CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 15-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-May-2013 |
15-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9860 |
0.9787 |
-0.0073 |
-0.7% |
1.0118 |
| High |
0.9860 |
0.9787 |
-0.0073 |
-0.7% |
1.0140 |
| Low |
0.9794 |
0.9787 |
-0.0007 |
-0.1% |
0.9818 |
| Close |
0.9794 |
0.9787 |
-0.0007 |
-0.1% |
0.9862 |
| Range |
0.0066 |
0.0000 |
-0.0066 |
-100.0% |
0.0322 |
| ATR |
0.0079 |
0.0074 |
-0.0005 |
-6.5% |
0.0000 |
| Volume |
5 |
11 |
6 |
120.0% |
44 |
|
| Daily Pivots for day following 15-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9787 |
0.9787 |
0.9787 |
|
| R3 |
0.9787 |
0.9787 |
0.9787 |
|
| R2 |
0.9787 |
0.9787 |
0.9787 |
|
| R1 |
0.9787 |
0.9787 |
0.9787 |
0.9787 |
| PP |
0.9787 |
0.9787 |
0.9787 |
0.9787 |
| S1 |
0.9787 |
0.9787 |
0.9787 |
0.9787 |
| S2 |
0.9787 |
0.9787 |
0.9787 |
|
| S3 |
0.9787 |
0.9787 |
0.9787 |
|
| S4 |
0.9787 |
0.9787 |
0.9787 |
|
|
| 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 |
1.0080 |
0.9787 |
0.0293 |
3.0% |
0.0069 |
0.7% |
0% |
False |
True |
13 |
| 10 |
1.0297 |
0.9787 |
0.0510 |
5.2% |
0.0051 |
0.5% |
0% |
False |
True |
8 |
| 20 |
1.0297 |
0.9787 |
0.0510 |
5.2% |
0.0033 |
0.3% |
0% |
False |
True |
6 |
| 40 |
1.0800 |
0.9787 |
0.1013 |
10.4% |
0.0058 |
0.6% |
0% |
False |
True |
9 |
| 60 |
1.1000 |
0.9787 |
0.1213 |
12.4% |
0.0058 |
0.6% |
0% |
False |
True |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9787 |
|
2.618 |
0.9787 |
|
1.618 |
0.9787 |
|
1.000 |
0.9787 |
|
0.618 |
0.9787 |
|
HIGH |
0.9787 |
|
0.618 |
0.9787 |
|
0.500 |
0.9787 |
|
0.382 |
0.9787 |
|
LOW |
0.9787 |
|
0.618 |
0.9787 |
|
1.000 |
0.9787 |
|
1.618 |
0.9787 |
|
2.618 |
0.9787 |
|
4.250 |
0.9787 |
|
|
| Fisher Pivots for day following 15-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9787 |
0.9824 |
| PP |
0.9787 |
0.9811 |
| S1 |
0.9787 |
0.9799 |
|