CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0185 |
1.0027 |
-0.0158 |
-1.6% |
1.0175 |
| High |
1.0197 |
1.0107 |
-0.0090 |
-0.9% |
1.0383 |
| Low |
1.0034 |
1.0013 |
-0.0021 |
-0.2% |
1.0034 |
| Close |
1.0049 |
1.0063 |
0.0014 |
0.1% |
1.0049 |
| Range |
0.0163 |
0.0094 |
-0.0069 |
-42.3% |
0.0349 |
| ATR |
0.0149 |
0.0145 |
-0.0004 |
-2.6% |
0.0000 |
| Volume |
188,767 |
171,821 |
-16,946 |
-9.0% |
1,094,018 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0343 |
1.0297 |
1.0115 |
|
| R3 |
1.0249 |
1.0203 |
1.0089 |
|
| R2 |
1.0155 |
1.0155 |
1.0080 |
|
| R1 |
1.0109 |
1.0109 |
1.0072 |
1.0132 |
| PP |
1.0061 |
1.0061 |
1.0061 |
1.0073 |
| S1 |
1.0015 |
1.0015 |
1.0054 |
1.0038 |
| S2 |
0.9967 |
0.9967 |
1.0046 |
|
| S3 |
0.9873 |
0.9921 |
1.0037 |
|
| S4 |
0.9779 |
0.9827 |
1.0011 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.0975 |
1.0241 |
|
| R3 |
1.0853 |
1.0626 |
1.0145 |
|
| R2 |
1.0504 |
1.0504 |
1.0113 |
|
| R1 |
1.0277 |
1.0277 |
1.0081 |
1.0216 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0125 |
| S1 |
0.9928 |
0.9928 |
1.0017 |
0.9867 |
| S2 |
0.9806 |
0.9806 |
0.9985 |
|
| S3 |
0.9457 |
0.9579 |
0.9953 |
|
| S4 |
0.9108 |
0.9230 |
0.9857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0365 |
1.0013 |
0.0352 |
3.5% |
0.0131 |
1.3% |
14% |
False |
True |
193,879 |
| 10 |
1.0383 |
1.0008 |
0.0375 |
3.7% |
0.0138 |
1.4% |
15% |
False |
False |
208,947 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
8.0% |
0.0149 |
1.5% |
7% |
False |
False |
201,926 |
| 40 |
1.1014 |
1.0008 |
0.1006 |
10.0% |
0.0143 |
1.4% |
5% |
False |
False |
137,157 |
| 60 |
1.1078 |
1.0008 |
0.1070 |
10.6% |
0.0135 |
1.3% |
5% |
False |
False |
91,696 |
| 80 |
1.1744 |
1.0008 |
0.1736 |
17.3% |
0.0128 |
1.3% |
3% |
False |
False |
68,815 |
| 100 |
1.2242 |
1.0008 |
0.2234 |
22.2% |
0.0109 |
1.1% |
2% |
False |
False |
55,055 |
| 120 |
1.2650 |
1.0008 |
0.2642 |
26.3% |
0.0097 |
1.0% |
2% |
False |
False |
45,882 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0507 |
|
2.618 |
1.0353 |
|
1.618 |
1.0259 |
|
1.000 |
1.0201 |
|
0.618 |
1.0165 |
|
HIGH |
1.0107 |
|
0.618 |
1.0071 |
|
0.500 |
1.0060 |
|
0.382 |
1.0049 |
|
LOW |
1.0013 |
|
0.618 |
0.9955 |
|
1.000 |
0.9919 |
|
1.618 |
0.9861 |
|
2.618 |
0.9767 |
|
4.250 |
0.9614 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0062 |
1.0130 |
| PP |
1.0061 |
1.0107 |
| S1 |
1.0060 |
1.0085 |
|