CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 20-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-May-2013 |
20-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9749 |
-0.0038 |
-0.4% |
0.9821 |
| High |
0.9791 |
0.9793 |
0.0002 |
0.0% |
0.9881 |
| Low |
0.9686 |
0.9724 |
0.0038 |
0.4% |
0.9686 |
| Close |
0.9697 |
0.9786 |
0.0089 |
0.9% |
0.9697 |
| Range |
0.0105 |
0.0069 |
-0.0036 |
-34.3% |
0.0195 |
| ATR |
0.0106 |
0.0105 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
586 |
1,257 |
671 |
114.5% |
2,743 |
|
| Daily Pivots for day following 20-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9975 |
0.9949 |
0.9824 |
|
| R3 |
0.9906 |
0.9880 |
0.9805 |
|
| R2 |
0.9837 |
0.9837 |
0.9799 |
|
| R1 |
0.9811 |
0.9811 |
0.9792 |
0.9824 |
| PP |
0.9768 |
0.9768 |
0.9768 |
0.9774 |
| S1 |
0.9742 |
0.9742 |
0.9780 |
0.9755 |
| S2 |
0.9699 |
0.9699 |
0.9773 |
|
| S3 |
0.9630 |
0.9673 |
0.9767 |
|
| S4 |
0.9561 |
0.9604 |
0.9748 |
|
|
| Weekly Pivots for week ending 17-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0340 |
1.0213 |
0.9804 |
|
| R3 |
1.0145 |
1.0018 |
0.9751 |
|
| R2 |
0.9950 |
0.9950 |
0.9733 |
|
| R1 |
0.9823 |
0.9823 |
0.9715 |
0.9789 |
| PP |
0.9755 |
0.9755 |
0.9755 |
0.9738 |
| S1 |
0.9628 |
0.9628 |
0.9679 |
0.9594 |
| S2 |
0.9560 |
0.9560 |
0.9661 |
|
| S3 |
0.9365 |
0.9433 |
0.9643 |
|
| S4 |
0.9170 |
0.9238 |
0.9590 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9881 |
0.9686 |
0.0195 |
2.0% |
0.0089 |
0.9% |
51% |
False |
False |
684 |
| 10 |
1.0148 |
0.9686 |
0.0462 |
4.7% |
0.0095 |
1.0% |
22% |
False |
False |
552 |
| 20 |
1.0310 |
0.9686 |
0.0624 |
6.4% |
0.0093 |
0.9% |
16% |
False |
False |
363 |
| 40 |
1.0810 |
0.9686 |
0.1124 |
11.5% |
0.0111 |
1.1% |
9% |
False |
False |
312 |
| 60 |
1.1017 |
0.9686 |
0.1331 |
13.6% |
0.0110 |
1.1% |
8% |
False |
False |
222 |
| 80 |
1.1087 |
0.9686 |
0.1401 |
14.3% |
0.0098 |
1.0% |
7% |
False |
False |
176 |
| 100 |
1.1709 |
0.9686 |
0.2023 |
20.7% |
0.0091 |
0.9% |
5% |
False |
False |
144 |
| 120 |
1.2265 |
0.9686 |
0.2579 |
26.4% |
0.0082 |
0.8% |
4% |
False |
False |
121 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0086 |
|
2.618 |
0.9974 |
|
1.618 |
0.9905 |
|
1.000 |
0.9862 |
|
0.618 |
0.9836 |
|
HIGH |
0.9793 |
|
0.618 |
0.9767 |
|
0.500 |
0.9759 |
|
0.382 |
0.9750 |
|
LOW |
0.9724 |
|
0.618 |
0.9681 |
|
1.000 |
0.9655 |
|
1.618 |
0.9612 |
|
2.618 |
0.9543 |
|
4.250 |
0.9431 |
|
|
| Fisher Pivots for day following 20-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9777 |
0.9776 |
| PP |
0.9768 |
0.9766 |
| S1 |
0.9759 |
0.9756 |
|