CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0362 |
1.0246 |
-0.0116 |
-1.1% |
1.0200 |
| High |
1.0362 |
1.0294 |
-0.0068 |
-0.7% |
1.0200 |
| Low |
1.0198 |
1.0176 |
-0.0022 |
-0.2% |
1.0016 |
| Close |
1.0274 |
1.0230 |
-0.0044 |
-0.4% |
1.0125 |
| Range |
0.0164 |
0.0118 |
-0.0046 |
-28.0% |
0.0184 |
| ATR |
0.0139 |
0.0137 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
1,183 |
398 |
-785 |
-66.4% |
2,101 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0587 |
1.0527 |
1.0295 |
|
| R3 |
1.0469 |
1.0409 |
1.0262 |
|
| R2 |
1.0351 |
1.0351 |
1.0252 |
|
| R1 |
1.0291 |
1.0291 |
1.0241 |
1.0262 |
| PP |
1.0233 |
1.0233 |
1.0233 |
1.0219 |
| S1 |
1.0173 |
1.0173 |
1.0219 |
1.0144 |
| S2 |
1.0115 |
1.0115 |
1.0208 |
|
| S3 |
0.9997 |
1.0055 |
1.0198 |
|
| S4 |
0.9879 |
0.9937 |
1.0165 |
|
|
| 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 |
1.0387 |
1.0016 |
0.0371 |
3.6% |
0.0148 |
1.4% |
58% |
False |
False |
453 |
| 10 |
1.0781 |
1.0016 |
0.0765 |
7.5% |
0.0168 |
1.6% |
28% |
False |
False |
430 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0131 |
1.3% |
27% |
False |
False |
248 |
| 40 |
1.1017 |
1.0016 |
0.1001 |
9.8% |
0.0115 |
1.1% |
21% |
False |
False |
150 |
| 60 |
1.1393 |
1.0016 |
0.1377 |
13.5% |
0.0103 |
1.0% |
16% |
False |
False |
110 |
| 80 |
1.1956 |
1.0016 |
0.1940 |
19.0% |
0.0089 |
0.9% |
11% |
False |
False |
85 |
| 100 |
1.2265 |
1.0016 |
0.2249 |
22.0% |
0.0077 |
0.8% |
10% |
False |
False |
69 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0796 |
|
2.618 |
1.0603 |
|
1.618 |
1.0485 |
|
1.000 |
1.0412 |
|
0.618 |
1.0367 |
|
HIGH |
1.0294 |
|
0.618 |
1.0249 |
|
0.500 |
1.0235 |
|
0.382 |
1.0221 |
|
LOW |
1.0176 |
|
0.618 |
1.0103 |
|
1.000 |
1.0058 |
|
1.618 |
0.9985 |
|
2.618 |
0.9867 |
|
4.250 |
0.9675 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0235 |
1.0273 |
| PP |
1.0233 |
1.0259 |
| S1 |
1.0232 |
1.0244 |
|