CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 14-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-May-2013 |
14-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9845 |
0.9860 |
0.0015 |
0.2% |
1.0118 |
| High |
0.9845 |
0.9860 |
0.0015 |
0.2% |
1.0140 |
| Low |
0.9810 |
0.9794 |
-0.0016 |
-0.2% |
0.9818 |
| Close |
0.9823 |
0.9794 |
-0.0029 |
-0.3% |
0.9862 |
| Range |
0.0035 |
0.0066 |
0.0031 |
88.6% |
0.0322 |
| ATR |
0.0080 |
0.0079 |
-0.0001 |
-1.3% |
0.0000 |
| Volume |
20 |
5 |
-15 |
-75.0% |
44 |
|
| Daily Pivots for day following 14-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0014 |
0.9970 |
0.9830 |
|
| R3 |
0.9948 |
0.9904 |
0.9812 |
|
| R2 |
0.9882 |
0.9882 |
0.9806 |
|
| R1 |
0.9838 |
0.9838 |
0.9800 |
0.9827 |
| PP |
0.9816 |
0.9816 |
0.9816 |
0.9811 |
| S1 |
0.9772 |
0.9772 |
0.9788 |
0.9761 |
| S2 |
0.9750 |
0.9750 |
0.9782 |
|
| S3 |
0.9684 |
0.9706 |
0.9776 |
|
| S4 |
0.9618 |
0.9640 |
0.9758 |
|
|
| Weekly Pivots for week ending 10-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0906 |
1.0706 |
1.0039 |
|
| R3 |
1.0584 |
1.0384 |
0.9951 |
|
| R2 |
1.0262 |
1.0262 |
0.9921 |
|
| R1 |
1.0062 |
1.0062 |
0.9892 |
1.0001 |
| PP |
0.9940 |
0.9940 |
0.9940 |
0.9910 |
| S1 |
0.9740 |
0.9740 |
0.9832 |
0.9679 |
| S2 |
0.9618 |
0.9618 |
0.9803 |
|
| S3 |
0.9296 |
0.9418 |
0.9773 |
|
| S4 |
0.8974 |
0.9096 |
0.9685 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0140 |
0.9794 |
0.0346 |
3.5% |
0.0075 |
0.8% |
0% |
False |
True |
11 |
| 10 |
1.0297 |
0.9794 |
0.0503 |
5.1% |
0.0051 |
0.5% |
0% |
False |
True |
8 |
| 20 |
1.0297 |
0.9794 |
0.0503 |
5.1% |
0.0035 |
0.4% |
0% |
False |
True |
6 |
| 40 |
1.0800 |
0.9794 |
0.1006 |
10.3% |
0.0059 |
0.6% |
0% |
False |
True |
9 |
| 60 |
1.1000 |
0.9794 |
0.1206 |
12.3% |
0.0059 |
0.6% |
0% |
False |
True |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0141 |
|
2.618 |
1.0033 |
|
1.618 |
0.9967 |
|
1.000 |
0.9926 |
|
0.618 |
0.9901 |
|
HIGH |
0.9860 |
|
0.618 |
0.9835 |
|
0.500 |
0.9827 |
|
0.382 |
0.9819 |
|
LOW |
0.9794 |
|
0.618 |
0.9753 |
|
1.000 |
0.9728 |
|
1.618 |
0.9687 |
|
2.618 |
0.9621 |
|
4.250 |
0.9514 |
|
|
| Fisher Pivots for day following 14-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9827 |
0.9864 |
| PP |
0.9816 |
0.9841 |
| S1 |
0.9805 |
0.9817 |
|