CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 02-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-May-2013 |
02-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0285 |
1.0297 |
0.0012 |
0.1% |
1.0078 |
| High |
1.0285 |
1.0297 |
0.0012 |
0.1% |
1.0239 |
| Low |
1.0285 |
1.0224 |
-0.0061 |
-0.6% |
1.0066 |
| Close |
1.0285 |
1.0224 |
-0.0061 |
-0.6% |
1.0198 |
| Range |
0.0000 |
0.0073 |
0.0073 |
|
0.0173 |
| ATR |
0.0075 |
0.0075 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
2 |
2 |
0 |
0.0% |
24 |
|
| Daily Pivots for day following 02-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0467 |
1.0419 |
1.0264 |
|
| R3 |
1.0394 |
1.0346 |
1.0244 |
|
| R2 |
1.0321 |
1.0321 |
1.0237 |
|
| R1 |
1.0273 |
1.0273 |
1.0231 |
1.0261 |
| PP |
1.0248 |
1.0248 |
1.0248 |
1.0242 |
| S1 |
1.0200 |
1.0200 |
1.0217 |
1.0188 |
| S2 |
1.0175 |
1.0175 |
1.0211 |
|
| S3 |
1.0102 |
1.0127 |
1.0204 |
|
| S4 |
1.0029 |
1.0054 |
1.0184 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0687 |
1.0615 |
1.0293 |
|
| R3 |
1.0514 |
1.0442 |
1.0246 |
|
| R2 |
1.0341 |
1.0341 |
1.0230 |
|
| R1 |
1.0269 |
1.0269 |
1.0214 |
1.0305 |
| PP |
1.0168 |
1.0168 |
1.0168 |
1.0186 |
| S1 |
1.0096 |
1.0096 |
1.0182 |
1.0132 |
| S2 |
0.9995 |
0.9995 |
1.0166 |
|
| S3 |
0.9822 |
0.9923 |
1.0150 |
|
| S4 |
0.9649 |
0.9750 |
1.0103 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0297 |
1.0198 |
0.0099 |
1.0% |
0.0023 |
0.2% |
26% |
True |
False |
3 |
| 10 |
1.0297 |
1.0064 |
0.0233 |
2.3% |
0.0022 |
0.2% |
69% |
True |
False |
3 |
| 20 |
1.0415 |
1.0028 |
0.0387 |
3.8% |
0.0047 |
0.5% |
51% |
False |
False |
9 |
| 40 |
1.0800 |
1.0028 |
0.0772 |
7.6% |
0.0057 |
0.6% |
25% |
False |
False |
10 |
| 60 |
1.1000 |
1.0028 |
0.0972 |
9.5% |
0.0061 |
0.6% |
20% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0607 |
|
2.618 |
1.0488 |
|
1.618 |
1.0415 |
|
1.000 |
1.0370 |
|
0.618 |
1.0342 |
|
HIGH |
1.0297 |
|
0.618 |
1.0269 |
|
0.500 |
1.0261 |
|
0.382 |
1.0252 |
|
LOW |
1.0224 |
|
0.618 |
1.0179 |
|
1.000 |
1.0151 |
|
1.618 |
1.0106 |
|
2.618 |
1.0033 |
|
4.250 |
0.9914 |
|
|
| Fisher Pivots for day following 02-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0261 |
| PP |
1.0248 |
1.0248 |
| S1 |
1.0236 |
1.0236 |
|