CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 05-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Apr-2013 |
05-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0382 |
-0.0368 |
-3.4% |
1.0614 |
| High |
1.0789 |
1.0448 |
-0.0341 |
-3.2% |
1.0809 |
| Low |
1.0376 |
1.0226 |
-0.0150 |
-1.4% |
1.0226 |
| Close |
1.0406 |
1.0242 |
-0.0164 |
-1.6% |
1.0242 |
| Range |
0.0413 |
0.0222 |
-0.0191 |
-46.2% |
0.0583 |
| ATR |
0.0143 |
0.0148 |
0.0006 |
4.0% |
0.0000 |
| Volume |
371,870 |
361,840 |
-10,030 |
-2.7% |
1,149,609 |
|
| Daily Pivots for day following 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0971 |
1.0829 |
1.0364 |
|
| R3 |
1.0749 |
1.0607 |
1.0303 |
|
| R2 |
1.0527 |
1.0527 |
1.0283 |
|
| R1 |
1.0385 |
1.0385 |
1.0262 |
1.0345 |
| PP |
1.0305 |
1.0305 |
1.0305 |
1.0286 |
| S1 |
1.0163 |
1.0163 |
1.0222 |
1.0123 |
| S2 |
1.0083 |
1.0083 |
1.0201 |
|
| S3 |
0.9861 |
0.9941 |
1.0181 |
|
| S4 |
0.9639 |
0.9719 |
1.0120 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2175 |
1.1791 |
1.0563 |
|
| R3 |
1.1592 |
1.1208 |
1.0402 |
|
| R2 |
1.1009 |
1.1009 |
1.0349 |
|
| R1 |
1.0625 |
1.0625 |
1.0295 |
1.0526 |
| PP |
1.0426 |
1.0426 |
1.0426 |
1.0376 |
| S1 |
1.0042 |
1.0042 |
1.0189 |
0.9943 |
| S2 |
0.9843 |
0.9843 |
1.0135 |
|
| S3 |
0.9260 |
0.9459 |
1.0082 |
|
| S4 |
0.8677 |
0.8876 |
0.9921 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0809 |
1.0226 |
0.0583 |
5.7% |
0.0201 |
2.0% |
3% |
False |
True |
229,921 |
| 10 |
1.0809 |
1.0226 |
0.0583 |
5.7% |
0.0152 |
1.5% |
3% |
False |
True |
185,613 |
| 20 |
1.0809 |
1.0226 |
0.0583 |
5.7% |
0.0140 |
1.4% |
3% |
False |
True |
154,056 |
| 40 |
1.1014 |
1.0226 |
0.0788 |
7.7% |
0.0141 |
1.4% |
2% |
False |
True |
79,016 |
| 60 |
1.1506 |
1.0226 |
0.1280 |
12.5% |
0.0133 |
1.3% |
1% |
False |
True |
52,783 |
| 80 |
1.2180 |
1.0226 |
0.1954 |
19.1% |
0.0116 |
1.1% |
1% |
False |
True |
39,603 |
| 100 |
1.2636 |
1.0226 |
0.2410 |
23.5% |
0.0098 |
1.0% |
1% |
False |
True |
31,685 |
| 120 |
1.2799 |
1.0226 |
0.2573 |
25.1% |
0.0085 |
0.8% |
1% |
False |
True |
26,405 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1392 |
|
2.618 |
1.1029 |
|
1.618 |
1.0807 |
|
1.000 |
1.0670 |
|
0.618 |
1.0585 |
|
HIGH |
1.0448 |
|
0.618 |
1.0363 |
|
0.500 |
1.0337 |
|
0.382 |
1.0311 |
|
LOW |
1.0226 |
|
0.618 |
1.0089 |
|
1.000 |
1.0004 |
|
1.618 |
0.9867 |
|
2.618 |
0.9645 |
|
4.250 |
0.9283 |
|
|
| Fisher Pivots for day following 05-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0337 |
1.0509 |
| PP |
1.0305 |
1.0420 |
| S1 |
1.0274 |
1.0331 |
|