CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9826 |
0.9776 |
-0.0050 |
-0.5% |
1.0090 |
| High |
0.9877 |
0.9820 |
-0.0057 |
-0.6% |
1.0147 |
| Low |
0.9762 |
0.9732 |
-0.0030 |
-0.3% |
0.9807 |
| Close |
0.9782 |
0.9775 |
-0.0007 |
-0.1% |
0.9850 |
| Range |
0.0115 |
0.0088 |
-0.0027 |
-23.5% |
0.0340 |
| ATR |
0.0118 |
0.0116 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
180,578 |
184,771 |
4,193 |
2.3% |
806,939 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0040 |
0.9995 |
0.9823 |
|
| R3 |
0.9952 |
0.9907 |
0.9799 |
|
| R2 |
0.9864 |
0.9864 |
0.9791 |
|
| R1 |
0.9819 |
0.9819 |
0.9783 |
0.9798 |
| PP |
0.9776 |
0.9776 |
0.9776 |
0.9765 |
| S1 |
0.9731 |
0.9731 |
0.9767 |
0.9710 |
| S2 |
0.9688 |
0.9688 |
0.9759 |
|
| S3 |
0.9600 |
0.9643 |
0.9751 |
|
| S4 |
0.9512 |
0.9555 |
0.9727 |
|
|
| 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 |
1.0140 |
0.9732 |
0.0408 |
4.2% |
0.0125 |
1.3% |
11% |
False |
True |
202,881 |
| 10 |
1.0303 |
0.9732 |
0.0571 |
5.8% |
0.0107 |
1.1% |
8% |
False |
True |
166,468 |
| 20 |
1.0312 |
0.9732 |
0.0580 |
5.9% |
0.0106 |
1.1% |
7% |
False |
True |
166,445 |
| 40 |
1.0809 |
0.9732 |
0.1077 |
11.0% |
0.0129 |
1.3% |
4% |
False |
True |
182,561 |
| 60 |
1.1014 |
0.9732 |
0.1282 |
13.1% |
0.0130 |
1.3% |
3% |
False |
True |
138,112 |
| 80 |
1.1359 |
0.9732 |
0.1627 |
16.6% |
0.0131 |
1.3% |
3% |
False |
True |
103,722 |
| 100 |
1.1944 |
0.9732 |
0.2212 |
22.6% |
0.0122 |
1.2% |
2% |
False |
True |
83,004 |
| 120 |
1.2250 |
0.9732 |
0.2518 |
25.8% |
0.0107 |
1.1% |
2% |
False |
True |
69,172 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0194 |
|
2.618 |
1.0050 |
|
1.618 |
0.9962 |
|
1.000 |
0.9908 |
|
0.618 |
0.9874 |
|
HIGH |
0.9820 |
|
0.618 |
0.9786 |
|
0.500 |
0.9776 |
|
0.382 |
0.9766 |
|
LOW |
0.9732 |
|
0.618 |
0.9678 |
|
1.000 |
0.9644 |
|
1.618 |
0.9590 |
|
2.618 |
0.9502 |
|
4.250 |
0.9358 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9776 |
0.9805 |
| PP |
0.9776 |
0.9795 |
| S1 |
0.9775 |
0.9785 |
|