CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0382 |
1.0186 |
-0.0196 |
-1.9% |
1.0614 |
| High |
1.0448 |
1.0242 |
-0.0206 |
-2.0% |
1.0809 |
| Low |
1.0226 |
1.0064 |
-0.0162 |
-1.6% |
1.0226 |
| Close |
1.0242 |
1.0086 |
-0.0156 |
-1.5% |
1.0242 |
| Range |
0.0222 |
0.0178 |
-0.0044 |
-19.8% |
0.0583 |
| ATR |
0.0148 |
0.0151 |
0.0002 |
1.4% |
0.0000 |
| Volume |
361,840 |
247,784 |
-114,056 |
-31.5% |
1,149,609 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0665 |
1.0553 |
1.0184 |
|
| R3 |
1.0487 |
1.0375 |
1.0135 |
|
| R2 |
1.0309 |
1.0309 |
1.0119 |
|
| R1 |
1.0197 |
1.0197 |
1.0102 |
1.0164 |
| PP |
1.0131 |
1.0131 |
1.0131 |
1.0114 |
| S1 |
1.0019 |
1.0019 |
1.0070 |
0.9986 |
| S2 |
0.9953 |
0.9953 |
1.0053 |
|
| S3 |
0.9775 |
0.9841 |
1.0037 |
|
| S4 |
0.9597 |
0.9663 |
0.9988 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2175 |
1.1791 |
1.0563 |
|
| R3 |
1.1592 |
1.1208 |
1.0402 |
|
| R2 |
1.1009 |
1.1009 |
1.0349 |
|
| R1 |
1.0625 |
1.0625 |
1.0295 |
1.0526 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0376 |
| S1 |
1.0042 |
1.0042 |
1.0189 |
0.9943 |
| S2 |
0.9843 |
0.9843 |
1.0135 |
|
| S3 |
0.9260 |
0.9459 |
1.0082 |
|
| S4 |
0.8677 |
0.8876 |
0.9921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0809 |
1.0064 |
0.0745 |
7.4% |
0.0208 |
2.1% |
3% |
False |
True |
255,650 |
| 10 |
1.0809 |
1.0064 |
0.0745 |
7.4% |
0.0160 |
1.6% |
3% |
False |
True |
194,905 |
| 20 |
1.0809 |
1.0064 |
0.0745 |
7.4% |
0.0139 |
1.4% |
3% |
False |
True |
163,919 |
| 40 |
1.1014 |
1.0064 |
0.0950 |
9.4% |
0.0143 |
1.4% |
2% |
False |
True |
85,183 |
| 60 |
1.1398 |
1.0064 |
0.1334 |
13.2% |
0.0134 |
1.3% |
2% |
False |
True |
56,910 |
| 80 |
1.2167 |
1.0064 |
0.2103 |
20.9% |
0.0117 |
1.2% |
1% |
False |
True |
42,700 |
| 100 |
1.2636 |
1.0064 |
0.2572 |
25.5% |
0.0099 |
1.0% |
1% |
False |
True |
34,162 |
| 120 |
1.2741 |
1.0064 |
0.2677 |
26.5% |
0.0086 |
0.9% |
1% |
False |
True |
28,469 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0999 |
|
2.618 |
1.0708 |
|
1.618 |
1.0530 |
|
1.000 |
1.0420 |
|
0.618 |
1.0352 |
|
HIGH |
1.0242 |
|
0.618 |
1.0174 |
|
0.500 |
1.0153 |
|
0.382 |
1.0132 |
|
LOW |
1.0064 |
|
0.618 |
0.9954 |
|
1.000 |
0.9886 |
|
1.618 |
0.9776 |
|
2.618 |
0.9598 |
|
4.250 |
0.9308 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0153 |
1.0427 |
| PP |
1.0131 |
1.0313 |
| S1 |
1.0108 |
1.0200 |
|