CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 16-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-May-2013 |
16-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9787 |
0.9789 |
0.0002 |
0.0% |
1.0118 |
| High |
0.9787 |
0.9811 |
0.0024 |
0.2% |
1.0140 |
| Low |
0.9787 |
0.9789 |
0.0002 |
0.0% |
0.9818 |
| Close |
0.9787 |
0.9811 |
0.0024 |
0.2% |
0.9862 |
| Range |
0.0000 |
0.0022 |
0.0022 |
|
0.0322 |
| ATR |
0.0074 |
0.0070 |
-0.0004 |
-4.8% |
0.0000 |
| Volume |
11 |
11 |
0 |
0.0% |
44 |
|
| Daily Pivots for day following 16-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9870 |
0.9862 |
0.9823 |
|
| R3 |
0.9848 |
0.9840 |
0.9817 |
|
| R2 |
0.9826 |
0.9826 |
0.9815 |
|
| R1 |
0.9818 |
0.9818 |
0.9813 |
0.9822 |
| PP |
0.9804 |
0.9804 |
0.9804 |
0.9806 |
| S1 |
0.9796 |
0.9796 |
0.9809 |
0.9800 |
| S2 |
0.9782 |
0.9782 |
0.9807 |
|
| S3 |
0.9760 |
0.9774 |
0.9805 |
|
| S4 |
0.9738 |
0.9752 |
0.9799 |
|
|
| 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 |
0.9934 |
0.9787 |
0.0147 |
1.5% |
0.0048 |
0.5% |
16% |
False |
False |
12 |
| 10 |
1.0140 |
0.9787 |
0.0353 |
3.6% |
0.0046 |
0.5% |
7% |
False |
False |
9 |
| 20 |
1.0297 |
0.9787 |
0.0510 |
5.2% |
0.0034 |
0.3% |
5% |
False |
False |
6 |
| 40 |
1.0800 |
0.9787 |
0.1013 |
10.3% |
0.0057 |
0.6% |
2% |
False |
False |
9 |
| 60 |
1.1000 |
0.9787 |
0.1213 |
12.4% |
0.0057 |
0.6% |
2% |
False |
False |
9 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9905 |
|
2.618 |
0.9869 |
|
1.618 |
0.9847 |
|
1.000 |
0.9833 |
|
0.618 |
0.9825 |
|
HIGH |
0.9811 |
|
0.618 |
0.9803 |
|
0.500 |
0.9800 |
|
0.382 |
0.9797 |
|
LOW |
0.9789 |
|
0.618 |
0.9775 |
|
1.000 |
0.9767 |
|
1.618 |
0.9753 |
|
2.618 |
0.9731 |
|
4.250 |
0.9696 |
|
|
| Fisher Pivots for day following 16-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9807 |
0.9824 |
| PP |
0.9804 |
0.9819 |
| S1 |
0.9800 |
0.9815 |
|