CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 22-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-May-2013 |
22-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9778 |
0.9756 |
-0.0022 |
-0.2% |
0.9830 |
| High |
0.9797 |
0.9772 |
-0.0025 |
-0.3% |
0.9877 |
| Low |
0.9720 |
0.9640 |
-0.0080 |
-0.8% |
0.9680 |
| Close |
0.9752 |
0.9690 |
-0.0062 |
-0.6% |
0.9692 |
| Range |
0.0077 |
0.0132 |
0.0055 |
71.4% |
0.0197 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.4% |
0.0000 |
| Volume |
140,847 |
254,504 |
113,657 |
80.7% |
890,866 |
|
| Daily Pivots for day following 22-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0097 |
1.0025 |
0.9763 |
|
| R3 |
0.9965 |
0.9893 |
0.9726 |
|
| R2 |
0.9833 |
0.9833 |
0.9714 |
|
| R1 |
0.9761 |
0.9761 |
0.9702 |
0.9731 |
| PP |
0.9701 |
0.9701 |
0.9701 |
0.9686 |
| S1 |
0.9629 |
0.9629 |
0.9678 |
0.9599 |
| S2 |
0.9569 |
0.9569 |
0.9666 |
|
| S3 |
0.9437 |
0.9497 |
0.9654 |
|
| S4 |
0.9305 |
0.9365 |
0.9617 |
|
|
| 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 |
0.9822 |
0.9640 |
0.0182 |
1.9% |
0.0102 |
1.1% |
27% |
False |
True |
177,463 |
| 10 |
1.0140 |
0.9640 |
0.0500 |
5.2% |
0.0113 |
1.2% |
10% |
False |
True |
190,172 |
| 20 |
1.0312 |
0.9640 |
0.0672 |
6.9% |
0.0106 |
1.1% |
7% |
False |
True |
166,173 |
| 40 |
1.0809 |
0.9640 |
0.1169 |
12.1% |
0.0125 |
1.3% |
4% |
False |
True |
185,380 |
| 60 |
1.0983 |
0.9640 |
0.1343 |
13.9% |
0.0124 |
1.3% |
4% |
False |
True |
152,723 |
| 80 |
1.1072 |
0.9640 |
0.1432 |
14.8% |
0.0128 |
1.3% |
3% |
False |
True |
114,791 |
| 100 |
1.1654 |
0.9640 |
0.2014 |
20.8% |
0.0124 |
1.3% |
2% |
False |
True |
91,876 |
| 120 |
1.2242 |
0.9640 |
0.2602 |
26.9% |
0.0110 |
1.1% |
2% |
False |
True |
76,566 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0333 |
|
2.618 |
1.0118 |
|
1.618 |
0.9986 |
|
1.000 |
0.9904 |
|
0.618 |
0.9854 |
|
HIGH |
0.9772 |
|
0.618 |
0.9722 |
|
0.500 |
0.9706 |
|
0.382 |
0.9690 |
|
LOW |
0.9640 |
|
0.618 |
0.9558 |
|
1.000 |
0.9508 |
|
1.618 |
0.9426 |
|
2.618 |
0.9294 |
|
4.250 |
0.9079 |
|
|
| Fisher Pivots for day following 22-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9706 |
0.9719 |
| PP |
0.9701 |
0.9709 |
| S1 |
0.9695 |
0.9700 |
|