CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0054 |
1.0083 |
0.0029 |
0.3% |
1.0665 |
| High |
1.0152 |
1.0116 |
-0.0036 |
-0.4% |
1.0810 |
| Low |
1.0047 |
1.0023 |
-0.0024 |
-0.2% |
1.0235 |
| Close |
1.0084 |
1.0033 |
-0.0051 |
-0.5% |
1.0250 |
| Range |
0.0105 |
0.0093 |
-0.0012 |
-11.4% |
0.0575 |
| ATR |
0.0128 |
0.0126 |
-0.0003 |
-2.0% |
0.0000 |
| Volume |
342 |
1,151 |
809 |
236.5% |
539 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0336 |
1.0278 |
1.0084 |
|
| R3 |
1.0243 |
1.0185 |
1.0059 |
|
| R2 |
1.0150 |
1.0150 |
1.0050 |
|
| R1 |
1.0092 |
1.0092 |
1.0042 |
1.0075 |
| PP |
1.0057 |
1.0057 |
1.0057 |
1.0049 |
| S1 |
0.9999 |
0.9999 |
1.0024 |
0.9982 |
| S2 |
0.9964 |
0.9964 |
1.0016 |
|
| S3 |
0.9871 |
0.9906 |
1.0007 |
|
| S4 |
0.9778 |
0.9813 |
0.9982 |
|
|
| 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 |
1.0781 |
1.0023 |
0.0758 |
7.6% |
0.0188 |
1.9% |
1% |
False |
True |
408 |
| 10 |
1.0810 |
1.0023 |
0.0787 |
7.8% |
0.0136 |
1.4% |
1% |
False |
True |
233 |
| 20 |
1.0810 |
1.0023 |
0.0787 |
7.8% |
0.0119 |
1.2% |
1% |
False |
True |
148 |
| 40 |
1.1017 |
1.0023 |
0.0994 |
9.9% |
0.0105 |
1.0% |
1% |
False |
True |
94 |
| 60 |
1.1393 |
1.0023 |
0.1370 |
13.7% |
0.0096 |
1.0% |
1% |
False |
True |
73 |
| 80 |
1.2016 |
1.0023 |
0.1993 |
19.9% |
0.0083 |
0.8% |
1% |
False |
True |
57 |
| 100 |
1.2518 |
1.0023 |
0.2495 |
24.9% |
0.0071 |
0.7% |
0% |
False |
True |
46 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0511 |
|
2.618 |
1.0359 |
|
1.618 |
1.0266 |
|
1.000 |
1.0209 |
|
0.618 |
1.0173 |
|
HIGH |
1.0116 |
|
0.618 |
1.0080 |
|
0.500 |
1.0070 |
|
0.382 |
1.0059 |
|
LOW |
1.0023 |
|
0.618 |
0.9966 |
|
1.000 |
0.9930 |
|
1.618 |
0.9873 |
|
2.618 |
0.9780 |
|
4.250 |
0.9628 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0070 |
1.0112 |
| PP |
1.0057 |
1.0085 |
| S1 |
1.0045 |
1.0059 |
|