CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 31-May-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-May-2013 |
31-May-2013 |
Change |
Change % |
Previous Week |
| Open |
0.9877 |
0.9915 |
0.0038 |
0.4% |
0.9910 |
| High |
0.9949 |
0.9986 |
0.0037 |
0.4% |
0.9986 |
| Low |
0.9872 |
0.9909 |
0.0037 |
0.4% |
0.9775 |
| Close |
0.9918 |
0.9945 |
0.0027 |
0.3% |
0.9945 |
| Range |
0.0077 |
0.0077 |
0.0000 |
0.0% |
0.0211 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
26 |
19 |
-7 |
-26.9% |
116 |
|
| Daily Pivots for day following 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0178 |
1.0138 |
0.9987 |
|
| R3 |
1.0101 |
1.0061 |
0.9966 |
|
| R2 |
1.0024 |
1.0024 |
0.9959 |
|
| R1 |
0.9984 |
0.9984 |
0.9952 |
1.0004 |
| PP |
0.9947 |
0.9947 |
0.9947 |
0.9957 |
| S1 |
0.9907 |
0.9907 |
0.9938 |
0.9927 |
| S2 |
0.9870 |
0.9870 |
0.9931 |
|
| S3 |
0.9793 |
0.9830 |
0.9924 |
|
| S4 |
0.9716 |
0.9753 |
0.9903 |
|
|
| Weekly Pivots for week ending 31-May-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0535 |
1.0451 |
1.0061 |
|
| R3 |
1.0324 |
1.0240 |
1.0003 |
|
| R2 |
1.0113 |
1.0113 |
0.9984 |
|
| R1 |
1.0029 |
1.0029 |
0.9964 |
1.0071 |
| PP |
0.9902 |
0.9902 |
0.9902 |
0.9923 |
| S1 |
0.9818 |
0.9818 |
0.9926 |
0.9860 |
| S2 |
0.9691 |
0.9691 |
0.9906 |
|
| S3 |
0.9480 |
0.9607 |
0.9887 |
|
| S4 |
0.9269 |
0.9396 |
0.9829 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9986 |
0.9775 |
0.0211 |
2.1% |
0.0098 |
1.0% |
81% |
True |
False |
33 |
| 10 |
0.9986 |
0.9675 |
0.0311 |
3.1% |
0.0087 |
0.9% |
87% |
True |
False |
21 |
| 20 |
1.0140 |
0.9675 |
0.0465 |
4.7% |
0.0066 |
0.7% |
58% |
False |
False |
15 |
| 40 |
1.0415 |
0.9675 |
0.0740 |
7.4% |
0.0057 |
0.6% |
36% |
False |
False |
12 |
| 60 |
1.0800 |
0.9675 |
0.1125 |
11.3% |
0.0060 |
0.6% |
24% |
False |
False |
11 |
| 80 |
1.1000 |
0.9675 |
0.1325 |
13.3% |
0.0062 |
0.6% |
20% |
False |
False |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0313 |
|
2.618 |
1.0188 |
|
1.618 |
1.0111 |
|
1.000 |
1.0063 |
|
0.618 |
1.0034 |
|
HIGH |
0.9986 |
|
0.618 |
0.9957 |
|
0.500 |
0.9948 |
|
0.382 |
0.9938 |
|
LOW |
0.9909 |
|
0.618 |
0.9861 |
|
1.000 |
0.9832 |
|
1.618 |
0.9784 |
|
2.618 |
0.9707 |
|
4.250 |
0.9582 |
|
|
| Fisher Pivots for day following 31-May-2013 |
| Pivot |
1 day |
3 day |
| R1 |
0.9948 |
0.9928 |
| PP |
0.9947 |
0.9910 |
| S1 |
0.9946 |
0.9893 |
|