CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 08-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-May-2013 |
08-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0100 |
1.0140 |
0.0040 |
0.4% |
1.0220 |
| High |
1.0119 |
1.0140 |
0.0021 |
0.2% |
1.0297 |
| Low |
1.0100 |
1.0110 |
0.0010 |
0.1% |
1.0113 |
| Close |
1.0119 |
1.0135 |
0.0016 |
0.2% |
1.0113 |
| Range |
0.0019 |
0.0030 |
0.0011 |
57.9% |
0.0184 |
| ATR |
0.0073 |
0.0070 |
-0.0003 |
-4.2% |
0.0000 |
| Volume |
3 |
2 |
-1 |
-33.3% |
15 |
|
| Daily Pivots for day following 08-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0218 |
1.0207 |
1.0152 |
|
| R3 |
1.0188 |
1.0177 |
1.0143 |
|
| R2 |
1.0158 |
1.0158 |
1.0141 |
|
| R1 |
1.0147 |
1.0147 |
1.0138 |
1.0138 |
| PP |
1.0128 |
1.0128 |
1.0128 |
1.0124 |
| S1 |
1.0117 |
1.0117 |
1.0132 |
1.0108 |
| S2 |
1.0098 |
1.0098 |
1.0130 |
|
| S3 |
1.0068 |
1.0087 |
1.0127 |
|
| S4 |
1.0038 |
1.0057 |
1.0119 |
|
|
| Weekly Pivots for week ending 03-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0726 |
1.0604 |
1.0214 |
|
| R3 |
1.0542 |
1.0420 |
1.0164 |
|
| R2 |
1.0358 |
1.0358 |
1.0147 |
|
| R1 |
1.0236 |
1.0236 |
1.0130 |
1.0205 |
| PP |
1.0174 |
1.0174 |
1.0174 |
1.0159 |
| S1 |
1.0052 |
1.0052 |
1.0096 |
1.0021 |
| S2 |
0.9990 |
0.9990 |
1.0079 |
|
| S3 |
0.9806 |
0.9868 |
1.0062 |
|
| S4 |
0.9622 |
0.9684 |
1.0012 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0297 |
1.0076 |
0.0221 |
2.2% |
0.0033 |
0.3% |
27% |
False |
False |
4 |
| 10 |
1.0297 |
1.0076 |
0.0221 |
2.2% |
0.0021 |
0.2% |
27% |
False |
False |
3 |
| 20 |
1.0374 |
1.0028 |
0.0346 |
3.4% |
0.0035 |
0.3% |
31% |
False |
False |
4 |
| 40 |
1.0800 |
1.0028 |
0.0772 |
7.6% |
0.0055 |
0.5% |
14% |
False |
False |
9 |
| 60 |
1.1000 |
1.0028 |
0.0972 |
9.6% |
0.0058 |
0.6% |
11% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0268 |
|
2.618 |
1.0219 |
|
1.618 |
1.0189 |
|
1.000 |
1.0170 |
|
0.618 |
1.0159 |
|
HIGH |
1.0140 |
|
0.618 |
1.0129 |
|
0.500 |
1.0125 |
|
0.382 |
1.0121 |
|
LOW |
1.0110 |
|
0.618 |
1.0091 |
|
1.000 |
1.0080 |
|
1.618 |
1.0061 |
|
2.618 |
1.0031 |
|
4.250 |
0.9983 |
|
|
| Fisher Pivots for day following 08-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0132 |
1.0126 |
| PP |
1.0128 |
1.0117 |
| S1 |
1.0125 |
1.0108 |
|