CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 23-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-May-2013 |
23-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9763 |
0.9700 |
-0.0063 |
-0.6% |
0.9821 |
| High |
0.9774 |
0.9920 |
0.0146 |
1.5% |
0.9881 |
| Low |
0.9646 |
0.9661 |
0.0015 |
0.2% |
0.9686 |
| Close |
0.9694 |
0.9822 |
0.0128 |
1.3% |
0.9697 |
| Range |
0.0128 |
0.0259 |
0.0131 |
102.3% |
0.0195 |
| ATR |
0.0105 |
0.0116 |
0.0011 |
10.5% |
0.0000 |
| Volume |
490 |
1,942 |
1,452 |
296.3% |
2,743 |
|
| Daily Pivots for day following 23-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0578 |
1.0459 |
0.9964 |
|
| R3 |
1.0319 |
1.0200 |
0.9893 |
|
| R2 |
1.0060 |
1.0060 |
0.9869 |
|
| R1 |
0.9941 |
0.9941 |
0.9846 |
1.0001 |
| PP |
0.9801 |
0.9801 |
0.9801 |
0.9831 |
| S1 |
0.9682 |
0.9682 |
0.9798 |
0.9742 |
| S2 |
0.9542 |
0.9542 |
0.9775 |
|
| S3 |
0.9283 |
0.9423 |
0.9751 |
|
| S4 |
0.9024 |
0.9164 |
0.9680 |
|
|
| 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 |
0.9920 |
0.9646 |
0.0274 |
2.8% |
0.0127 |
1.3% |
64% |
True |
False |
1,083 |
| 10 |
0.9949 |
0.9646 |
0.0303 |
3.1% |
0.0110 |
1.1% |
58% |
False |
False |
810 |
| 20 |
1.0310 |
0.9646 |
0.0664 |
6.8% |
0.0106 |
1.1% |
27% |
False |
False |
524 |
| 40 |
1.0810 |
0.9646 |
0.1164 |
11.9% |
0.0116 |
1.2% |
15% |
False |
False |
394 |
| 60 |
1.0870 |
0.9646 |
0.1224 |
12.5% |
0.0107 |
1.1% |
14% |
False |
False |
279 |
| 80 |
1.1025 |
0.9646 |
0.1379 |
14.0% |
0.0102 |
1.0% |
13% |
False |
False |
220 |
| 100 |
1.1569 |
0.9646 |
0.1923 |
19.6% |
0.0095 |
1.0% |
9% |
False |
False |
180 |
| 120 |
1.2254 |
0.9646 |
0.2608 |
26.6% |
0.0085 |
0.9% |
7% |
False |
False |
151 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1021 |
|
2.618 |
1.0598 |
|
1.618 |
1.0339 |
|
1.000 |
1.0179 |
|
0.618 |
1.0080 |
|
HIGH |
0.9920 |
|
0.618 |
0.9821 |
|
0.500 |
0.9791 |
|
0.382 |
0.9760 |
|
LOW |
0.9661 |
|
0.618 |
0.9501 |
|
1.000 |
0.9402 |
|
1.618 |
0.9242 |
|
2.618 |
0.8983 |
|
4.250 |
0.8560 |
|
|
| Fisher Pivots for day following 23-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9812 |
0.9809 |
| PP |
0.9801 |
0.9796 |
| S1 |
0.9791 |
0.9783 |
|