CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 23-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Apr-2013 |
23-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0027 |
1.0073 |
0.0046 |
0.5% |
1.0175 |
| High |
1.0107 |
1.0158 |
0.0051 |
0.5% |
1.0383 |
| Low |
1.0013 |
1.0050 |
0.0037 |
0.4% |
1.0034 |
| Close |
1.0063 |
1.0063 |
0.0000 |
0.0% |
1.0049 |
| Range |
0.0094 |
0.0108 |
0.0014 |
14.9% |
0.0349 |
| ATR |
0.0145 |
0.0142 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
171,821 |
222,689 |
50,868 |
29.6% |
1,094,018 |
|
| Daily Pivots for day following 23-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0414 |
1.0347 |
1.0122 |
|
| R3 |
1.0306 |
1.0239 |
1.0093 |
|
| R2 |
1.0198 |
1.0198 |
1.0083 |
|
| R1 |
1.0131 |
1.0131 |
1.0073 |
1.0111 |
| PP |
1.0090 |
1.0090 |
1.0090 |
1.0080 |
| S1 |
1.0023 |
1.0023 |
1.0053 |
1.0003 |
| S2 |
0.9982 |
0.9982 |
1.0043 |
|
| S3 |
0.9874 |
0.9915 |
1.0033 |
|
| S4 |
0.9766 |
0.9807 |
1.0004 |
|
|
| 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 |
1.0291 |
1.0013 |
0.0278 |
2.8% |
0.0117 |
1.2% |
18% |
False |
False |
194,453 |
| 10 |
1.0383 |
1.0008 |
0.0375 |
3.7% |
0.0138 |
1.4% |
15% |
False |
False |
209,847 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
8.0% |
0.0146 |
1.5% |
7% |
False |
False |
204,369 |
| 40 |
1.0983 |
1.0008 |
0.0975 |
9.7% |
0.0136 |
1.4% |
6% |
False |
False |
142,705 |
| 60 |
1.1072 |
1.0008 |
0.1064 |
10.6% |
0.0136 |
1.3% |
5% |
False |
False |
95,399 |
| 80 |
1.1693 |
1.0008 |
0.1685 |
16.7% |
0.0129 |
1.3% |
3% |
False |
False |
71,598 |
| 100 |
1.2242 |
1.0008 |
0.2234 |
22.2% |
0.0110 |
1.1% |
2% |
False |
False |
57,282 |
| 120 |
1.2650 |
1.0008 |
0.2642 |
26.3% |
0.0098 |
1.0% |
2% |
False |
False |
47,737 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0617 |
|
2.618 |
1.0441 |
|
1.618 |
1.0333 |
|
1.000 |
1.0266 |
|
0.618 |
1.0225 |
|
HIGH |
1.0158 |
|
0.618 |
1.0117 |
|
0.500 |
1.0104 |
|
0.382 |
1.0091 |
|
LOW |
1.0050 |
|
0.618 |
0.9983 |
|
1.000 |
0.9942 |
|
1.618 |
0.9875 |
|
2.618 |
0.9767 |
|
4.250 |
0.9591 |
|
|
| Fisher Pivots for day following 23-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0104 |
1.0105 |
| PP |
1.0090 |
1.0091 |
| S1 |
1.0077 |
1.0077 |
|