CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0234 |
1.0178 |
-0.0056 |
-0.5% |
1.0186 |
| High |
1.0291 |
1.0246 |
-0.0045 |
-0.4% |
1.0242 |
| Low |
1.0162 |
1.0153 |
-0.0009 |
-0.1% |
1.0008 |
| Close |
1.0223 |
1.0197 |
-0.0026 |
-0.3% |
1.0118 |
| Range |
0.0129 |
0.0093 |
-0.0036 |
-27.9% |
0.0234 |
| ATR |
0.0152 |
0.0148 |
-0.0004 |
-2.8% |
0.0000 |
| Volume |
215,779 |
173,209 |
-42,570 |
-19.7% |
1,071,418 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0478 |
1.0430 |
1.0248 |
|
| R3 |
1.0385 |
1.0337 |
1.0223 |
|
| R2 |
1.0292 |
1.0292 |
1.0214 |
|
| R1 |
1.0244 |
1.0244 |
1.0206 |
1.0268 |
| PP |
1.0199 |
1.0199 |
1.0199 |
1.0211 |
| S1 |
1.0151 |
1.0151 |
1.0188 |
1.0175 |
| S2 |
1.0106 |
1.0106 |
1.0180 |
|
| S3 |
1.0013 |
1.0058 |
1.0171 |
|
| S4 |
0.9920 |
0.9965 |
1.0146 |
|
|
| 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 |
1.0012 |
0.0371 |
3.6% |
0.0166 |
1.6% |
50% |
False |
False |
222,348 |
| 10 |
1.0448 |
1.0008 |
0.0440 |
4.3% |
0.0153 |
1.5% |
43% |
False |
False |
233,850 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
7.9% |
0.0150 |
1.5% |
24% |
False |
False |
200,893 |
| 40 |
1.1014 |
1.0008 |
0.1006 |
9.9% |
0.0142 |
1.4% |
19% |
False |
False |
128,249 |
| 60 |
1.1359 |
1.0008 |
0.1351 |
13.2% |
0.0137 |
1.3% |
14% |
False |
False |
85,697 |
| 80 |
1.1944 |
1.0008 |
0.1936 |
19.0% |
0.0126 |
1.2% |
10% |
False |
False |
64,308 |
| 100 |
1.2242 |
1.0008 |
0.2234 |
21.9% |
0.0107 |
1.1% |
8% |
False |
False |
51,449 |
| 120 |
1.2650 |
1.0008 |
0.2642 |
25.9% |
0.0095 |
0.9% |
7% |
False |
False |
42,877 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0641 |
|
2.618 |
1.0489 |
|
1.618 |
1.0396 |
|
1.000 |
1.0339 |
|
0.618 |
1.0303 |
|
HIGH |
1.0246 |
|
0.618 |
1.0210 |
|
0.500 |
1.0200 |
|
0.382 |
1.0189 |
|
LOW |
1.0153 |
|
0.618 |
1.0096 |
|
1.000 |
1.0060 |
|
1.618 |
1.0003 |
|
2.618 |
0.9910 |
|
4.250 |
0.9758 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0200 |
1.0259 |
| PP |
1.0199 |
1.0238 |
| S1 |
1.0198 |
1.0218 |
|