CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0024 |
1.0091 |
0.0067 |
0.7% |
1.0180 |
| High |
1.0104 |
1.0158 |
0.0054 |
0.5% |
1.0387 |
| Low |
1.0024 |
1.0058 |
0.0034 |
0.3% |
1.0041 |
| Close |
1.0069 |
1.0069 |
0.0000 |
0.0% |
1.0056 |
| Range |
0.0080 |
0.0100 |
0.0020 |
25.0% |
0.0346 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
123 |
71 |
-52 |
-42.3% |
2,154 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0395 |
1.0332 |
1.0124 |
|
| R3 |
1.0295 |
1.0232 |
1.0097 |
|
| R2 |
1.0195 |
1.0195 |
1.0087 |
|
| R1 |
1.0132 |
1.0132 |
1.0078 |
1.0114 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0086 |
| S1 |
1.0032 |
1.0032 |
1.0060 |
1.0014 |
| S2 |
0.9995 |
0.9995 |
1.0051 |
|
| S3 |
0.9895 |
0.9932 |
1.0042 |
|
| S4 |
0.9795 |
0.9832 |
1.0014 |
|
|
| 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 |
1.0294 |
1.0024 |
0.0270 |
2.7% |
0.0101 |
1.0% |
17% |
False |
False |
168 |
| 10 |
1.0387 |
1.0016 |
0.0371 |
3.7% |
0.0122 |
1.2% |
14% |
False |
False |
386 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0127 |
1.3% |
7% |
False |
False |
256 |
| 40 |
1.0984 |
1.0016 |
0.0968 |
9.6% |
0.0112 |
1.1% |
5% |
False |
False |
153 |
| 60 |
1.1083 |
1.0016 |
0.1067 |
10.6% |
0.0101 |
1.0% |
5% |
False |
False |
114 |
| 80 |
1.1658 |
1.0016 |
0.1642 |
16.3% |
0.0092 |
0.9% |
3% |
False |
False |
90 |
| 100 |
1.2265 |
1.0016 |
0.2249 |
22.3% |
0.0080 |
0.8% |
2% |
False |
False |
73 |
| 120 |
1.2652 |
1.0016 |
0.2636 |
26.2% |
0.0069 |
0.7% |
2% |
False |
False |
62 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0583 |
|
2.618 |
1.0420 |
|
1.618 |
1.0320 |
|
1.000 |
1.0258 |
|
0.618 |
1.0220 |
|
HIGH |
1.0158 |
|
0.618 |
1.0120 |
|
0.500 |
1.0108 |
|
0.382 |
1.0096 |
|
LOW |
1.0058 |
|
0.618 |
0.9996 |
|
1.000 |
0.9958 |
|
1.618 |
0.9896 |
|
2.618 |
0.9796 |
|
4.250 |
0.9633 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0108 |
1.0106 |
| PP |
1.0095 |
1.0094 |
| S1 |
1.0082 |
1.0081 |
|