CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 12-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Apr-2013 |
12-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0021 |
1.0027 |
0.0006 |
0.1% |
1.0186 |
| High |
1.0093 |
1.0198 |
0.0105 |
1.0% |
1.0242 |
| Low |
1.0008 |
1.0012 |
0.0004 |
0.0% |
1.0008 |
| Close |
1.0012 |
1.0118 |
0.0106 |
1.1% |
1.0118 |
| Range |
0.0085 |
0.0186 |
0.0101 |
118.8% |
0.0234 |
| ATR |
0.0140 |
0.0143 |
0.0003 |
2.4% |
0.0000 |
| Volume |
197,659 |
206,490 |
8,831 |
4.5% |
1,071,418 |
|
| Daily Pivots for day following 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0667 |
1.0579 |
1.0220 |
|
| R3 |
1.0481 |
1.0393 |
1.0169 |
|
| R2 |
1.0295 |
1.0295 |
1.0152 |
|
| R1 |
1.0207 |
1.0207 |
1.0135 |
1.0251 |
| PP |
1.0109 |
1.0109 |
1.0109 |
1.0132 |
| S1 |
1.0021 |
1.0021 |
1.0101 |
1.0065 |
| S2 |
0.9923 |
0.9923 |
1.0084 |
|
| S3 |
0.9737 |
0.9835 |
1.0067 |
|
| S4 |
0.9551 |
0.9649 |
1.0016 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0825 |
1.0705 |
1.0247 |
|
| R3 |
1.0591 |
1.0471 |
1.0182 |
|
| R2 |
1.0357 |
1.0357 |
1.0161 |
|
| R1 |
1.0237 |
1.0237 |
1.0139 |
1.0180 |
| PP |
1.0123 |
1.0123 |
1.0123 |
1.0094 |
| S1 |
1.0003 |
1.0003 |
1.0097 |
0.9946 |
| S2 |
0.9889 |
0.9889 |
1.0075 |
|
| S3 |
0.9655 |
0.9769 |
1.0054 |
|
| S4 |
0.9421 |
0.9535 |
0.9989 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0242 |
1.0008 |
0.0234 |
2.3% |
0.0132 |
1.3% |
47% |
False |
False |
214,283 |
| 10 |
1.0809 |
1.0008 |
0.0801 |
7.9% |
0.0166 |
1.6% |
14% |
False |
False |
222,102 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
7.9% |
0.0145 |
1.4% |
14% |
False |
False |
189,924 |
| 40 |
1.1014 |
1.0008 |
0.1006 |
9.9% |
0.0138 |
1.4% |
11% |
False |
False |
105,708 |
| 60 |
1.1398 |
1.0008 |
0.1390 |
13.7% |
0.0136 |
1.3% |
8% |
False |
False |
70,623 |
| 80 |
1.1960 |
1.0008 |
0.1952 |
19.3% |
0.0121 |
1.2% |
6% |
False |
False |
52,995 |
| 100 |
1.2380 |
1.0008 |
0.2372 |
23.4% |
0.0102 |
1.0% |
5% |
False |
False |
42,399 |
| 120 |
1.2650 |
1.0008 |
0.2642 |
26.1% |
0.0090 |
0.9% |
4% |
False |
False |
35,333 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0989 |
|
2.618 |
1.0685 |
|
1.618 |
1.0499 |
|
1.000 |
1.0384 |
|
0.618 |
1.0313 |
|
HIGH |
1.0198 |
|
0.618 |
1.0127 |
|
0.500 |
1.0105 |
|
0.382 |
1.0083 |
|
LOW |
1.0012 |
|
0.618 |
0.9897 |
|
1.000 |
0.9826 |
|
1.618 |
0.9711 |
|
2.618 |
0.9525 |
|
4.250 |
0.9222 |
|
|
| Fisher Pivots for day following 12-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0114 |
1.0113 |
| PP |
1.0109 |
1.0108 |
| S1 |
1.0105 |
1.0103 |
|