CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 03-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Apr-2013 |
03-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0764 |
1.0716 |
-0.0048 |
-0.4% |
1.0590 |
| High |
1.0810 |
1.0794 |
-0.0016 |
-0.1% |
1.0702 |
| Low |
1.0704 |
1.0704 |
0.0000 |
0.0% |
1.0553 |
| Close |
1.0726 |
1.0782 |
0.0056 |
0.5% |
1.0642 |
| Range |
0.0106 |
0.0090 |
-0.0016 |
-15.1% |
0.0149 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
131 |
72 |
-59 |
-45.0% |
301 |
|
| Daily Pivots for day following 03-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1030 |
1.0996 |
1.0832 |
|
| R3 |
1.0940 |
1.0906 |
1.0807 |
|
| R2 |
1.0850 |
1.0850 |
1.0799 |
|
| R1 |
1.0816 |
1.0816 |
1.0790 |
1.0833 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0769 |
| S1 |
1.0726 |
1.0726 |
1.0774 |
1.0743 |
| S2 |
1.0670 |
1.0670 |
1.0766 |
|
| S3 |
1.0580 |
1.0636 |
1.0757 |
|
| S4 |
1.0490 |
1.0546 |
1.0733 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1010 |
1.0724 |
|
| R3 |
1.0930 |
1.0861 |
1.0683 |
|
| R2 |
1.0781 |
1.0781 |
1.0669 |
|
| R1 |
1.0712 |
1.0712 |
1.0656 |
1.0747 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0650 |
| S1 |
1.0563 |
1.0563 |
1.0628 |
1.0598 |
| S2 |
1.0483 |
1.0483 |
1.0615 |
|
| S3 |
1.0334 |
1.0414 |
1.0601 |
|
| S4 |
1.0185 |
1.0265 |
1.0560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0810 |
1.0564 |
0.0246 |
2.3% |
0.0084 |
0.8% |
89% |
False |
False |
58 |
| 10 |
1.0810 |
1.0425 |
0.0385 |
3.6% |
0.0095 |
0.9% |
93% |
False |
False |
65 |
| 20 |
1.0810 |
1.0361 |
0.0449 |
4.2% |
0.0092 |
0.9% |
94% |
False |
False |
56 |
| 40 |
1.1017 |
1.0361 |
0.0656 |
6.1% |
0.0088 |
0.8% |
64% |
False |
False |
45 |
| 60 |
1.1528 |
1.0361 |
0.1167 |
10.8% |
0.0086 |
0.8% |
36% |
False |
False |
41 |
| 80 |
1.2200 |
1.0361 |
0.1839 |
17.1% |
0.0073 |
0.7% |
23% |
False |
False |
32 |
| 100 |
1.2640 |
1.0361 |
0.2279 |
21.1% |
0.0062 |
0.6% |
18% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1177 |
|
2.618 |
1.1030 |
|
1.618 |
1.0940 |
|
1.000 |
1.0884 |
|
0.618 |
1.0850 |
|
HIGH |
1.0794 |
|
0.618 |
1.0760 |
|
0.500 |
1.0749 |
|
0.382 |
1.0738 |
|
LOW |
1.0704 |
|
0.618 |
1.0648 |
|
1.000 |
1.0614 |
|
1.618 |
1.0558 |
|
2.618 |
1.0468 |
|
4.250 |
1.0322 |
|
|
| Fisher Pivots for day following 03-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0771 |
1.0760 |
| PP |
1.0760 |
1.0739 |
| S1 |
1.0749 |
1.0717 |
|