CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 16-Apr-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
Open |
1.0175 |
1.0354 |
0.0179 |
1.8% |
1.0186 |
High |
1.0383 |
1.0365 |
-0.0018 |
-0.2% |
1.0242 |
Low |
1.0134 |
1.0190 |
0.0056 |
0.6% |
1.0008 |
Close |
1.0285 |
1.0267 |
-0.0018 |
-0.2% |
1.0118 |
Range |
0.0249 |
0.0175 |
-0.0074 |
-29.7% |
0.0234 |
ATR |
0.0152 |
0.0154 |
0.0002 |
1.1% |
0.0000 |
Volume |
296,440 |
219,823 |
-76,617 |
-25.8% |
1,071,418 |
|
Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0799 |
1.0708 |
1.0363 |
|
R3 |
1.0624 |
1.0533 |
1.0315 |
|
R2 |
1.0449 |
1.0449 |
1.0299 |
|
R1 |
1.0358 |
1.0358 |
1.0283 |
1.0316 |
PP |
1.0274 |
1.0274 |
1.0274 |
1.0253 |
S1 |
1.0183 |
1.0183 |
1.0251 |
1.0141 |
S2 |
1.0099 |
1.0099 |
1.0235 |
|
S3 |
0.9924 |
1.0008 |
1.0219 |
|
S4 |
0.9749 |
0.9833 |
1.0171 |
|
|
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 |
3.7% |
0.0159 |
1.5% |
69% |
False |
False |
225,241 |
10 |
1.0792 |
1.0008 |
0.0784 |
7.6% |
0.0183 |
1.8% |
33% |
False |
False |
246,983 |
20 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0152 |
1.5% |
32% |
False |
False |
195,541 |
40 |
1.1014 |
1.0008 |
0.1006 |
9.8% |
0.0141 |
1.4% |
26% |
False |
False |
118,571 |
60 |
1.1359 |
1.0008 |
0.1351 |
13.2% |
0.0138 |
1.3% |
19% |
False |
False |
79,222 |
80 |
1.1944 |
1.0008 |
0.1936 |
18.9% |
0.0125 |
1.2% |
13% |
False |
False |
59,448 |
100 |
1.2268 |
1.0008 |
0.2260 |
22.0% |
0.0106 |
1.0% |
11% |
False |
False |
47,561 |
120 |
1.2650 |
1.0008 |
0.2642 |
25.7% |
0.0094 |
0.9% |
10% |
False |
False |
39,635 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1109 |
2.618 |
1.0823 |
1.618 |
1.0648 |
1.000 |
1.0540 |
0.618 |
1.0473 |
HIGH |
1.0365 |
0.618 |
1.0298 |
0.500 |
1.0278 |
0.382 |
1.0257 |
LOW |
1.0190 |
0.618 |
1.0082 |
1.000 |
1.0015 |
1.618 |
0.9907 |
2.618 |
0.9732 |
4.250 |
0.9446 |
|
|
Fisher Pivots for day following 16-Apr-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0278 |
1.0244 |
PP |
1.0274 |
1.0221 |
S1 |
1.0271 |
1.0198 |
|