CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 17-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Apr-2013 |
17-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0354 |
1.0234 |
-0.0120 |
-1.2% |
1.0186 |
| High |
1.0365 |
1.0291 |
-0.0074 |
-0.7% |
1.0242 |
| Low |
1.0190 |
1.0162 |
-0.0028 |
-0.3% |
1.0008 |
| Close |
1.0267 |
1.0223 |
-0.0044 |
-0.4% |
1.0118 |
| Range |
0.0175 |
0.0129 |
-0.0046 |
-26.3% |
0.0234 |
| ATR |
0.0154 |
0.0152 |
-0.0002 |
-1.1% |
0.0000 |
| Volume |
219,823 |
215,779 |
-4,044 |
-1.8% |
1,071,418 |
|
| Daily Pivots for day following 17-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0612 |
1.0547 |
1.0294 |
|
| R3 |
1.0483 |
1.0418 |
1.0258 |
|
| R2 |
1.0354 |
1.0354 |
1.0247 |
|
| R1 |
1.0289 |
1.0289 |
1.0235 |
1.0257 |
| PP |
1.0225 |
1.0225 |
1.0225 |
1.0210 |
| S1 |
1.0160 |
1.0160 |
1.0211 |
1.0128 |
| S2 |
1.0096 |
1.0096 |
1.0199 |
|
| S3 |
0.9967 |
1.0031 |
1.0188 |
|
| S4 |
0.9838 |
0.9902 |
1.0152 |
|
|
| 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% |
0.0165 |
1.6% |
57% |
False |
False |
227,238 |
| 10 |
1.0789 |
1.0008 |
0.0781 |
7.6% |
0.0185 |
1.8% |
28% |
False |
False |
253,717 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
7.8% |
0.0153 |
1.5% |
27% |
False |
False |
198,677 |
| 40 |
1.1014 |
1.0008 |
0.1006 |
9.8% |
0.0142 |
1.4% |
21% |
False |
False |
123,945 |
| 60 |
1.1359 |
1.0008 |
0.1351 |
13.2% |
0.0139 |
1.4% |
16% |
False |
False |
82,814 |
| 80 |
1.1944 |
1.0008 |
0.1936 |
18.9% |
0.0126 |
1.2% |
11% |
False |
False |
62,144 |
| 100 |
1.2250 |
1.0008 |
0.2242 |
21.9% |
0.0107 |
1.0% |
10% |
False |
False |
49,718 |
| 120 |
1.2650 |
1.0008 |
0.2642 |
25.8% |
0.0095 |
0.9% |
8% |
False |
False |
41,433 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0839 |
|
2.618 |
1.0629 |
|
1.618 |
1.0500 |
|
1.000 |
1.0420 |
|
0.618 |
1.0371 |
|
HIGH |
1.0291 |
|
0.618 |
1.0242 |
|
0.500 |
1.0227 |
|
0.382 |
1.0211 |
|
LOW |
1.0162 |
|
0.618 |
1.0082 |
|
1.000 |
1.0033 |
|
1.618 |
0.9953 |
|
2.618 |
0.9824 |
|
4.250 |
0.9614 |
|
|
| Fisher Pivots for day following 17-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0227 |
1.0259 |
| PP |
1.0225 |
1.0247 |
| S1 |
1.0224 |
1.0235 |
|