CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 10-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Apr-2013 |
10-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0059 |
1.0090 |
0.0031 |
0.3% |
1.0614 |
| High |
1.0148 |
1.0114 |
-0.0034 |
-0.3% |
1.0809 |
| Low |
1.0037 |
1.0016 |
-0.0021 |
-0.2% |
1.0226 |
| Close |
1.0077 |
1.0027 |
-0.0050 |
-0.5% |
1.0242 |
| Range |
0.0111 |
0.0098 |
-0.0013 |
-11.7% |
0.0583 |
| ATR |
0.0148 |
0.0144 |
-0.0004 |
-2.4% |
0.0000 |
| Volume |
213,688 |
205,797 |
-7,891 |
-3.7% |
1,149,609 |
|
| Daily Pivots for day following 10-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0346 |
1.0285 |
1.0081 |
|
| R3 |
1.0248 |
1.0187 |
1.0054 |
|
| R2 |
1.0150 |
1.0150 |
1.0045 |
|
| R1 |
1.0089 |
1.0089 |
1.0036 |
1.0071 |
| PP |
1.0052 |
1.0052 |
1.0052 |
1.0043 |
| S1 |
0.9991 |
0.9991 |
1.0018 |
0.9973 |
| S2 |
0.9954 |
0.9954 |
1.0009 |
|
| S3 |
0.9856 |
0.9893 |
1.0000 |
|
| S4 |
0.9758 |
0.9795 |
0.9973 |
|
|
| 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 |
1.0789 |
1.0016 |
0.0773 |
7.7% |
0.0204 |
2.0% |
1% |
False |
True |
280,195 |
| 10 |
1.0809 |
1.0016 |
0.0793 |
7.9% |
0.0156 |
1.6% |
1% |
False |
True |
206,280 |
| 20 |
1.0809 |
1.0016 |
0.0793 |
7.9% |
0.0141 |
1.4% |
1% |
False |
True |
179,285 |
| 40 |
1.1014 |
1.0016 |
0.0998 |
10.0% |
0.0138 |
1.4% |
1% |
False |
True |
95,646 |
| 60 |
1.1398 |
1.0016 |
0.1382 |
13.8% |
0.0135 |
1.3% |
1% |
False |
True |
63,890 |
| 80 |
1.2010 |
1.0016 |
0.1994 |
19.9% |
0.0119 |
1.2% |
1% |
False |
True |
47,943 |
| 100 |
1.2607 |
1.0016 |
0.2591 |
25.8% |
0.0101 |
1.0% |
0% |
False |
True |
38,357 |
| 120 |
1.2693 |
1.0016 |
0.2677 |
26.7% |
0.0088 |
0.9% |
0% |
False |
True |
31,965 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0531 |
|
2.618 |
1.0371 |
|
1.618 |
1.0273 |
|
1.000 |
1.0212 |
|
0.618 |
1.0175 |
|
HIGH |
1.0114 |
|
0.618 |
1.0077 |
|
0.500 |
1.0065 |
|
0.382 |
1.0053 |
|
LOW |
1.0016 |
|
0.618 |
0.9955 |
|
1.000 |
0.9918 |
|
1.618 |
0.9857 |
|
2.618 |
0.9759 |
|
4.250 |
0.9600 |
|
|
| Fisher Pivots for day following 10-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0065 |
1.0129 |
| PP |
1.0052 |
1.0095 |
| S1 |
1.0040 |
1.0061 |
|