CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0200 |
1.0054 |
-0.0146 |
-1.4% |
1.0665 |
| High |
1.0200 |
1.0152 |
-0.0048 |
-0.5% |
1.0810 |
| Low |
1.0072 |
1.0047 |
-0.0025 |
-0.2% |
1.0235 |
| Close |
1.0093 |
1.0084 |
-0.0009 |
-0.1% |
1.0250 |
| Range |
0.0128 |
0.0105 |
-0.0023 |
-18.0% |
0.0575 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
245 |
342 |
97 |
39.6% |
539 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0409 |
1.0352 |
1.0142 |
|
| R3 |
1.0304 |
1.0247 |
1.0113 |
|
| R2 |
1.0199 |
1.0199 |
1.0103 |
|
| R1 |
1.0142 |
1.0142 |
1.0094 |
1.0171 |
| PP |
1.0094 |
1.0094 |
1.0094 |
1.0109 |
| S1 |
1.0037 |
1.0037 |
1.0074 |
1.0066 |
| S2 |
0.9989 |
0.9989 |
1.0065 |
|
| S3 |
0.9884 |
0.9932 |
1.0055 |
|
| S4 |
0.9779 |
0.9827 |
1.0026 |
|
|
| 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 |
1.0794 |
1.0047 |
0.0747 |
7.4% |
0.0188 |
1.9% |
5% |
False |
True |
192 |
| 10 |
1.0810 |
1.0047 |
0.0763 |
7.6% |
0.0131 |
1.3% |
5% |
False |
True |
126 |
| 20 |
1.0810 |
1.0047 |
0.0763 |
7.6% |
0.0119 |
1.2% |
5% |
False |
True |
92 |
| 40 |
1.1017 |
1.0047 |
0.0970 |
9.6% |
0.0104 |
1.0% |
4% |
False |
True |
66 |
| 60 |
1.1393 |
1.0047 |
0.1346 |
13.3% |
0.0096 |
0.9% |
3% |
False |
True |
54 |
| 80 |
1.2125 |
1.0047 |
0.2078 |
20.6% |
0.0082 |
0.8% |
2% |
False |
True |
43 |
| 100 |
1.2640 |
1.0047 |
0.2593 |
25.7% |
0.0070 |
0.7% |
1% |
False |
True |
35 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0598 |
|
2.618 |
1.0427 |
|
1.618 |
1.0322 |
|
1.000 |
1.0257 |
|
0.618 |
1.0217 |
|
HIGH |
1.0152 |
|
0.618 |
1.0112 |
|
0.500 |
1.0100 |
|
0.382 |
1.0087 |
|
LOW |
1.0047 |
|
0.618 |
0.9982 |
|
1.000 |
0.9942 |
|
1.618 |
0.9877 |
|
2.618 |
0.9772 |
|
4.250 |
0.9601 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0100 |
1.0251 |
| PP |
1.0094 |
1.0195 |
| S1 |
1.0089 |
1.0140 |
|