CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 26-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Apr-2013 |
26-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0052 |
1.0071 |
0.0019 |
0.2% |
1.0027 |
| High |
1.0106 |
1.0254 |
0.0148 |
1.5% |
1.0254 |
| Low |
1.0047 |
1.0061 |
0.0014 |
0.1% |
1.0013 |
| Close |
1.0069 |
1.0183 |
0.0114 |
1.1% |
1.0183 |
| Range |
0.0059 |
0.0193 |
0.0134 |
227.1% |
0.0241 |
| ATR |
0.0131 |
0.0135 |
0.0004 |
3.4% |
0.0000 |
| Volume |
143,343 |
256,749 |
113,406 |
79.1% |
930,858 |
|
| Daily Pivots for day following 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0745 |
1.0657 |
1.0289 |
|
| R3 |
1.0552 |
1.0464 |
1.0236 |
|
| R2 |
1.0359 |
1.0359 |
1.0218 |
|
| R1 |
1.0271 |
1.0271 |
1.0201 |
1.0315 |
| PP |
1.0166 |
1.0166 |
1.0166 |
1.0188 |
| S1 |
1.0078 |
1.0078 |
1.0165 |
1.0122 |
| S2 |
0.9973 |
0.9973 |
1.0148 |
|
| S3 |
0.9780 |
0.9885 |
1.0130 |
|
| S4 |
0.9587 |
0.9692 |
1.0077 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0873 |
1.0769 |
1.0316 |
|
| R3 |
1.0632 |
1.0528 |
1.0249 |
|
| R2 |
1.0391 |
1.0391 |
1.0227 |
|
| R1 |
1.0287 |
1.0287 |
1.0205 |
1.0339 |
| PP |
1.0150 |
1.0150 |
1.0150 |
1.0176 |
| S1 |
1.0046 |
1.0046 |
1.0161 |
1.0098 |
| S2 |
0.9909 |
0.9909 |
1.0139 |
|
| S3 |
0.9668 |
0.9805 |
1.0117 |
|
| S4 |
0.9427 |
0.9564 |
1.0050 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0254 |
1.0013 |
0.0241 |
2.4% |
0.0103 |
1.0% |
71% |
True |
False |
186,171 |
| 10 |
1.0383 |
1.0013 |
0.0370 |
3.6% |
0.0132 |
1.3% |
46% |
False |
False |
202,487 |
| 20 |
1.0809 |
1.0008 |
0.0801 |
7.9% |
0.0149 |
1.5% |
22% |
False |
False |
212,295 |
| 40 |
1.0824 |
1.0008 |
0.0816 |
8.0% |
0.0133 |
1.3% |
21% |
False |
False |
155,663 |
| 60 |
1.1018 |
1.0008 |
0.1010 |
9.9% |
0.0137 |
1.3% |
17% |
False |
False |
104,327 |
| 80 |
1.1521 |
1.0008 |
0.1513 |
14.9% |
0.0129 |
1.3% |
12% |
False |
False |
78,300 |
| 100 |
1.2242 |
1.0008 |
0.2234 |
21.9% |
0.0113 |
1.1% |
8% |
False |
False |
62,645 |
| 120 |
1.2636 |
1.0008 |
0.2628 |
25.8% |
0.0100 |
1.0% |
7% |
False |
False |
52,206 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.0759 |
|
1.618 |
1.0566 |
|
1.000 |
1.0447 |
|
0.618 |
1.0373 |
|
HIGH |
1.0254 |
|
0.618 |
1.0180 |
|
0.500 |
1.0158 |
|
0.382 |
1.0135 |
|
LOW |
1.0061 |
|
0.618 |
0.9942 |
|
1.000 |
0.9868 |
|
1.618 |
0.9749 |
|
2.618 |
0.9556 |
|
4.250 |
0.9241 |
|
|
| Fisher Pivots for day following 26-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0175 |
1.0169 |
| PP |
1.0166 |
1.0154 |
| S1 |
1.0158 |
1.0140 |
|