CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0030 |
1.0055 |
0.0025 |
0.2% |
1.0200 |
| High |
1.0099 |
1.0200 |
0.0101 |
1.0% |
1.0200 |
| Low |
1.0016 |
1.0055 |
0.0039 |
0.4% |
1.0016 |
| Close |
1.0019 |
1.0125 |
0.0106 |
1.1% |
1.0125 |
| Range |
0.0083 |
0.0145 |
0.0062 |
74.7% |
0.0184 |
| ATR |
0.0123 |
0.0127 |
0.0004 |
3.4% |
0.0000 |
| Volume |
144 |
219 |
75 |
52.1% |
2,101 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0562 |
1.0488 |
1.0205 |
|
| R3 |
1.0417 |
1.0343 |
1.0165 |
|
| R2 |
1.0272 |
1.0272 |
1.0152 |
|
| R1 |
1.0198 |
1.0198 |
1.0138 |
1.0235 |
| PP |
1.0127 |
1.0127 |
1.0127 |
1.0145 |
| S1 |
1.0053 |
1.0053 |
1.0112 |
1.0090 |
| S2 |
0.9982 |
0.9982 |
1.0098 |
|
| S3 |
0.9837 |
0.9908 |
1.0085 |
|
| S4 |
0.9692 |
0.9763 |
1.0045 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0666 |
1.0579 |
1.0226 |
|
| R3 |
1.0482 |
1.0395 |
1.0176 |
|
| R2 |
1.0298 |
1.0298 |
1.0159 |
|
| R1 |
1.0211 |
1.0211 |
1.0142 |
1.0163 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0089 |
| S1 |
1.0027 |
1.0027 |
1.0108 |
0.9979 |
| S2 |
0.9930 |
0.9930 |
1.0091 |
|
| S3 |
0.9746 |
0.9843 |
1.0074 |
|
| S4 |
0.9562 |
0.9659 |
1.0024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0200 |
1.0016 |
0.0184 |
1.8% |
0.0111 |
1.1% |
59% |
True |
False |
420 |
| 10 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0149 |
1.5% |
14% |
False |
False |
264 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0121 |
1.2% |
14% |
False |
False |
160 |
| 40 |
1.1017 |
1.0016 |
0.1001 |
9.9% |
0.0107 |
1.1% |
11% |
False |
False |
103 |
| 60 |
1.1393 |
1.0016 |
0.1377 |
13.6% |
0.0099 |
1.0% |
8% |
False |
False |
79 |
| 80 |
1.1961 |
1.0016 |
0.1945 |
19.2% |
0.0084 |
0.8% |
6% |
False |
False |
62 |
| 100 |
1.2360 |
1.0016 |
0.2344 |
23.2% |
0.0073 |
0.7% |
5% |
False |
False |
50 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0816 |
|
2.618 |
1.0580 |
|
1.618 |
1.0435 |
|
1.000 |
1.0345 |
|
0.618 |
1.0290 |
|
HIGH |
1.0200 |
|
0.618 |
1.0145 |
|
0.500 |
1.0128 |
|
0.382 |
1.0110 |
|
LOW |
1.0055 |
|
0.618 |
0.9965 |
|
1.000 |
0.9910 |
|
1.618 |
0.9820 |
|
2.618 |
0.9675 |
|
4.250 |
0.9439 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0128 |
1.0119 |
| PP |
1.0127 |
1.0114 |
| S1 |
1.0126 |
1.0108 |
|