CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0734 |
1.0717 |
-0.0017 |
-0.2% |
1.0584 |
| High |
1.0809 |
1.0792 |
-0.0017 |
-0.2% |
1.0698 |
| Low |
1.0693 |
1.0679 |
-0.0014 |
-0.1% |
1.0536 |
| Close |
1.0717 |
1.0773 |
0.0056 |
0.5% |
1.0633 |
| Range |
0.0116 |
0.0113 |
-0.0003 |
-2.6% |
0.0162 |
| ATR |
0.0123 |
0.0122 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
148,317 |
148,440 |
123 |
0.1% |
551,657 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1087 |
1.1043 |
1.0835 |
|
| R3 |
1.0974 |
1.0930 |
1.0804 |
|
| R2 |
1.0861 |
1.0861 |
1.0794 |
|
| R1 |
1.0817 |
1.0817 |
1.0783 |
1.0839 |
| PP |
1.0748 |
1.0748 |
1.0748 |
1.0759 |
| S1 |
1.0704 |
1.0704 |
1.0763 |
1.0726 |
| S2 |
1.0635 |
1.0635 |
1.0752 |
|
| S3 |
1.0522 |
1.0591 |
1.0742 |
|
| S4 |
1.0409 |
1.0478 |
1.0711 |
|
|
| 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 |
1.0809 |
1.0542 |
0.0267 |
2.5% |
0.0107 |
1.0% |
87% |
False |
False |
132,364 |
| 10 |
1.0809 |
1.0407 |
0.0402 |
3.7% |
0.0121 |
1.1% |
91% |
False |
False |
143,638 |
| 20 |
1.0809 |
1.0345 |
0.0464 |
4.3% |
0.0121 |
1.1% |
92% |
False |
False |
118,549 |
| 40 |
1.1014 |
1.0345 |
0.0669 |
6.2% |
0.0132 |
1.2% |
64% |
False |
False |
60,689 |
| 60 |
1.1518 |
1.0345 |
0.1173 |
10.9% |
0.0125 |
1.2% |
36% |
False |
False |
40,560 |
| 80 |
1.2180 |
1.0345 |
0.1835 |
17.0% |
0.0108 |
1.0% |
23% |
False |
False |
30,432 |
| 100 |
1.2636 |
1.0345 |
0.2291 |
21.3% |
0.0093 |
0.9% |
19% |
False |
False |
24,347 |
| 120 |
1.2826 |
1.0345 |
0.2481 |
23.0% |
0.0080 |
0.7% |
17% |
False |
False |
20,290 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1272 |
|
2.618 |
1.1088 |
|
1.618 |
1.0975 |
|
1.000 |
1.0905 |
|
0.618 |
1.0862 |
|
HIGH |
1.0792 |
|
0.618 |
1.0749 |
|
0.500 |
1.0736 |
|
0.382 |
1.0722 |
|
LOW |
1.0679 |
|
0.618 |
1.0609 |
|
1.000 |
1.0566 |
|
1.618 |
1.0496 |
|
2.618 |
1.0383 |
|
4.250 |
1.0199 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0761 |
1.0750 |
| PP |
1.0748 |
1.0728 |
| S1 |
1.0736 |
1.0705 |
|