CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9890 |
0.9922 |
0.0032 |
0.3% |
0.9880 |
| High |
0.9955 |
0.9978 |
0.0023 |
0.2% |
0.9978 |
| Low |
0.9823 |
0.9873 |
0.0050 |
0.5% |
0.9754 |
| Close |
0.9907 |
0.9934 |
0.0027 |
0.3% |
0.9934 |
| Range |
0.0132 |
0.0105 |
-0.0027 |
-20.5% |
0.0224 |
| ATR |
0.0134 |
0.0132 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
267,611 |
243,603 |
-24,008 |
-9.0% |
1,044,784 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0243 |
1.0194 |
0.9992 |
|
| R3 |
1.0138 |
1.0089 |
0.9963 |
|
| R2 |
1.0033 |
1.0033 |
0.9953 |
|
| R1 |
0.9984 |
0.9984 |
0.9944 |
1.0009 |
| PP |
0.9928 |
0.9928 |
0.9928 |
0.9941 |
| S1 |
0.9879 |
0.9879 |
0.9924 |
0.9904 |
| S2 |
0.9823 |
0.9823 |
0.9915 |
|
| S3 |
0.9718 |
0.9774 |
0.9905 |
|
| S4 |
0.9613 |
0.9669 |
0.9876 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0561 |
1.0471 |
1.0057 |
|
| R3 |
1.0337 |
1.0247 |
0.9996 |
|
| R2 |
1.0113 |
1.0113 |
0.9975 |
|
| R1 |
1.0023 |
1.0023 |
0.9955 |
1.0068 |
| PP |
0.9889 |
0.9889 |
0.9889 |
0.9911 |
| S1 |
0.9799 |
0.9799 |
0.9913 |
0.9844 |
| S2 |
0.9665 |
0.9665 |
0.9893 |
|
| S3 |
0.9441 |
0.9575 |
0.9872 |
|
| S4 |
0.9217 |
0.9351 |
0.9811 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9978 |
0.9749 |
0.0229 |
2.3% |
0.0155 |
1.6% |
81% |
True |
False |
267,216 |
| 10 |
0.9978 |
0.9640 |
0.0338 |
3.4% |
0.0146 |
1.5% |
87% |
True |
False |
241,788 |
| 20 |
1.0217 |
0.9640 |
0.0577 |
5.8% |
0.0124 |
1.2% |
51% |
False |
False |
206,114 |
| 40 |
1.0448 |
0.9640 |
0.0808 |
8.1% |
0.0127 |
1.3% |
36% |
False |
False |
202,817 |
| 60 |
1.0809 |
0.9640 |
0.1169 |
11.8% |
0.0130 |
1.3% |
25% |
False |
False |
180,727 |
| 80 |
1.1014 |
0.9640 |
0.1374 |
13.8% |
0.0132 |
1.3% |
21% |
False |
False |
136,398 |
| 100 |
1.1518 |
0.9640 |
0.1878 |
18.9% |
0.0130 |
1.3% |
16% |
False |
False |
109,178 |
| 120 |
1.2180 |
0.9640 |
0.2540 |
25.6% |
0.0118 |
1.2% |
12% |
False |
False |
90,992 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0424 |
|
2.618 |
1.0253 |
|
1.618 |
1.0148 |
|
1.000 |
1.0083 |
|
0.618 |
1.0043 |
|
HIGH |
0.9978 |
|
0.618 |
0.9938 |
|
0.500 |
0.9926 |
|
0.382 |
0.9913 |
|
LOW |
0.9873 |
|
0.618 |
0.9808 |
|
1.000 |
0.9768 |
|
1.618 |
0.9703 |
|
2.618 |
0.9598 |
|
4.250 |
0.9427 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9931 |
0.9911 |
| PP |
0.9928 |
0.9889 |
| S1 |
0.9926 |
0.9866 |
|