CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0717 |
1.0750 |
0.0033 |
0.3% |
1.0584 |
| High |
1.0792 |
1.0789 |
-0.0003 |
0.0% |
1.0698 |
| Low |
1.0679 |
1.0376 |
-0.0303 |
-2.8% |
1.0536 |
| Close |
1.0773 |
1.0406 |
-0.0367 |
-3.4% |
1.0633 |
| Range |
0.0113 |
0.0413 |
0.0300 |
265.5% |
0.0162 |
| ATR |
0.0122 |
0.0143 |
0.0021 |
17.0% |
0.0000 |
| Volume |
148,440 |
371,870 |
223,430 |
150.5% |
551,657 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1763 |
1.1497 |
1.0633 |
|
| R3 |
1.1350 |
1.1084 |
1.0520 |
|
| R2 |
1.0937 |
1.0937 |
1.0482 |
|
| R1 |
1.0671 |
1.0671 |
1.0444 |
1.0598 |
| PP |
1.0524 |
1.0524 |
1.0524 |
1.0487 |
| S1 |
1.0258 |
1.0258 |
1.0368 |
1.0185 |
| S2 |
1.0111 |
1.0111 |
1.0330 |
|
| S3 |
0.9698 |
0.9845 |
1.0292 |
|
| S4 |
0.9285 |
0.9432 |
1.0179 |
|
|
| 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 |
1.0376 |
0.0433 |
4.2% |
0.0169 |
1.6% |
7% |
False |
True |
182,271 |
| 10 |
1.0809 |
1.0376 |
0.0433 |
4.2% |
0.0148 |
1.4% |
7% |
False |
True |
167,935 |
| 20 |
1.0809 |
1.0345 |
0.0464 |
4.5% |
0.0136 |
1.3% |
13% |
False |
False |
136,548 |
| 40 |
1.1014 |
1.0345 |
0.0669 |
6.4% |
0.0137 |
1.3% |
9% |
False |
False |
69,979 |
| 60 |
1.1518 |
1.0345 |
0.1173 |
11.3% |
0.0131 |
1.3% |
5% |
False |
False |
46,753 |
| 80 |
1.2180 |
1.0345 |
0.1835 |
17.6% |
0.0113 |
1.1% |
3% |
False |
False |
35,080 |
| 100 |
1.2636 |
1.0345 |
0.2291 |
22.0% |
0.0096 |
0.9% |
3% |
False |
False |
28,066 |
| 120 |
1.2801 |
1.0345 |
0.2456 |
23.6% |
0.0083 |
0.8% |
2% |
False |
False |
23,389 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2544 |
|
2.618 |
1.1870 |
|
1.618 |
1.1457 |
|
1.000 |
1.1202 |
|
0.618 |
1.1044 |
|
HIGH |
1.0789 |
|
0.618 |
1.0631 |
|
0.500 |
1.0583 |
|
0.382 |
1.0534 |
|
LOW |
1.0376 |
|
0.618 |
1.0121 |
|
1.000 |
0.9963 |
|
1.618 |
0.9708 |
|
2.618 |
0.9295 |
|
4.250 |
0.8621 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0583 |
1.0593 |
| PP |
1.0524 |
1.0530 |
| S1 |
1.0465 |
1.0468 |
|