CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 09-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Apr-2013 |
09-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0186 |
1.0059 |
-0.0127 |
-1.2% |
1.0614 |
| High |
1.0242 |
1.0148 |
-0.0094 |
-0.9% |
1.0809 |
| Low |
1.0064 |
1.0037 |
-0.0027 |
-0.3% |
1.0226 |
| Close |
1.0086 |
1.0077 |
-0.0009 |
-0.1% |
1.0242 |
| Range |
0.0178 |
0.0111 |
-0.0067 |
-37.6% |
0.0583 |
| ATR |
0.0151 |
0.0148 |
-0.0003 |
-1.9% |
0.0000 |
| Volume |
247,784 |
213,688 |
-34,096 |
-13.8% |
1,149,609 |
|
| Daily Pivots for day following 09-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0420 |
1.0360 |
1.0138 |
|
| R3 |
1.0309 |
1.0249 |
1.0108 |
|
| R2 |
1.0198 |
1.0198 |
1.0097 |
|
| R1 |
1.0138 |
1.0138 |
1.0087 |
1.0168 |
| PP |
1.0087 |
1.0087 |
1.0087 |
1.0103 |
| S1 |
1.0027 |
1.0027 |
1.0067 |
1.0057 |
| S2 |
0.9976 |
0.9976 |
1.0057 |
|
| S3 |
0.9865 |
0.9916 |
1.0046 |
|
| S4 |
0.9754 |
0.9805 |
1.0016 |
|
|
| 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 |
1.0792 |
1.0037 |
0.0755 |
7.5% |
0.0207 |
2.1% |
5% |
False |
True |
268,724 |
| 10 |
1.0809 |
1.0037 |
0.0772 |
7.7% |
0.0154 |
1.5% |
5% |
False |
True |
198,891 |
| 20 |
1.0809 |
1.0037 |
0.0772 |
7.7% |
0.0142 |
1.4% |
5% |
False |
True |
172,945 |
| 40 |
1.1014 |
1.0037 |
0.0977 |
9.7% |
0.0141 |
1.4% |
4% |
False |
True |
90,516 |
| 60 |
1.1398 |
1.0037 |
0.1361 |
13.5% |
0.0134 |
1.3% |
3% |
False |
True |
60,470 |
| 80 |
1.2086 |
1.0037 |
0.2049 |
20.3% |
0.0118 |
1.2% |
2% |
False |
True |
45,371 |
| 100 |
1.2636 |
1.0037 |
0.2599 |
25.8% |
0.0100 |
1.0% |
2% |
False |
True |
36,299 |
| 120 |
1.2706 |
1.0037 |
0.2669 |
26.5% |
0.0087 |
0.9% |
1% |
False |
True |
30,250 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0620 |
|
2.618 |
1.0439 |
|
1.618 |
1.0328 |
|
1.000 |
1.0259 |
|
0.618 |
1.0217 |
|
HIGH |
1.0148 |
|
0.618 |
1.0106 |
|
0.500 |
1.0093 |
|
0.382 |
1.0079 |
|
LOW |
1.0037 |
|
0.618 |
0.9968 |
|
1.000 |
0.9926 |
|
1.618 |
0.9857 |
|
2.618 |
0.9746 |
|
4.250 |
0.9565 |
|
|
| Fisher Pivots for day following 09-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0093 |
1.0243 |
| PP |
1.0087 |
1.0187 |
| S1 |
1.0082 |
1.0132 |
|