CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 24-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-May-2013 |
24-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9699 |
0.9807 |
0.0108 |
1.1% |
0.9745 |
| High |
0.9919 |
0.9937 |
0.0018 |
0.2% |
0.9937 |
| Low |
0.9656 |
0.9749 |
0.0093 |
1.0% |
0.9640 |
| Close |
0.9817 |
0.9900 |
0.0083 |
0.8% |
0.9900 |
| Range |
0.0263 |
0.0188 |
-0.0075 |
-28.5% |
0.0297 |
| ATR |
0.0123 |
0.0127 |
0.0005 |
3.8% |
0.0000 |
| Volume |
395,083 |
291,296 |
-103,787 |
-26.3% |
1,207,417 |
|
| Daily Pivots for day following 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0426 |
1.0351 |
1.0003 |
|
| R3 |
1.0238 |
1.0163 |
0.9952 |
|
| R2 |
1.0050 |
1.0050 |
0.9934 |
|
| R1 |
0.9975 |
0.9975 |
0.9917 |
1.0013 |
| PP |
0.9862 |
0.9862 |
0.9862 |
0.9881 |
| S1 |
0.9787 |
0.9787 |
0.9883 |
0.9825 |
| S2 |
0.9674 |
0.9674 |
0.9866 |
|
| S3 |
0.9486 |
0.9599 |
0.9848 |
|
| S4 |
0.9298 |
0.9411 |
0.9797 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0605 |
1.0063 |
|
| R3 |
1.0420 |
1.0308 |
0.9982 |
|
| R2 |
1.0123 |
1.0123 |
0.9954 |
|
| R1 |
1.0011 |
1.0011 |
0.9927 |
1.0067 |
| PP |
0.9826 |
0.9826 |
0.9826 |
0.9854 |
| S1 |
0.9714 |
0.9714 |
0.9873 |
0.9770 |
| S2 |
0.9529 |
0.9529 |
0.9846 |
|
| S3 |
0.9232 |
0.9417 |
0.9818 |
|
| S4 |
0.8935 |
0.9120 |
0.9737 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9937 |
0.9640 |
0.0297 |
3.0% |
0.0152 |
1.5% |
88% |
True |
False |
241,483 |
| 10 |
0.9937 |
0.9640 |
0.0297 |
3.0% |
0.0123 |
1.2% |
88% |
True |
False |
209,828 |
| 20 |
1.0312 |
0.9640 |
0.0672 |
6.8% |
0.0116 |
1.2% |
39% |
False |
False |
180,488 |
| 40 |
1.0809 |
0.9640 |
0.1169 |
11.8% |
0.0132 |
1.3% |
22% |
False |
False |
196,391 |
| 60 |
1.0824 |
0.9640 |
0.1184 |
12.0% |
0.0127 |
1.3% |
22% |
False |
False |
163,938 |
| 80 |
1.1018 |
0.9640 |
0.1378 |
13.9% |
0.0132 |
1.3% |
19% |
False |
False |
123,367 |
| 100 |
1.1521 |
0.9640 |
0.1881 |
19.0% |
0.0127 |
1.3% |
14% |
False |
False |
98,737 |
| 120 |
1.2242 |
0.9640 |
0.2602 |
26.3% |
0.0114 |
1.1% |
10% |
False |
False |
82,286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0429 |
|
1.618 |
1.0241 |
|
1.000 |
1.0125 |
|
0.618 |
1.0053 |
|
HIGH |
0.9937 |
|
0.618 |
0.9865 |
|
0.500 |
0.9843 |
|
0.382 |
0.9821 |
|
LOW |
0.9749 |
|
0.618 |
0.9633 |
|
1.000 |
0.9561 |
|
1.618 |
0.9445 |
|
2.618 |
0.9257 |
|
4.250 |
0.8950 |
|
|
| Fisher Pivots for day following 24-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9881 |
0.9863 |
| PP |
0.9862 |
0.9826 |
| S1 |
0.9843 |
0.9789 |
|