CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
1.0175 |
0.0148 |
1.5% |
1.0186 |
| High |
1.0198 |
1.0383 |
0.0185 |
1.8% |
1.0242 |
| Low |
1.0012 |
1.0134 |
0.0122 |
1.2% |
1.0008 |
| Close |
1.0118 |
1.0285 |
0.0167 |
1.7% |
1.0118 |
| Range |
0.0186 |
0.0249 |
0.0063 |
33.9% |
0.0234 |
| ATR |
0.0143 |
0.0152 |
0.0009 |
6.1% |
0.0000 |
| Volume |
206,490 |
296,440 |
89,950 |
43.6% |
1,071,418 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1014 |
1.0899 |
1.0422 |
|
| R3 |
1.0765 |
1.0650 |
1.0353 |
|
| R2 |
1.0516 |
1.0516 |
1.0331 |
|
| R1 |
1.0401 |
1.0401 |
1.0308 |
1.0459 |
| PP |
1.0267 |
1.0267 |
1.0267 |
1.0296 |
| S1 |
1.0152 |
1.0152 |
1.0262 |
1.0210 |
| S2 |
1.0018 |
1.0018 |
1.0239 |
|
| S3 |
0.9769 |
0.9903 |
1.0217 |
|
| S4 |
0.9520 |
0.9654 |
1.0148 |
|
|
| 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 |
1.0383 |
1.0008 |
0.0375 |
3.6% |
0.0146 |
1.4% |
74% |
True |
False |
224,014 |
| 10 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0177 |
1.7% |
35% |
False |
False |
239,832 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0151 |
1.5% |
35% |
False |
False |
194,013 |
| 40 |
1.1014 |
1.0008 |
0.1006 |
9.8% |
0.0141 |
1.4% |
28% |
False |
False |
113,098 |
| 60 |
1.1359 |
1.0008 |
0.1351 |
13.1% |
0.0139 |
1.3% |
21% |
False |
False |
75,561 |
| 80 |
1.1944 |
1.0008 |
0.1936 |
18.8% |
0.0123 |
1.2% |
14% |
False |
False |
56,700 |
| 100 |
1.2322 |
1.0008 |
0.2314 |
22.5% |
0.0104 |
1.0% |
12% |
False |
False |
45,363 |
| 120 |
1.2650 |
1.0008 |
0.2642 |
25.7% |
0.0092 |
0.9% |
10% |
False |
False |
37,803 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1441 |
|
2.618 |
1.1035 |
|
1.618 |
1.0786 |
|
1.000 |
1.0632 |
|
0.618 |
1.0537 |
|
HIGH |
1.0383 |
|
0.618 |
1.0288 |
|
0.500 |
1.0259 |
|
0.382 |
1.0229 |
|
LOW |
1.0134 |
|
0.618 |
0.9980 |
|
1.000 |
0.9885 |
|
1.618 |
0.9731 |
|
2.618 |
0.9482 |
|
4.250 |
0.9076 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0276 |
1.0255 |
| PP |
1.0267 |
1.0225 |
| S1 |
1.0259 |
1.0196 |
|