CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 01-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Apr-2013 |
01-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0220 |
1.0278 |
0.0058 |
0.6% |
1.0024 |
| High |
1.0310 |
1.0310 |
0.0000 |
0.0% |
1.0258 |
| Low |
1.0201 |
1.0245 |
0.0044 |
0.4% |
1.0024 |
| Close |
1.0264 |
1.0277 |
0.0013 |
0.1% |
1.0189 |
| Range |
0.0109 |
0.0065 |
-0.0044 |
-40.4% |
0.0234 |
| ATR |
0.0119 |
0.0115 |
-0.0004 |
-3.2% |
0.0000 |
| Volume |
51 |
292 |
241 |
472.5% |
581 |
|
| Daily Pivots for day following 01-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0472 |
1.0440 |
1.0313 |
|
| R3 |
1.0407 |
1.0375 |
1.0295 |
|
| R2 |
1.0342 |
1.0342 |
1.0289 |
|
| R1 |
1.0310 |
1.0310 |
1.0283 |
1.0294 |
| PP |
1.0277 |
1.0277 |
1.0277 |
1.0269 |
| S1 |
1.0245 |
1.0245 |
1.0271 |
1.0229 |
| S2 |
1.0212 |
1.0212 |
1.0265 |
|
| S3 |
1.0147 |
1.0180 |
1.0259 |
|
| S4 |
1.0082 |
1.0115 |
1.0241 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0758 |
1.0318 |
|
| R3 |
1.0625 |
1.0524 |
1.0253 |
|
| R2 |
1.0391 |
1.0391 |
1.0232 |
|
| R1 |
1.0290 |
1.0290 |
1.0210 |
1.0341 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0182 |
| S1 |
1.0056 |
1.0056 |
1.0168 |
1.0107 |
| S2 |
0.9923 |
0.9923 |
1.0146 |
|
| S3 |
0.9689 |
0.9822 |
1.0125 |
|
| S4 |
0.9455 |
0.9588 |
1.0060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0310 |
1.0055 |
0.0255 |
2.5% |
0.0098 |
0.9% |
87% |
True |
False |
160 |
| 10 |
1.0310 |
1.0024 |
0.0286 |
2.8% |
0.0092 |
0.9% |
88% |
True |
False |
147 |
| 20 |
1.0781 |
1.0016 |
0.0765 |
7.4% |
0.0130 |
1.3% |
34% |
False |
False |
289 |
| 40 |
1.0810 |
1.0016 |
0.0794 |
7.7% |
0.0111 |
1.1% |
33% |
False |
False |
172 |
| 60 |
1.1017 |
1.0016 |
0.1001 |
9.7% |
0.0102 |
1.0% |
26% |
False |
False |
126 |
| 80 |
1.1528 |
1.0016 |
0.1512 |
14.7% |
0.0097 |
0.9% |
17% |
False |
False |
103 |
| 100 |
1.2200 |
1.0016 |
0.2184 |
21.3% |
0.0085 |
0.8% |
12% |
False |
False |
83 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
25.5% |
0.0073 |
0.7% |
10% |
False |
False |
70 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0586 |
|
2.618 |
1.0480 |
|
1.618 |
1.0415 |
|
1.000 |
1.0375 |
|
0.618 |
1.0350 |
|
HIGH |
1.0310 |
|
0.618 |
1.0285 |
|
0.500 |
1.0278 |
|
0.382 |
1.0270 |
|
LOW |
1.0245 |
|
0.618 |
1.0205 |
|
1.000 |
1.0180 |
|
1.618 |
1.0140 |
|
2.618 |
1.0075 |
|
4.250 |
0.9969 |
|
|
| Fisher Pivots for day following 01-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0278 |
1.0270 |
| PP |
1.0277 |
1.0263 |
| S1 |
1.0277 |
1.0256 |
|