CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0599 |
1.0614 |
0.0015 |
0.1% |
1.0584 |
| High |
1.0659 |
1.0740 |
0.0081 |
0.8% |
1.0698 |
| Low |
1.0594 |
1.0601 |
0.0007 |
0.1% |
1.0536 |
| Close |
1.0633 |
1.0716 |
0.0083 |
0.8% |
1.0633 |
| Range |
0.0065 |
0.0139 |
0.0074 |
113.8% |
0.0162 |
| ATR |
0.0122 |
0.0123 |
0.0001 |
1.0% |
0.0000 |
| Volume |
123,589 |
119,142 |
-4,447 |
-3.6% |
551,657 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1103 |
1.1048 |
1.0792 |
|
| R3 |
1.0964 |
1.0909 |
1.0754 |
|
| R2 |
1.0825 |
1.0825 |
1.0741 |
|
| R1 |
1.0770 |
1.0770 |
1.0729 |
1.0798 |
| PP |
1.0686 |
1.0686 |
1.0686 |
1.0699 |
| S1 |
1.0631 |
1.0631 |
1.0703 |
1.0659 |
| S2 |
1.0547 |
1.0547 |
1.0691 |
|
| S3 |
1.0408 |
1.0492 |
1.0678 |
|
| S4 |
1.0269 |
1.0353 |
1.0640 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1033 |
1.0722 |
|
| R3 |
1.0946 |
1.0871 |
1.0678 |
|
| R2 |
1.0784 |
1.0784 |
1.0663 |
|
| R1 |
1.0709 |
1.0709 |
1.0648 |
1.0747 |
| PP |
1.0622 |
1.0622 |
1.0622 |
1.0641 |
| S1 |
1.0547 |
1.0547 |
1.0618 |
1.0585 |
| S2 |
1.0460 |
1.0460 |
1.0603 |
|
| S3 |
1.0298 |
1.0385 |
1.0588 |
|
| S4 |
1.0136 |
1.0223 |
1.0544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0740 |
1.0536 |
0.0204 |
1.9% |
0.0111 |
1.0% |
88% |
True |
False |
134,159 |
| 10 |
1.0740 |
1.0407 |
0.0333 |
3.1% |
0.0124 |
1.2% |
93% |
True |
False |
148,194 |
| 20 |
1.0771 |
1.0345 |
0.0426 |
4.0% |
0.0116 |
1.1% |
87% |
False |
False |
104,776 |
| 40 |
1.1014 |
1.0345 |
0.0669 |
6.2% |
0.0132 |
1.2% |
55% |
False |
False |
53,293 |
| 60 |
1.1521 |
1.0345 |
0.1176 |
11.0% |
0.0125 |
1.2% |
32% |
False |
False |
35,618 |
| 80 |
1.2242 |
1.0345 |
0.1897 |
17.7% |
0.0106 |
1.0% |
20% |
False |
False |
26,722 |
| 100 |
1.2636 |
1.0345 |
0.2291 |
21.4% |
0.0091 |
0.8% |
16% |
False |
False |
21,380 |
| 120 |
1.2827 |
1.0345 |
0.2482 |
23.2% |
0.0078 |
0.7% |
15% |
False |
False |
17,817 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1331 |
|
2.618 |
1.1104 |
|
1.618 |
1.0965 |
|
1.000 |
1.0879 |
|
0.618 |
1.0826 |
|
HIGH |
1.0740 |
|
0.618 |
1.0687 |
|
0.500 |
1.0671 |
|
0.382 |
1.0654 |
|
LOW |
1.0601 |
|
0.618 |
1.0515 |
|
1.000 |
1.0462 |
|
1.618 |
1.0376 |
|
2.618 |
1.0237 |
|
4.250 |
1.0010 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0701 |
1.0691 |
| PP |
1.0686 |
1.0666 |
| S1 |
1.0671 |
1.0641 |
|