CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 11-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Apr-2013 |
11-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0083 |
1.0030 |
-0.0053 |
-0.5% |
1.0665 |
| High |
1.0116 |
1.0099 |
-0.0017 |
-0.2% |
1.0810 |
| Low |
1.0023 |
1.0016 |
-0.0007 |
-0.1% |
1.0235 |
| Close |
1.0033 |
1.0019 |
-0.0014 |
-0.1% |
1.0250 |
| Range |
0.0093 |
0.0083 |
-0.0010 |
-10.8% |
0.0575 |
| ATR |
0.0126 |
0.0123 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
1,151 |
144 |
-1,007 |
-87.5% |
539 |
|
| Daily Pivots for day following 11-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0294 |
1.0239 |
1.0065 |
|
| R3 |
1.0211 |
1.0156 |
1.0042 |
|
| R2 |
1.0128 |
1.0128 |
1.0034 |
|
| R1 |
1.0073 |
1.0073 |
1.0027 |
1.0059 |
| PP |
1.0045 |
1.0045 |
1.0045 |
1.0038 |
| S1 |
0.9990 |
0.9990 |
1.0011 |
0.9976 |
| S2 |
0.9962 |
0.9962 |
1.0004 |
|
| S3 |
0.9879 |
0.9907 |
0.9996 |
|
| S4 |
0.9796 |
0.9824 |
0.9973 |
|
|
| 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 |
1.0455 |
1.0016 |
0.0439 |
4.4% |
0.0126 |
1.3% |
1% |
False |
True |
420 |
| 10 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0138 |
1.4% |
0% |
False |
True |
244 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0119 |
1.2% |
0% |
False |
True |
154 |
| 40 |
1.1017 |
1.0016 |
0.1001 |
10.0% |
0.0103 |
1.0% |
0% |
False |
True |
97 |
| 60 |
1.1393 |
1.0016 |
0.1377 |
13.7% |
0.0097 |
1.0% |
0% |
False |
True |
75 |
| 80 |
1.2016 |
1.0016 |
0.2000 |
20.0% |
0.0083 |
0.8% |
0% |
False |
True |
59 |
| 100 |
1.2360 |
1.0016 |
0.2344 |
23.4% |
0.0072 |
0.7% |
0% |
False |
True |
48 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0452 |
|
2.618 |
1.0316 |
|
1.618 |
1.0233 |
|
1.000 |
1.0182 |
|
0.618 |
1.0150 |
|
HIGH |
1.0099 |
|
0.618 |
1.0067 |
|
0.500 |
1.0058 |
|
0.382 |
1.0048 |
|
LOW |
1.0016 |
|
0.618 |
0.9965 |
|
1.000 |
0.9933 |
|
1.618 |
0.9882 |
|
2.618 |
0.9799 |
|
4.250 |
0.9663 |
|
|
| Fisher Pivots for day following 11-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0058 |
1.0084 |
| PP |
1.0045 |
1.0062 |
| S1 |
1.0032 |
1.0041 |
|