CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0057 |
1.0093 |
0.0036 |
0.4% |
1.0024 |
| High |
1.0111 |
1.0258 |
0.0147 |
1.5% |
1.0258 |
| Low |
1.0055 |
1.0079 |
0.0024 |
0.2% |
1.0024 |
| Close |
1.0075 |
1.0189 |
0.0114 |
1.1% |
1.0189 |
| Range |
0.0056 |
0.0179 |
0.0123 |
219.6% |
0.0234 |
| ATR |
0.0117 |
0.0122 |
0.0005 |
4.0% |
0.0000 |
| Volume |
65 |
89 |
24 |
36.9% |
581 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0712 |
1.0630 |
1.0287 |
|
| R3 |
1.0533 |
1.0451 |
1.0238 |
|
| R2 |
1.0354 |
1.0354 |
1.0222 |
|
| R1 |
1.0272 |
1.0272 |
1.0205 |
1.0313 |
| PP |
1.0175 |
1.0175 |
1.0175 |
1.0196 |
| S1 |
1.0093 |
1.0093 |
1.0173 |
1.0134 |
| S2 |
0.9996 |
0.9996 |
1.0156 |
|
| S3 |
0.9817 |
0.9914 |
1.0140 |
|
| S4 |
0.9638 |
0.9735 |
1.0091 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0758 |
1.0318 |
|
| R3 |
1.0625 |
1.0524 |
1.0253 |
|
| R2 |
1.0391 |
1.0391 |
1.0232 |
|
| R1 |
1.0290 |
1.0290 |
1.0210 |
1.0341 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0182 |
| S1 |
1.0056 |
1.0056 |
1.0168 |
1.0107 |
| S2 |
0.9923 |
0.9923 |
1.0146 |
|
| S3 |
0.9689 |
0.9822 |
1.0125 |
|
| S4 |
0.9455 |
0.9588 |
1.0060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0258 |
1.0024 |
0.0234 |
2.3% |
0.0091 |
0.9% |
71% |
True |
False |
116 |
| 10 |
1.0387 |
1.0024 |
0.0363 |
3.6% |
0.0117 |
1.2% |
45% |
False |
False |
273 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0133 |
1.3% |
22% |
False |
False |
268 |
| 40 |
1.0816 |
1.0016 |
0.0800 |
7.9% |
0.0110 |
1.1% |
22% |
False |
False |
158 |
| 60 |
1.1025 |
1.0016 |
0.1009 |
9.9% |
0.0103 |
1.0% |
17% |
False |
False |
119 |
| 80 |
1.1528 |
1.0016 |
0.1512 |
14.8% |
0.0094 |
0.9% |
11% |
False |
False |
95 |
| 100 |
1.2254 |
1.0016 |
0.2238 |
22.0% |
0.0082 |
0.8% |
8% |
False |
False |
77 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
25.8% |
0.0071 |
0.7% |
7% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1019 |
|
2.618 |
1.0727 |
|
1.618 |
1.0548 |
|
1.000 |
1.0437 |
|
0.618 |
1.0369 |
|
HIGH |
1.0258 |
|
0.618 |
1.0190 |
|
0.500 |
1.0169 |
|
0.382 |
1.0147 |
|
LOW |
1.0079 |
|
0.618 |
0.9968 |
|
1.000 |
0.9900 |
|
1.618 |
0.9789 |
|
2.618 |
0.9610 |
|
4.250 |
0.9318 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0182 |
1.0176 |
| PP |
1.0175 |
1.0163 |
| S1 |
1.0169 |
1.0150 |
|