CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0614 |
1.0734 |
0.0120 |
1.1% |
1.0584 |
| High |
1.0740 |
1.0809 |
0.0069 |
0.6% |
1.0698 |
| Low |
1.0601 |
1.0693 |
0.0092 |
0.9% |
1.0536 |
| Close |
1.0716 |
1.0717 |
0.0001 |
0.0% |
1.0633 |
| Range |
0.0139 |
0.0116 |
-0.0023 |
-16.5% |
0.0162 |
| ATR |
0.0123 |
0.0123 |
-0.0001 |
-0.4% |
0.0000 |
| Volume |
119,142 |
148,317 |
29,175 |
24.5% |
551,657 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1088 |
1.1018 |
1.0781 |
|
| R3 |
1.0972 |
1.0902 |
1.0749 |
|
| R2 |
1.0856 |
1.0856 |
1.0738 |
|
| R1 |
1.0786 |
1.0786 |
1.0728 |
1.0763 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0728 |
| S1 |
1.0670 |
1.0670 |
1.0706 |
1.0647 |
| S2 |
1.0624 |
1.0624 |
1.0696 |
|
| S3 |
1.0508 |
1.0554 |
1.0685 |
|
| S4 |
1.0392 |
1.0438 |
1.0653 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1108 |
1.1033 |
1.0722 |
|
| R3 |
1.0946 |
1.0871 |
1.0678 |
|
| R2 |
1.0784 |
1.0784 |
1.0663 |
|
| R1 |
1.0709 |
1.0709 |
1.0648 |
1.0747 |
| PP |
1.0622 |
1.0622 |
1.0622 |
1.0641 |
| S1 |
1.0547 |
1.0547 |
1.0618 |
1.0585 |
| S2 |
1.0460 |
1.0460 |
1.0603 |
|
| S3 |
1.0298 |
1.0385 |
1.0588 |
|
| S4 |
1.0136 |
1.0223 |
1.0544 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0809 |
1.0542 |
0.0267 |
2.5% |
0.0101 |
0.9% |
66% |
True |
False |
129,059 |
| 10 |
1.0809 |
1.0407 |
0.0402 |
3.8% |
0.0121 |
1.1% |
77% |
True |
False |
144,099 |
| 20 |
1.0809 |
1.0345 |
0.0464 |
4.3% |
0.0119 |
1.1% |
80% |
True |
False |
111,984 |
| 40 |
1.1014 |
1.0345 |
0.0669 |
6.2% |
0.0131 |
1.2% |
56% |
False |
False |
56,989 |
| 60 |
1.1518 |
1.0345 |
0.1173 |
10.9% |
0.0125 |
1.2% |
32% |
False |
False |
38,088 |
| 80 |
1.2229 |
1.0345 |
0.1884 |
17.6% |
0.0107 |
1.0% |
20% |
False |
False |
28,576 |
| 100 |
1.2636 |
1.0345 |
0.2291 |
21.4% |
0.0092 |
0.9% |
16% |
False |
False |
22,863 |
| 120 |
1.2826 |
1.0345 |
0.2481 |
23.2% |
0.0079 |
0.7% |
15% |
False |
False |
19,053 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1113 |
|
1.618 |
1.0997 |
|
1.000 |
1.0925 |
|
0.618 |
1.0881 |
|
HIGH |
1.0809 |
|
0.618 |
1.0765 |
|
0.500 |
1.0751 |
|
0.382 |
1.0737 |
|
LOW |
1.0693 |
|
0.618 |
1.0621 |
|
1.000 |
1.0577 |
|
1.618 |
1.0505 |
|
2.618 |
1.0389 |
|
4.250 |
1.0200 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0751 |
1.0712 |
| PP |
1.0740 |
1.0707 |
| S1 |
1.0728 |
1.0702 |
|