
0.0130 |
1.3% |
2% |
False |
True |
181,768 |
| 60 |
1.1014 |
0.9762 |
0.1252 |
12.8% |
0.0130 |
1.3% |
2% |
False |
True |
135,046 |
| 80 |
1.1359 |
0.9762 |
0.1597 |
16.3% |
0.0130 |
1.3% |
1% |
False |
True |
101,415 |
| 100 |
1.1944 |
0.9762 |
0.2182 |
22.3% |
0.0122 |
1.2% |
1% |
False |
True |
81,157 |
| 120 |
1.2268 |
0.9762 |
0.2506 |
25.6% |
0.0106 |
1.1% |
1% |
False |
True |
67,633 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0366 |
|
2.618 |
1.0178 |
|
1.618 |
1.0063 |
|
1.000 |
0.9992 |
|
0.618 |
0.9948 |
|
HIGH |
0.9877 |
|
0.618 |
0.9833 |
|
0.500 |
0.9820 |
|
0.382 |
0.9806 |
|
LOW |
0.9762 |
|
0.618 |
0.9691 |
|
1.000 |
0.9647 |
|
1.618 |
0.9576 |
|
2.618 |
0.9461 |
|
4.250 |
0.9273 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9820 |
0.9855 |
| PP |
0.9807 |
0.9830 |
| S1 |
0.9795 |
0.9806 |
|