CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0071 |
1.0206 |
0.0135 |
1.3% |
1.0027 |
| High |
1.0254 |
1.0276 |
0.0022 |
0.2% |
1.0254 |
| Low |
1.0061 |
1.0185 |
0.0124 |
1.2% |
1.0013 |
| Close |
1.0183 |
1.0206 |
0.0023 |
0.2% |
1.0183 |
| Range |
0.0193 |
0.0091 |
-0.0102 |
-52.8% |
0.0241 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
256,749 |
108,060 |
-148,689 |
-57.9% |
930,858 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0495 |
1.0442 |
1.0256 |
|
| R3 |
1.0404 |
1.0351 |
1.0231 |
|
| R2 |
1.0313 |
1.0313 |
1.0223 |
|
| R1 |
1.0260 |
1.0260 |
1.0214 |
1.0252 |
| PP |
1.0222 |
1.0222 |
1.0222 |
1.0218 |
| S1 |
1.0169 |
1.0169 |
1.0198 |
1.0161 |
| S2 |
1.0131 |
1.0131 |
1.0189 |
|
| S3 |
1.0040 |
1.0078 |
1.0181 |
|
| S4 |
0.9949 |
0.9987 |
1.0156 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0769 |
1.0316 |
|
| R3 |
1.0632 |
1.0528 |
1.0249 |
|
| R2 |
1.0391 |
1.0391 |
1.0227 |
|
| R1 |
1.0287 |
1.0287 |
1.0205 |
1.0339 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0176 |
| S1 |
1.0046 |
1.0046 |
1.0161 |
1.0098 |
| S2 |
0.9909 |
0.9909 |
1.0139 |
|
| S3 |
0.9668 |
0.9805 |
1.0117 |
|
| S4 |
0.9427 |
0.9564 |
1.0050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0276 |
1.0026 |
0.0250 |
2.4% |
0.0102 |
1.0% |
72% |
True |
False |
173,419 |
| 10 |
1.0365 |
1.0013 |
0.0352 |
3.4% |
0.0117 |
1.1% |
55% |
False |
False |
183,649 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0147 |
1.4% |
25% |
False |
False |
211,741 |
| 40 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0132 |
1.3% |
25% |
False |
False |
158,259 |
| 60 |
1.1014 |
1.0008 |
0.1006 |
9.9% |
0.0137 |
1.3% |
20% |
False |
False |
106,109 |
| 80 |
1.1521 |
1.0008 |
0.1513 |
14.8% |
0.0130 |
1.3% |
13% |
False |
False |
79,648 |
| 100 |
1.2242 |
1.0008 |
0.2234 |
21.9% |
0.0114 |
1.1% |
9% |
False |
False |
63,726 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
25.7% |
0.0100 |
1.0% |
8% |
False |
False |
53,107 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0663 |
|
2.618 |
1.0514 |
|
1.618 |
1.0423 |
|
1.000 |
1.0367 |
|
0.618 |
1.0332 |
|
HIGH |
1.0276 |
|
0.618 |
1.0241 |
|
0.500 |
1.0231 |
|
0.382 |
1.0220 |
|
LOW |
1.0185 |
|
0.618 |
1.0129 |
|
1.000 |
1.0094 |
|
1.618 |
1.0038 |
|
2.618 |
0.9947 |
|
4.250 |
0.9798 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0231 |
1.0191 |
| PP |
1.0222 |
1.0176 |
| S1 |
1.0214 |
1.0162 |
|