CME Japanese Yen Future September 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 |
0.9891 |
0.9781 |
-0.0110 |
-1.1% |
0.9749 |
| High |
0.9932 |
0.9935 |
0.0003 |
0.0% |
0.9940 |
| Low |
0.9762 |
0.9757 |
-0.0005 |
-0.1% |
0.9646 |
| Close |
0.9801 |
0.9891 |
0.0090 |
0.9% |
0.9905 |
| Range |
0.0170 |
0.0178 |
0.0008 |
4.7% |
0.0294 |
| ATR |
0.0124 |
0.0128 |
0.0004 |
3.1% |
0.0000 |
| Volume |
3,000 |
3,505 |
505 |
16.8% |
7,881 |
|
| Daily Pivots for day following 29-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0395 |
1.0321 |
0.9989 |
|
| R3 |
1.0217 |
1.0143 |
0.9940 |
|
| R2 |
1.0039 |
1.0039 |
0.9924 |
|
| R1 |
0.9965 |
0.9965 |
0.9907 |
1.0002 |
| PP |
0.9861 |
0.9861 |
0.9861 |
0.9880 |
| S1 |
0.9787 |
0.9787 |
0.9875 |
0.9824 |
| S2 |
0.9683 |
0.9683 |
0.9858 |
|
| S3 |
0.9505 |
0.9609 |
0.9842 |
|
| S4 |
0.9327 |
0.9431 |
0.9793 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0603 |
1.0067 |
|
| R3 |
1.0418 |
1.0309 |
0.9986 |
|
| R2 |
1.0124 |
1.0124 |
0.9959 |
|
| R1 |
1.0015 |
1.0015 |
0.9932 |
1.0070 |
| PP |
0.9830 |
0.9830 |
0.9830 |
0.9858 |
| S1 |
0.9721 |
0.9721 |
0.9878 |
0.9776 |
| S2 |
0.9536 |
0.9536 |
0.9851 |
|
| S3 |
0.9242 |
0.9427 |
0.9824 |
|
| S4 |
0.8948 |
0.9133 |
0.9743 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9940 |
0.9646 |
0.0294 |
3.0% |
0.0184 |
1.9% |
83% |
False |
False |
2,397 |
| 10 |
0.9940 |
0.9646 |
0.0294 |
3.0% |
0.0133 |
1.3% |
83% |
False |
False |
1,619 |
| 20 |
1.0310 |
0.9646 |
0.0664 |
6.7% |
0.0114 |
1.2% |
37% |
False |
False |
979 |
| 40 |
1.0794 |
0.9646 |
0.1148 |
11.6% |
0.0123 |
1.2% |
21% |
False |
False |
628 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.8% |
0.0112 |
1.1% |
21% |
False |
False |
437 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.9% |
0.0105 |
1.1% |
18% |
False |
False |
337 |
| 100 |
1.1528 |
0.9646 |
0.1882 |
19.0% |
0.0100 |
1.0% |
13% |
False |
False |
275 |
| 120 |
1.2200 |
0.9646 |
0.2554 |
25.8% |
0.0089 |
0.9% |
10% |
False |
False |
230 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0692 |
|
2.618 |
1.0401 |
|
1.618 |
1.0223 |
|
1.000 |
1.0113 |
|
0.618 |
1.0045 |
|
HIGH |
0.9935 |
|
0.618 |
0.9867 |
|
0.500 |
0.9846 |
|
0.382 |
0.9825 |
|
LOW |
0.9757 |
|
0.618 |
0.9647 |
|
1.000 |
0.9579 |
|
1.618 |
0.9469 |
|
2.618 |
0.9291 |
|
4.250 |
0.9001 |
|
|
| Fisher Pivots for day following 29-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9876 |
0.9877 |
| PP |
0.9861 |
0.9863 |
| S1 |
0.9846 |
0.9849 |
|