CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 17-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-May-2013 |
17-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9782 |
0.9784 |
0.0002 |
0.0% |
0.9830 |
| High |
0.9822 |
0.9799 |
-0.0023 |
-0.2% |
0.9877 |
| Low |
0.9739 |
0.9680 |
-0.0059 |
-0.6% |
0.9680 |
| Close |
0.9799 |
0.9692 |
-0.0107 |
-1.1% |
0.9692 |
| Range |
0.0083 |
0.0119 |
0.0036 |
43.4% |
0.0197 |
| ATR |
0.0114 |
0.0114 |
0.0000 |
0.3% |
0.0000 |
| Volume |
200,595 |
165,685 |
-34,910 |
-17.4% |
890,866 |
|
| Daily Pivots for day following 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0081 |
1.0005 |
0.9757 |
|
| R3 |
0.9962 |
0.9886 |
0.9725 |
|
| R2 |
0.9843 |
0.9843 |
0.9714 |
|
| R1 |
0.9767 |
0.9767 |
0.9703 |
0.9746 |
| PP |
0.9724 |
0.9724 |
0.9724 |
0.9713 |
| S1 |
0.9648 |
0.9648 |
0.9681 |
0.9627 |
| S2 |
0.9605 |
0.9605 |
0.9670 |
|
| S3 |
0.9486 |
0.9529 |
0.9659 |
|
| S4 |
0.9367 |
0.9410 |
0.9627 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0341 |
1.0213 |
0.9800 |
|
| R3 |
1.0144 |
1.0016 |
0.9746 |
|
| R2 |
0.9947 |
0.9947 |
0.9728 |
|
| R1 |
0.9819 |
0.9819 |
0.9710 |
0.9785 |
| PP |
0.9750 |
0.9750 |
0.9750 |
0.9732 |
| S1 |
0.9622 |
0.9622 |
0.9674 |
0.9588 |
| S2 |
0.9553 |
0.9553 |
0.9656 |
|
| S3 |
0.9356 |
0.9425 |
0.9638 |
|
| S4 |
0.9159 |
0.9228 |
0.9584 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9877 |
0.9680 |
0.0197 |
2.0% |
0.0093 |
1.0% |
6% |
False |
True |
178,173 |
| 10 |
1.0147 |
0.9680 |
0.0467 |
4.8% |
0.0099 |
1.0% |
3% |
False |
True |
169,780 |
| 20 |
1.0312 |
0.9680 |
0.0632 |
6.5% |
0.0103 |
1.1% |
2% |
False |
True |
166,660 |
| 40 |
1.0809 |
0.9680 |
0.1129 |
11.6% |
0.0126 |
1.3% |
1% |
False |
True |
183,869 |
| 60 |
1.1014 |
0.9680 |
0.1334 |
13.8% |
0.0130 |
1.3% |
1% |
False |
True |
144,142 |
| 80 |
1.1310 |
0.9680 |
0.1630 |
16.8% |
0.0129 |
1.3% |
1% |
False |
True |
108,291 |
| 100 |
1.1871 |
0.9680 |
0.2191 |
22.6% |
0.0123 |
1.3% |
1% |
False |
True |
86,666 |
| 120 |
1.2242 |
0.9680 |
0.2562 |
26.4% |
0.0108 |
1.1% |
0% |
False |
True |
72,224 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0305 |
|
2.618 |
1.0111 |
|
1.618 |
0.9992 |
|
1.000 |
0.9918 |
|
0.618 |
0.9873 |
|
HIGH |
0.9799 |
|
0.618 |
0.9754 |
|
0.500 |
0.9740 |
|
0.382 |
0.9725 |
|
LOW |
0.9680 |
|
0.618 |
0.9606 |
|
1.000 |
0.9561 |
|
1.618 |
0.9487 |
|
2.618 |
0.9368 |
|
4.250 |
0.9174 |
|
|
| Fisher Pivots for day following 17-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9740 |
0.9751 |
| PP |
0.9724 |
0.9731 |
| S1 |
0.9708 |
0.9712 |
|