CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0780 |
1.0389 |
-0.0391 |
-3.6% |
1.0665 |
| High |
1.0781 |
1.0455 |
-0.0326 |
-3.0% |
1.0810 |
| Low |
1.0386 |
1.0235 |
-0.0151 |
-1.5% |
1.0235 |
| Close |
1.0414 |
1.0250 |
-0.0164 |
-1.6% |
1.0250 |
| Range |
0.0395 |
0.0220 |
-0.0175 |
-44.3% |
0.0575 |
| ATR |
0.0119 |
0.0126 |
0.0007 |
6.0% |
0.0000 |
| Volume |
81 |
221 |
140 |
172.8% |
539 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0973 |
1.0832 |
1.0371 |
|
| R3 |
1.0753 |
1.0612 |
1.0311 |
|
| R2 |
1.0533 |
1.0533 |
1.0290 |
|
| R1 |
1.0392 |
1.0392 |
1.0270 |
1.0353 |
| PP |
1.0313 |
1.0313 |
1.0313 |
1.0294 |
| S1 |
1.0172 |
1.0172 |
1.0230 |
1.0133 |
| S2 |
1.0093 |
1.0093 |
1.0210 |
|
| S3 |
0.9873 |
0.9952 |
1.0190 |
|
| S4 |
0.9653 |
0.9732 |
1.0129 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2157 |
1.1778 |
1.0566 |
|
| R3 |
1.1582 |
1.1203 |
1.0408 |
|
| R2 |
1.1007 |
1.1007 |
1.0355 |
|
| R1 |
1.0628 |
1.0628 |
1.0303 |
1.0530 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0383 |
| S1 |
1.0053 |
1.0053 |
1.0197 |
0.9955 |
| S2 |
0.9857 |
0.9857 |
1.0145 |
|
| S3 |
0.9282 |
0.9478 |
1.0092 |
|
| S4 |
0.8707 |
0.8903 |
0.9934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0810 |
1.0235 |
0.0575 |
5.6% |
0.0187 |
1.8% |
3% |
False |
True |
107 |
| 10 |
1.0810 |
1.0235 |
0.0575 |
5.6% |
0.0131 |
1.3% |
3% |
False |
True |
89 |
| 20 |
1.0810 |
1.0235 |
0.0575 |
5.6% |
0.0114 |
1.1% |
3% |
False |
True |
68 |
| 40 |
1.1017 |
1.0235 |
0.0782 |
7.6% |
0.0102 |
1.0% |
2% |
False |
True |
52 |
| 60 |
1.1455 |
1.0235 |
0.1220 |
11.9% |
0.0094 |
0.9% |
1% |
False |
True |
45 |
| 80 |
1.2200 |
1.0235 |
0.1965 |
19.2% |
0.0080 |
0.8% |
1% |
False |
True |
36 |
| 100 |
1.2640 |
1.0235 |
0.2405 |
23.5% |
0.0068 |
0.7% |
1% |
False |
True |
29 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1390 |
|
2.618 |
1.1031 |
|
1.618 |
1.0811 |
|
1.000 |
1.0675 |
|
0.618 |
1.0591 |
|
HIGH |
1.0455 |
|
0.618 |
1.0371 |
|
0.500 |
1.0345 |
|
0.382 |
1.0319 |
|
LOW |
1.0235 |
|
0.618 |
1.0099 |
|
1.000 |
1.0015 |
|
1.618 |
0.9879 |
|
2.618 |
0.9659 |
|
4.250 |
0.9300 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0345 |
1.0515 |
| PP |
1.0313 |
1.0426 |
| S1 |
1.0282 |
1.0338 |
|