CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 01-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Mar-2013 |
01-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0635 |
1.0665 |
0.0030 |
0.3% |
1.0590 |
| High |
1.0651 |
1.0748 |
0.0097 |
0.9% |
1.0702 |
| Low |
1.0620 |
1.0624 |
0.0004 |
0.0% |
1.0553 |
| Close |
1.0642 |
1.0725 |
0.0083 |
0.8% |
1.0642 |
| Range |
0.0031 |
0.0124 |
0.0093 |
300.0% |
0.0149 |
| ATR |
0.0096 |
0.0098 |
0.0002 |
2.1% |
0.0000 |
| Volume |
23 |
34 |
11 |
47.8% |
301 |
|
| Daily Pivots for day following 01-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1071 |
1.1022 |
1.0793 |
|
| R3 |
1.0947 |
1.0898 |
1.0759 |
|
| R2 |
1.0823 |
1.0823 |
1.0748 |
|
| R1 |
1.0774 |
1.0774 |
1.0736 |
1.0799 |
| PP |
1.0699 |
1.0699 |
1.0699 |
1.0711 |
| S1 |
1.0650 |
1.0650 |
1.0714 |
1.0675 |
| S2 |
1.0575 |
1.0575 |
1.0702 |
|
| S3 |
1.0451 |
1.0526 |
1.0691 |
|
| S4 |
1.0327 |
1.0402 |
1.0657 |
|
|
| Weekly Pivots for week ending 29-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1079 |
1.1010 |
1.0724 |
|
| R3 |
1.0930 |
1.0861 |
1.0683 |
|
| R2 |
1.0781 |
1.0781 |
1.0669 |
|
| R1 |
1.0712 |
1.0712 |
1.0656 |
1.0747 |
| PP |
1.0632 |
1.0632 |
1.0632 |
1.0650 |
| S1 |
1.0563 |
1.0563 |
1.0628 |
1.0598 |
| S2 |
1.0483 |
1.0483 |
1.0615 |
|
| S3 |
1.0334 |
1.0414 |
1.0601 |
|
| S4 |
1.0185 |
1.0265 |
1.0560 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0748 |
1.0553 |
0.0195 |
1.8% |
0.0084 |
0.8% |
88% |
True |
False |
67 |
| 10 |
1.0748 |
1.0425 |
0.0323 |
3.0% |
0.0095 |
0.9% |
93% |
True |
False |
56 |
| 20 |
1.0764 |
1.0361 |
0.0403 |
3.8% |
0.0087 |
0.8% |
90% |
False |
False |
48 |
| 40 |
1.1017 |
1.0361 |
0.0656 |
6.1% |
0.0089 |
0.8% |
55% |
False |
False |
44 |
| 60 |
1.1528 |
1.0361 |
0.1167 |
10.9% |
0.0083 |
0.8% |
31% |
False |
False |
38 |
| 80 |
1.2254 |
1.0361 |
0.1893 |
17.7% |
0.0071 |
0.7% |
19% |
False |
False |
30 |
| 100 |
1.2640 |
1.0361 |
0.2279 |
21.2% |
0.0060 |
0.6% |
16% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1275 |
|
2.618 |
1.1073 |
|
1.618 |
1.0949 |
|
1.000 |
1.0872 |
|
0.618 |
1.0825 |
|
HIGH |
1.0748 |
|
0.618 |
1.0701 |
|
0.500 |
1.0686 |
|
0.382 |
1.0671 |
|
LOW |
1.0624 |
|
0.618 |
1.0547 |
|
1.000 |
1.0500 |
|
1.618 |
1.0423 |
|
2.618 |
1.0299 |
|
4.250 |
1.0097 |
|
|
| Fisher Pivots for day following 01-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0712 |
1.0702 |
| PP |
1.0699 |
1.0679 |
| S1 |
1.0686 |
1.0656 |
|