CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0090 |
1.0021 |
-0.0069 |
-0.7% |
1.0614 |
| High |
1.0114 |
1.0093 |
-0.0021 |
-0.2% |
1.0809 |
| Low |
1.0016 |
1.0008 |
-0.0008 |
-0.1% |
1.0226 |
| Close |
1.0027 |
1.0012 |
-0.0015 |
-0.1% |
1.0242 |
| Range |
0.0098 |
0.0085 |
-0.0013 |
-13.3% |
0.0583 |
| ATR |
0.0144 |
0.0140 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
205,797 |
197,659 |
-8,138 |
-4.0% |
1,149,609 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0293 |
1.0237 |
1.0059 |
|
| R3 |
1.0208 |
1.0152 |
1.0035 |
|
| R2 |
1.0123 |
1.0123 |
1.0028 |
|
| R1 |
1.0067 |
1.0067 |
1.0020 |
1.0053 |
| PP |
1.0038 |
1.0038 |
1.0038 |
1.0030 |
| S1 |
0.9982 |
0.9982 |
1.0004 |
0.9968 |
| S2 |
0.9953 |
0.9953 |
0.9996 |
|
| S3 |
0.9868 |
0.9897 |
0.9989 |
|
| S4 |
0.9783 |
0.9812 |
0.9965 |
|
|
| 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 |
1.0448 |
1.0008 |
0.0440 |
4.4% |
0.0139 |
1.4% |
1% |
False |
True |
245,353 |
| 10 |
1.0809 |
1.0008 |
0.0801 |
8.0% |
0.0154 |
1.5% |
0% |
False |
True |
213,812 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
8.0% |
0.0140 |
1.4% |
0% |
False |
True |
184,576 |
| 40 |
1.1014 |
1.0008 |
0.1006 |
10.0% |
0.0136 |
1.4% |
0% |
False |
True |
100,573 |
| 60 |
1.1398 |
1.0008 |
0.1390 |
13.9% |
0.0135 |
1.4% |
0% |
False |
True |
67,182 |
| 80 |
1.2010 |
1.0008 |
0.2002 |
20.0% |
0.0120 |
1.2% |
0% |
False |
True |
50,413 |
| 100 |
1.2400 |
1.0008 |
0.2392 |
23.9% |
0.0101 |
1.0% |
0% |
False |
True |
40,334 |
| 120 |
1.2650 |
1.0008 |
0.2642 |
26.4% |
0.0089 |
0.9% |
0% |
False |
True |
33,612 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0454 |
|
2.618 |
1.0316 |
|
1.618 |
1.0231 |
|
1.000 |
1.0178 |
|
0.618 |
1.0146 |
|
HIGH |
1.0093 |
|
0.618 |
1.0061 |
|
0.500 |
1.0051 |
|
0.382 |
1.0040 |
|
LOW |
1.0008 |
|
0.618 |
0.9955 |
|
1.000 |
0.9923 |
|
1.618 |
0.9870 |
|
2.618 |
0.9785 |
|
4.250 |
0.9647 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0051 |
1.0078 |
| PP |
1.0038 |
1.0056 |
| S1 |
1.0025 |
1.0034 |
|