CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 28-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-May-2013 |
28-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9900 |
0.9910 |
0.0010 |
0.1% |
0.9760 |
| High |
0.9920 |
0.9945 |
0.0025 |
0.3% |
0.9920 |
| Low |
0.9872 |
0.9775 |
-0.0097 |
-1.0% |
0.9675 |
| Close |
0.9911 |
0.9808 |
-0.0103 |
-1.0% |
0.9911 |
| Range |
0.0048 |
0.0170 |
0.0122 |
254.2% |
0.0245 |
| ATR |
0.0084 |
0.0090 |
0.0006 |
7.3% |
0.0000 |
| Volume |
50 |
13 |
-37 |
-74.0% |
97 |
|
| Daily Pivots for day following 28-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0353 |
1.0250 |
0.9902 |
|
| R3 |
1.0183 |
1.0080 |
0.9855 |
|
| R2 |
1.0013 |
1.0013 |
0.9839 |
|
| R1 |
0.9910 |
0.9910 |
0.9824 |
0.9877 |
| PP |
0.9843 |
0.9843 |
0.9843 |
0.9826 |
| S1 |
0.9740 |
0.9740 |
0.9792 |
0.9707 |
| S2 |
0.9673 |
0.9673 |
0.9777 |
|
| S3 |
0.9503 |
0.9570 |
0.9761 |
|
| S4 |
0.9333 |
0.9400 |
0.9715 |
|
|
| Weekly Pivots for week ending 24-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0570 |
1.0486 |
1.0046 |
|
| R3 |
1.0325 |
1.0241 |
0.9978 |
|
| R2 |
1.0080 |
1.0080 |
0.9956 |
|
| R1 |
0.9996 |
0.9996 |
0.9933 |
1.0038 |
| PP |
0.9835 |
0.9835 |
0.9835 |
0.9857 |
| S1 |
0.9751 |
0.9751 |
0.9889 |
0.9793 |
| S2 |
0.9590 |
0.9590 |
0.9866 |
|
| S3 |
0.9345 |
0.9506 |
0.9844 |
|
| S4 |
0.9100 |
0.9261 |
0.9776 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9945 |
0.9675 |
0.0270 |
2.8% |
0.0104 |
1.1% |
49% |
True |
False |
20 |
| 10 |
0.9945 |
0.9675 |
0.0270 |
2.8% |
0.0068 |
0.7% |
49% |
True |
False |
13 |
| 20 |
1.0297 |
0.9675 |
0.0622 |
6.3% |
0.0056 |
0.6% |
21% |
False |
False |
10 |
| 40 |
1.0800 |
0.9675 |
0.1125 |
11.5% |
0.0062 |
0.6% |
12% |
False |
False |
10 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.5% |
0.0057 |
0.6% |
12% |
False |
False |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0668 |
|
2.618 |
1.0390 |
|
1.618 |
1.0220 |
|
1.000 |
1.0115 |
|
0.618 |
1.0050 |
|
HIGH |
0.9945 |
|
0.618 |
0.9880 |
|
0.500 |
0.9860 |
|
0.382 |
0.9840 |
|
LOW |
0.9775 |
|
0.618 |
0.9670 |
|
1.000 |
0.9605 |
|
1.618 |
0.9500 |
|
2.618 |
0.9330 |
|
4.250 |
0.9053 |
|
|
| Fisher Pivots for day following 28-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9860 |
0.9821 |
| PP |
0.9843 |
0.9817 |
| S1 |
0.9825 |
0.9812 |
|