CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 30-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-May-2013 |
30-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9800 |
0.9877 |
0.0077 |
0.8% |
0.9760 |
| High |
0.9918 |
0.9949 |
0.0031 |
0.3% |
0.9920 |
| Low |
0.9800 |
0.9872 |
0.0072 |
0.7% |
0.9675 |
| Close |
0.9897 |
0.9918 |
0.0021 |
0.2% |
0.9911 |
| Range |
0.0118 |
0.0077 |
-0.0041 |
-34.7% |
0.0245 |
| ATR |
0.0092 |
0.0091 |
-0.0001 |
-1.2% |
0.0000 |
| Volume |
58 |
26 |
-32 |
-55.2% |
97 |
|
| Daily Pivots for day following 30-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0144 |
1.0108 |
0.9960 |
|
| R3 |
1.0067 |
1.0031 |
0.9939 |
|
| R2 |
0.9990 |
0.9990 |
0.9932 |
|
| R1 |
0.9954 |
0.9954 |
0.9925 |
0.9972 |
| PP |
0.9913 |
0.9913 |
0.9913 |
0.9922 |
| S1 |
0.9877 |
0.9877 |
0.9911 |
0.9895 |
| S2 |
0.9836 |
0.9836 |
0.9904 |
|
| S3 |
0.9759 |
0.9800 |
0.9897 |
|
| S4 |
0.9682 |
0.9723 |
0.9876 |
|
|
| 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 |
0.9949 |
0.9697 |
0.0252 |
2.5% |
0.0123 |
1.2% |
88% |
True |
False |
34 |
| 10 |
0.9949 |
0.9675 |
0.0274 |
2.8% |
0.0081 |
0.8% |
89% |
True |
False |
20 |
| 20 |
1.0297 |
0.9675 |
0.0622 |
6.3% |
0.0066 |
0.7% |
39% |
False |
False |
14 |
| 40 |
1.0734 |
0.9675 |
0.1059 |
10.7% |
0.0063 |
0.6% |
23% |
False |
False |
12 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0059 |
0.6% |
22% |
False |
False |
11 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
13.4% |
0.0062 |
0.6% |
18% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0276 |
|
2.618 |
1.0151 |
|
1.618 |
1.0074 |
|
1.000 |
1.0026 |
|
0.618 |
0.9997 |
|
HIGH |
0.9949 |
|
0.618 |
0.9920 |
|
0.500 |
0.9911 |
|
0.382 |
0.9901 |
|
LOW |
0.9872 |
|
0.618 |
0.9824 |
|
1.000 |
0.9795 |
|
1.618 |
0.9747 |
|
2.618 |
0.9670 |
|
4.250 |
0.9545 |
|
|
| Fisher Pivots for day following 30-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9916 |
0.9899 |
| PP |
0.9913 |
0.9881 |
| S1 |
0.9911 |
0.9862 |
|