CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0062 |
1.0052 |
-0.0010 |
-0.1% |
1.0175 |
| High |
1.0086 |
1.0106 |
0.0020 |
0.2% |
1.0383 |
| Low |
1.0026 |
1.0047 |
0.0021 |
0.2% |
1.0034 |
| Close |
1.0052 |
1.0069 |
0.0017 |
0.2% |
1.0049 |
| Range |
0.0060 |
0.0059 |
-0.0001 |
-1.7% |
0.0349 |
| ATR |
0.0136 |
0.0131 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
136,256 |
143,343 |
7,087 |
5.2% |
1,094,018 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0251 |
1.0219 |
1.0101 |
|
| R3 |
1.0192 |
1.0160 |
1.0085 |
|
| R2 |
1.0133 |
1.0133 |
1.0080 |
|
| R1 |
1.0101 |
1.0101 |
1.0074 |
1.0117 |
| PP |
1.0074 |
1.0074 |
1.0074 |
1.0082 |
| S1 |
1.0042 |
1.0042 |
1.0064 |
1.0058 |
| S2 |
1.0015 |
1.0015 |
1.0058 |
|
| S3 |
0.9956 |
0.9983 |
1.0053 |
|
| S4 |
0.9897 |
0.9924 |
1.0037 |
|
|
| 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 |
1.0197 |
1.0013 |
0.0184 |
1.8% |
0.0097 |
1.0% |
30% |
False |
False |
172,575 |
| 10 |
1.0383 |
1.0012 |
0.0371 |
3.7% |
0.0132 |
1.3% |
15% |
False |
False |
197,461 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
8.0% |
0.0143 |
1.4% |
8% |
False |
False |
205,637 |
| 40 |
1.0876 |
1.0008 |
0.0868 |
8.6% |
0.0130 |
1.3% |
7% |
False |
False |
149,346 |
| 60 |
1.1026 |
1.0008 |
0.1018 |
10.1% |
0.0135 |
1.3% |
6% |
False |
False |
100,051 |
| 80 |
1.1654 |
1.0008 |
0.1646 |
16.3% |
0.0128 |
1.3% |
4% |
False |
False |
75,092 |
| 100 |
1.2242 |
1.0008 |
0.2234 |
22.2% |
0.0111 |
1.1% |
3% |
False |
False |
60,078 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
26.1% |
0.0098 |
1.0% |
2% |
False |
False |
50,067 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0357 |
|
2.618 |
1.0260 |
|
1.618 |
1.0201 |
|
1.000 |
1.0165 |
|
0.618 |
1.0142 |
|
HIGH |
1.0106 |
|
0.618 |
1.0083 |
|
0.500 |
1.0077 |
|
0.382 |
1.0070 |
|
LOW |
1.0047 |
|
0.618 |
1.0011 |
|
1.000 |
0.9988 |
|
1.618 |
0.9952 |
|
2.618 |
0.9893 |
|
4.250 |
0.9796 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0077 |
1.0092 |
| PP |
1.0074 |
1.0084 |
| S1 |
1.0072 |
1.0077 |
|