CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 22-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Apr-2013 |
22-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0187 |
1.0024 |
-0.0163 |
-1.6% |
1.0180 |
| High |
1.0188 |
1.0104 |
-0.0084 |
-0.8% |
1.0387 |
| Low |
1.0041 |
1.0024 |
-0.0017 |
-0.2% |
1.0041 |
| Close |
1.0056 |
1.0069 |
0.0013 |
0.1% |
1.0056 |
| Range |
0.0147 |
0.0080 |
-0.0067 |
-45.6% |
0.0346 |
| ATR |
0.0134 |
0.0130 |
-0.0004 |
-2.9% |
0.0000 |
| Volume |
53 |
123 |
70 |
132.1% |
2,154 |
|
| Daily Pivots for day following 22-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0306 |
1.0267 |
1.0113 |
|
| R3 |
1.0226 |
1.0187 |
1.0091 |
|
| R2 |
1.0146 |
1.0146 |
1.0084 |
|
| R1 |
1.0107 |
1.0107 |
1.0076 |
1.0127 |
| PP |
1.0066 |
1.0066 |
1.0066 |
1.0075 |
| S1 |
1.0027 |
1.0027 |
1.0062 |
1.0047 |
| S2 |
0.9986 |
0.9986 |
1.0054 |
|
| S3 |
0.9906 |
0.9947 |
1.0047 |
|
| S4 |
0.9826 |
0.9867 |
1.0025 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.0974 |
1.0246 |
|
| R3 |
1.0853 |
1.0628 |
1.0151 |
|
| R2 |
1.0507 |
1.0507 |
1.0119 |
|
| R1 |
1.0282 |
1.0282 |
1.0088 |
1.0222 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0131 |
| S1 |
0.9936 |
0.9936 |
1.0024 |
0.9876 |
| S2 |
0.9815 |
0.9815 |
0.9993 |
|
| S3 |
0.9469 |
0.9590 |
0.9961 |
|
| S4 |
0.9123 |
0.9244 |
0.9866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0362 |
1.0024 |
0.0338 |
3.4% |
0.0114 |
1.1% |
13% |
False |
True |
390 |
| 10 |
1.0387 |
1.0016 |
0.0371 |
3.7% |
0.0122 |
1.2% |
14% |
False |
False |
413 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0129 |
1.3% |
7% |
False |
False |
260 |
| 40 |
1.1017 |
1.0016 |
0.1001 |
9.9% |
0.0119 |
1.2% |
5% |
False |
False |
152 |
| 60 |
1.1087 |
1.0016 |
0.1071 |
10.6% |
0.0100 |
1.0% |
5% |
False |
False |
113 |
| 80 |
1.1709 |
1.0016 |
0.1693 |
16.8% |
0.0091 |
0.9% |
3% |
False |
False |
90 |
| 100 |
1.2265 |
1.0016 |
0.2249 |
22.3% |
0.0080 |
0.8% |
2% |
False |
False |
72 |
| 120 |
1.2652 |
1.0016 |
0.2636 |
26.2% |
0.0068 |
0.7% |
2% |
False |
False |
61 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0444 |
|
2.618 |
1.0313 |
|
1.618 |
1.0233 |
|
1.000 |
1.0184 |
|
0.618 |
1.0153 |
|
HIGH |
1.0104 |
|
0.618 |
1.0073 |
|
0.500 |
1.0064 |
|
0.382 |
1.0055 |
|
LOW |
1.0024 |
|
0.618 |
0.9975 |
|
1.000 |
0.9944 |
|
1.618 |
0.9895 |
|
2.618 |
0.9815 |
|
4.250 |
0.9684 |
|
|
| Fisher Pivots for day following 22-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0067 |
1.0126 |
| PP |
1.0066 |
1.0107 |
| S1 |
1.0064 |
1.0088 |
|