CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0178 |
1.0185 |
0.0007 |
0.1% |
1.0175 |
| High |
1.0246 |
1.0197 |
-0.0049 |
-0.5% |
1.0383 |
| Low |
1.0153 |
1.0034 |
-0.0119 |
-1.2% |
1.0034 |
| Close |
1.0197 |
1.0049 |
-0.0148 |
-1.5% |
1.0049 |
| Range |
0.0093 |
0.0163 |
0.0070 |
75.3% |
0.0349 |
| ATR |
0.0148 |
0.0149 |
0.0001 |
0.7% |
0.0000 |
| Volume |
173,209 |
188,767 |
15,558 |
9.0% |
1,094,018 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0582 |
1.0479 |
1.0139 |
|
| R3 |
1.0419 |
1.0316 |
1.0094 |
|
| R2 |
1.0256 |
1.0256 |
1.0079 |
|
| R1 |
1.0153 |
1.0153 |
1.0064 |
1.0123 |
| PP |
1.0093 |
1.0093 |
1.0093 |
1.0079 |
| S1 |
0.9990 |
0.9990 |
1.0034 |
0.9960 |
| S2 |
0.9930 |
0.9930 |
1.0019 |
|
| S3 |
0.9767 |
0.9827 |
1.0004 |
|
| S4 |
0.9604 |
0.9664 |
0.9959 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.0975 |
1.0241 |
|
| R3 |
1.0853 |
1.0626 |
1.0145 |
|
| R2 |
1.0504 |
1.0504 |
1.0113 |
|
| R1 |
1.0277 |
1.0277 |
1.0081 |
1.0216 |
| PP |
1.0155 |
1.0155 |
1.0155 |
1.0125 |
| S1 |
0.9928 |
0.9928 |
1.0017 |
0.9867 |
| S2 |
0.9806 |
0.9806 |
0.9985 |
|
| S3 |
0.9457 |
0.9579 |
0.9953 |
|
| S4 |
0.9108 |
0.9230 |
0.9857 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0383 |
1.0034 |
0.0349 |
3.5% |
0.0162 |
1.6% |
4% |
False |
True |
218,803 |
| 10 |
1.0383 |
1.0008 |
0.0375 |
3.7% |
0.0147 |
1.5% |
11% |
False |
False |
216,543 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
8.0% |
0.0150 |
1.5% |
5% |
False |
False |
201,078 |
| 40 |
1.1014 |
1.0008 |
0.1006 |
10.0% |
0.0143 |
1.4% |
4% |
False |
False |
132,883 |
| 60 |
1.1310 |
1.0008 |
0.1302 |
13.0% |
0.0138 |
1.4% |
3% |
False |
False |
88,835 |
| 80 |
1.1871 |
1.0008 |
0.1863 |
18.5% |
0.0128 |
1.3% |
2% |
False |
False |
66,668 |
| 100 |
1.2242 |
1.0008 |
0.2234 |
22.2% |
0.0109 |
1.1% |
2% |
False |
False |
53,337 |
| 120 |
1.2650 |
1.0008 |
0.2642 |
26.3% |
0.0097 |
1.0% |
2% |
False |
False |
44,450 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0890 |
|
2.618 |
1.0624 |
|
1.618 |
1.0461 |
|
1.000 |
1.0360 |
|
0.618 |
1.0298 |
|
HIGH |
1.0197 |
|
0.618 |
1.0135 |
|
0.500 |
1.0116 |
|
0.382 |
1.0096 |
|
LOW |
1.0034 |
|
0.618 |
0.9933 |
|
1.000 |
0.9871 |
|
1.618 |
0.9770 |
|
2.618 |
0.9607 |
|
4.250 |
0.9341 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0116 |
1.0163 |
| PP |
1.0093 |
1.0125 |
| S1 |
1.0071 |
1.0087 |
|