CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9781 |
0.9893 |
0.0112 |
1.1% |
0.9749 |
| High |
0.9935 |
0.9958 |
0.0023 |
0.2% |
0.9940 |
| Low |
0.9757 |
0.9828 |
0.0071 |
0.7% |
0.9646 |
| Close |
0.9891 |
0.9911 |
0.0020 |
0.2% |
0.9905 |
| Range |
0.0178 |
0.0130 |
-0.0048 |
-27.0% |
0.0294 |
| ATR |
0.0128 |
0.0128 |
0.0000 |
0.1% |
0.0000 |
| Volume |
3,505 |
6,176 |
2,671 |
76.2% |
7,881 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0289 |
1.0230 |
0.9983 |
|
| R3 |
1.0159 |
1.0100 |
0.9947 |
|
| R2 |
1.0029 |
1.0029 |
0.9935 |
|
| R1 |
0.9970 |
0.9970 |
0.9923 |
1.0000 |
| PP |
0.9899 |
0.9899 |
0.9899 |
0.9914 |
| S1 |
0.9840 |
0.9840 |
0.9899 |
0.9870 |
| S2 |
0.9769 |
0.9769 |
0.9887 |
|
| S3 |
0.9639 |
0.9710 |
0.9875 |
|
| S4 |
0.9509 |
0.9580 |
0.9840 |
|
|
| 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 |
0.9958 |
0.9661 |
0.0297 |
3.0% |
0.0184 |
1.9% |
84% |
True |
False |
3,534 |
| 10 |
0.9958 |
0.9646 |
0.0312 |
3.1% |
0.0138 |
1.4% |
85% |
True |
False |
2,196 |
| 20 |
1.0301 |
0.9646 |
0.0655 |
6.6% |
0.0118 |
1.2% |
40% |
False |
False |
1,273 |
| 40 |
1.0781 |
0.9646 |
0.1135 |
11.5% |
0.0124 |
1.2% |
23% |
False |
False |
781 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0113 |
1.1% |
23% |
False |
False |
539 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.8% |
0.0106 |
1.1% |
19% |
False |
False |
413 |
| 100 |
1.1528 |
0.9646 |
0.1882 |
19.0% |
0.0101 |
1.0% |
14% |
False |
False |
337 |
| 120 |
1.2200 |
0.9646 |
0.2554 |
25.8% |
0.0090 |
0.9% |
10% |
False |
False |
282 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0511 |
|
2.618 |
1.0298 |
|
1.618 |
1.0168 |
|
1.000 |
1.0088 |
|
0.618 |
1.0038 |
|
HIGH |
0.9958 |
|
0.618 |
0.9908 |
|
0.500 |
0.9893 |
|
0.382 |
0.9878 |
|
LOW |
0.9828 |
|
0.618 |
0.9748 |
|
1.000 |
0.9698 |
|
1.618 |
0.9618 |
|
2.618 |
0.9488 |
|
4.250 |
0.9276 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9905 |
0.9893 |
| PP |
0.9899 |
0.9875 |
| S1 |
0.9893 |
0.9858 |
|