CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0073 |
1.0062 |
-0.0011 |
-0.1% |
1.0175 |
| High |
1.0158 |
1.0086 |
-0.0072 |
-0.7% |
1.0383 |
| Low |
1.0050 |
1.0026 |
-0.0024 |
-0.2% |
1.0034 |
| Close |
1.0063 |
1.0052 |
-0.0011 |
-0.1% |
1.0049 |
| Range |
0.0108 |
0.0060 |
-0.0048 |
-44.4% |
0.0349 |
| ATR |
0.0142 |
0.0136 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
222,689 |
136,256 |
-86,433 |
-38.8% |
1,094,018 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0235 |
1.0203 |
1.0085 |
|
| R3 |
1.0175 |
1.0143 |
1.0069 |
|
| R2 |
1.0115 |
1.0115 |
1.0063 |
|
| R1 |
1.0083 |
1.0083 |
1.0058 |
1.0069 |
| PP |
1.0055 |
1.0055 |
1.0055 |
1.0048 |
| S1 |
1.0023 |
1.0023 |
1.0047 |
1.0009 |
| S2 |
0.9995 |
0.9995 |
1.0041 |
|
| S3 |
0.9935 |
0.9963 |
1.0036 |
|
| S4 |
0.9875 |
0.9903 |
1.0019 |
|
|
| 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 |
1.0246 |
1.0013 |
0.0233 |
2.3% |
0.0104 |
1.0% |
17% |
False |
False |
178,548 |
| 10 |
1.0383 |
1.0008 |
0.0375 |
3.7% |
0.0134 |
1.3% |
12% |
False |
False |
202,893 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
8.0% |
0.0145 |
1.4% |
5% |
False |
False |
204,586 |
| 40 |
1.0983 |
1.0008 |
0.0975 |
9.7% |
0.0133 |
1.3% |
5% |
False |
False |
145,998 |
| 60 |
1.1072 |
1.0008 |
0.1064 |
10.6% |
0.0135 |
1.3% |
4% |
False |
False |
97,664 |
| 80 |
1.1654 |
1.0008 |
0.1646 |
16.4% |
0.0129 |
1.3% |
3% |
False |
False |
73,301 |
| 100 |
1.2242 |
1.0008 |
0.2234 |
22.2% |
0.0111 |
1.1% |
2% |
False |
False |
58,645 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
26.1% |
0.0097 |
1.0% |
2% |
False |
False |
48,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0341 |
|
2.618 |
1.0243 |
|
1.618 |
1.0183 |
|
1.000 |
1.0146 |
|
0.618 |
1.0123 |
|
HIGH |
1.0086 |
|
0.618 |
1.0063 |
|
0.500 |
1.0056 |
|
0.382 |
1.0049 |
|
LOW |
1.0026 |
|
0.618 |
0.9989 |
|
1.000 |
0.9966 |
|
1.618 |
0.9929 |
|
2.618 |
0.9869 |
|
4.250 |
0.9771 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0056 |
1.0086 |
| PP |
1.0055 |
1.0074 |
| S1 |
1.0053 |
1.0063 |
|