CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 29-May-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-May-2013 |
29-May-2013 |
Change |
Change % |
Previous Week |
Open |
0.9880 |
0.9777 |
-0.0103 |
-1.0% |
0.9745 |
High |
0.9928 |
0.9931 |
0.0003 |
0.0% |
0.9937 |
Low |
0.9756 |
0.9754 |
-0.0002 |
0.0% |
0.9640 |
Close |
0.9797 |
0.9886 |
0.0089 |
0.9% |
0.9900 |
Range |
0.0172 |
0.0177 |
0.0005 |
2.9% |
0.0297 |
ATR |
0.0131 |
0.0134 |
0.0003 |
2.5% |
0.0000 |
Volume |
280,909 |
252,661 |
-28,248 |
-10.1% |
1,207,417 |
|
Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0388 |
1.0314 |
0.9983 |
|
R3 |
1.0211 |
1.0137 |
0.9935 |
|
R2 |
1.0034 |
1.0034 |
0.9918 |
|
R1 |
0.9960 |
0.9960 |
0.9902 |
0.9997 |
PP |
0.9857 |
0.9857 |
0.9857 |
0.9876 |
S1 |
0.9783 |
0.9783 |
0.9870 |
0.9820 |
S2 |
0.9680 |
0.9680 |
0.9854 |
|
S3 |
0.9503 |
0.9606 |
0.9837 |
|
S4 |
0.9326 |
0.9429 |
0.9789 |
|
|
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% |
0.0186 |
1.9% |
83% |
False |
False |
294,890 |
10 |
0.9937 |
0.9640 |
0.0297 |
3.0% |
0.0140 |
1.4% |
83% |
False |
False |
229,203 |
20 |
1.0310 |
0.9640 |
0.0670 |
6.8% |
0.0122 |
1.2% |
37% |
False |
False |
194,248 |
40 |
1.0792 |
0.9640 |
0.1152 |
11.7% |
0.0135 |
1.4% |
21% |
False |
False |
203,044 |
60 |
1.0809 |
0.9640 |
0.1169 |
11.8% |
0.0130 |
1.3% |
21% |
False |
False |
172,691 |
80 |
1.1014 |
0.9640 |
0.1374 |
13.9% |
0.0133 |
1.3% |
18% |
False |
False |
130,016 |
100 |
1.1518 |
0.9640 |
0.1878 |
19.0% |
0.0129 |
1.3% |
13% |
False |
False |
104,070 |
120 |
1.2229 |
0.9640 |
0.2589 |
26.2% |
0.0116 |
1.2% |
10% |
False |
False |
86,732 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0683 |
2.618 |
1.0394 |
1.618 |
1.0217 |
1.000 |
1.0108 |
0.618 |
1.0040 |
HIGH |
0.9931 |
0.618 |
0.9863 |
0.500 |
0.9843 |
0.382 |
0.9822 |
LOW |
0.9754 |
0.618 |
0.9645 |
1.000 |
0.9577 |
1.618 |
0.9468 |
2.618 |
0.9291 |
4.250 |
0.9002 |
|
|
Fisher Pivots for day following 29-May-2013 |
Pivot |
1 day |
3 day |
R1 |
0.9872 |
0.9872 |
PP |
0.9857 |
0.9857 |
S1 |
0.9843 |
0.9843 |
|