CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 09-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-May-2013 |
09-May-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0140 |
1.0080 |
-0.0060 |
-0.6% |
1.0220 |
| High |
1.0140 |
1.0080 |
-0.0060 |
-0.6% |
1.0297 |
| Low |
1.0110 |
0.9950 |
-0.0160 |
-1.6% |
1.0113 |
| Close |
1.0135 |
0.9956 |
-0.0179 |
-1.8% |
1.0113 |
| Range |
0.0030 |
0.0130 |
0.0100 |
333.3% |
0.0184 |
| ATR |
0.0070 |
0.0078 |
0.0008 |
11.8% |
0.0000 |
| Volume |
2 |
16 |
14 |
700.0% |
15 |
|
| Daily Pivots for day following 09-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0385 |
1.0301 |
1.0028 |
|
| R3 |
1.0255 |
1.0171 |
0.9992 |
|
| R2 |
1.0125 |
1.0125 |
0.9980 |
|
| R1 |
1.0041 |
1.0041 |
0.9968 |
1.0018 |
| PP |
0.9995 |
0.9995 |
0.9995 |
0.9984 |
| S1 |
0.9911 |
0.9911 |
0.9944 |
0.9888 |
| S2 |
0.9865 |
0.9865 |
0.9932 |
|
| S3 |
0.9735 |
0.9781 |
0.9920 |
|
| S4 |
0.9605 |
0.9651 |
0.9885 |
|
|
| 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 |
1.0140 |
0.9950 |
0.0190 |
1.9% |
0.0044 |
0.4% |
3% |
False |
True |
7 |
| 10 |
1.0297 |
0.9950 |
0.0347 |
3.5% |
0.0034 |
0.3% |
2% |
False |
True |
5 |
| 20 |
1.0374 |
0.9950 |
0.0424 |
4.3% |
0.0040 |
0.4% |
1% |
False |
True |
5 |
| 40 |
1.0800 |
0.9950 |
0.0850 |
8.5% |
0.0057 |
0.6% |
1% |
False |
True |
10 |
| 60 |
1.1000 |
0.9950 |
0.1050 |
10.5% |
0.0060 |
0.6% |
1% |
False |
True |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0633 |
|
2.618 |
1.0420 |
|
1.618 |
1.0290 |
|
1.000 |
1.0210 |
|
0.618 |
1.0160 |
|
HIGH |
1.0080 |
|
0.618 |
1.0030 |
|
0.500 |
1.0015 |
|
0.382 |
1.0000 |
|
LOW |
0.9950 |
|
0.618 |
0.9870 |
|
1.000 |
0.9820 |
|
1.618 |
0.9740 |
|
2.618 |
0.9610 |
|
4.250 |
0.9398 |
|
|
| Fisher Pivots for day following 09-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0015 |
1.0045 |
| PP |
0.9995 |
1.0015 |
| S1 |
0.9976 |
0.9986 |
|