CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9893 |
0.9923 |
0.0030 |
0.3% |
0.9891 |
| High |
0.9958 |
0.9982 |
0.0024 |
0.2% |
0.9982 |
| Low |
0.9828 |
0.9883 |
0.0055 |
0.6% |
0.9757 |
| Close |
0.9911 |
0.9939 |
0.0028 |
0.3% |
0.9939 |
| Range |
0.0130 |
0.0099 |
-0.0031 |
-23.8% |
0.0225 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
6,176 |
6,116 |
-60 |
-1.0% |
18,797 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0232 |
1.0184 |
0.9993 |
|
| R3 |
1.0133 |
1.0085 |
0.9966 |
|
| R2 |
1.0034 |
1.0034 |
0.9957 |
|
| R1 |
0.9986 |
0.9986 |
0.9948 |
1.0010 |
| PP |
0.9935 |
0.9935 |
0.9935 |
0.9947 |
| S1 |
0.9887 |
0.9887 |
0.9930 |
0.9911 |
| S2 |
0.9836 |
0.9836 |
0.9921 |
|
| S3 |
0.9737 |
0.9788 |
0.9912 |
|
| S4 |
0.9638 |
0.9689 |
0.9885 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0568 |
1.0478 |
1.0063 |
|
| R3 |
1.0343 |
1.0253 |
1.0001 |
|
| R2 |
1.0118 |
1.0118 |
0.9980 |
|
| R1 |
1.0028 |
1.0028 |
0.9960 |
1.0073 |
| PP |
0.9893 |
0.9893 |
0.9893 |
0.9915 |
| S1 |
0.9803 |
0.9803 |
0.9918 |
0.9848 |
| S2 |
0.9668 |
0.9668 |
0.9898 |
|
| S3 |
0.9443 |
0.9578 |
0.9877 |
|
| S4 |
0.9218 |
0.9353 |
0.9815 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9982 |
0.9757 |
0.0225 |
2.3% |
0.0152 |
1.5% |
81% |
True |
False |
4,369 |
| 10 |
0.9982 |
0.9646 |
0.0336 |
3.4% |
0.0140 |
1.4% |
87% |
True |
False |
2,726 |
| 20 |
1.0212 |
0.9646 |
0.0566 |
5.7% |
0.0116 |
1.2% |
52% |
False |
False |
1,573 |
| 40 |
1.0455 |
0.9646 |
0.0809 |
8.1% |
0.0116 |
1.2% |
36% |
False |
False |
932 |
| 60 |
1.0810 |
0.9646 |
0.1164 |
11.7% |
0.0114 |
1.1% |
25% |
False |
False |
640 |
| 80 |
1.1017 |
0.9646 |
0.1371 |
13.8% |
0.0107 |
1.1% |
21% |
False |
False |
489 |
| 100 |
1.1528 |
0.9646 |
0.1882 |
18.9% |
0.0102 |
1.0% |
16% |
False |
False |
398 |
| 120 |
1.2200 |
0.9646 |
0.2554 |
25.7% |
0.0091 |
0.9% |
11% |
False |
False |
333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0403 |
|
2.618 |
1.0241 |
|
1.618 |
1.0142 |
|
1.000 |
1.0081 |
|
0.618 |
1.0043 |
|
HIGH |
0.9982 |
|
0.618 |
0.9944 |
|
0.500 |
0.9933 |
|
0.382 |
0.9921 |
|
LOW |
0.9883 |
|
0.618 |
0.9822 |
|
1.000 |
0.9784 |
|
1.618 |
0.9723 |
|
2.618 |
0.9624 |
|
4.250 |
0.9462 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9937 |
0.9916 |
| PP |
0.9935 |
0.9893 |
| S1 |
0.9933 |
0.9870 |
|