CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0206 |
1.0224 |
0.0018 |
0.2% |
1.0027 |
| High |
1.0276 |
1.0312 |
0.0036 |
0.4% |
1.0254 |
| Low |
1.0185 |
1.0193 |
0.0008 |
0.1% |
1.0013 |
| Close |
1.0206 |
1.0258 |
0.0052 |
0.5% |
1.0183 |
| Range |
0.0091 |
0.0119 |
0.0028 |
30.8% |
0.0241 |
| ATR |
0.0132 |
0.0131 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
108,060 |
150,294 |
42,234 |
39.1% |
930,858 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0611 |
1.0554 |
1.0323 |
|
| R3 |
1.0492 |
1.0435 |
1.0291 |
|
| R2 |
1.0373 |
1.0373 |
1.0280 |
|
| R1 |
1.0316 |
1.0316 |
1.0269 |
1.0345 |
| PP |
1.0254 |
1.0254 |
1.0254 |
1.0269 |
| S1 |
1.0197 |
1.0197 |
1.0247 |
1.0226 |
| S2 |
1.0135 |
1.0135 |
1.0236 |
|
| S3 |
1.0016 |
1.0078 |
1.0225 |
|
| S4 |
0.9897 |
0.9959 |
1.0193 |
|
|
| 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 |
1.0312 |
1.0026 |
0.0286 |
2.8% |
0.0104 |
1.0% |
81% |
True |
False |
158,940 |
| 10 |
1.0312 |
1.0013 |
0.0299 |
2.9% |
0.0111 |
1.1% |
82% |
True |
False |
176,696 |
| 20 |
1.0792 |
1.0008 |
0.0784 |
7.6% |
0.0147 |
1.4% |
32% |
False |
False |
211,839 |
| 40 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0133 |
1.3% |
31% |
False |
False |
161,912 |
| 60 |
1.1014 |
1.0008 |
0.1006 |
9.8% |
0.0137 |
1.3% |
25% |
False |
False |
108,606 |
| 80 |
1.1518 |
1.0008 |
0.1510 |
14.7% |
0.0131 |
1.3% |
17% |
False |
False |
81,526 |
| 100 |
1.2229 |
1.0008 |
0.2221 |
21.7% |
0.0115 |
1.1% |
11% |
False |
False |
65,229 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
25.6% |
0.0101 |
1.0% |
10% |
False |
False |
54,359 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0818 |
|
2.618 |
1.0624 |
|
1.618 |
1.0505 |
|
1.000 |
1.0431 |
|
0.618 |
1.0386 |
|
HIGH |
1.0312 |
|
0.618 |
1.0267 |
|
0.500 |
1.0253 |
|
0.382 |
1.0238 |
|
LOW |
1.0193 |
|
0.618 |
1.0119 |
|
1.000 |
1.0074 |
|
1.618 |
1.0000 |
|
2.618 |
0.9881 |
|
4.250 |
0.9687 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0256 |
1.0234 |
| PP |
1.0254 |
1.0210 |
| S1 |
1.0253 |
1.0187 |
|