CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 02-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Apr-2013 |
02-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0665 |
1.0764 |
0.0099 |
0.9% |
1.0590 |
| High |
1.0748 |
1.0810 |
0.0062 |
0.6% |
1.0702 |
| Low |
1.0624 |
1.0704 |
0.0080 |
0.8% |
1.0553 |
| Close |
1.0725 |
1.0726 |
0.0001 |
0.0% |
1.0642 |
| Range |
0.0124 |
0.0106 |
-0.0018 |
-14.5% |
0.0149 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
0.6% |
0.0000 |
| Volume |
34 |
131 |
97 |
285.3% |
301 |
|
| Daily Pivots for day following 02-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1065 |
1.1001 |
1.0784 |
|
| R3 |
1.0959 |
1.0895 |
1.0755 |
|
| R2 |
1.0853 |
1.0853 |
1.0745 |
|
| R1 |
1.0789 |
1.0789 |
1.0736 |
1.0768 |
| PP |
1.0747 |
1.0747 |
1.0747 |
1.0736 |
| S1 |
1.0683 |
1.0683 |
1.0716 |
1.0662 |
| S2 |
1.0641 |
1.0641 |
1.0707 |
|
| S3 |
1.0535 |
1.0577 |
1.0697 |
|
| S4 |
1.0429 |
1.0471 |
1.0668 |
|
|
| 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 |
1.0810 |
1.0564 |
0.0246 |
2.3% |
0.0075 |
0.7% |
66% |
True |
False |
60 |
| 10 |
1.0810 |
1.0425 |
0.0385 |
3.6% |
0.0096 |
0.9% |
78% |
True |
False |
63 |
| 20 |
1.0810 |
1.0361 |
0.0449 |
4.2% |
0.0090 |
0.8% |
81% |
True |
False |
54 |
| 40 |
1.1017 |
1.0361 |
0.0656 |
6.1% |
0.0088 |
0.8% |
56% |
False |
False |
46 |
| 60 |
1.1528 |
1.0361 |
0.1167 |
10.9% |
0.0085 |
0.8% |
31% |
False |
False |
40 |
| 80 |
1.2200 |
1.0361 |
0.1839 |
17.1% |
0.0073 |
0.7% |
20% |
False |
False |
31 |
| 100 |
1.2640 |
1.0361 |
0.2279 |
21.2% |
0.0061 |
0.6% |
16% |
False |
False |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1261 |
|
2.618 |
1.1088 |
|
1.618 |
1.0982 |
|
1.000 |
1.0916 |
|
0.618 |
1.0876 |
|
HIGH |
1.0810 |
|
0.618 |
1.0770 |
|
0.500 |
1.0757 |
|
0.382 |
1.0744 |
|
LOW |
1.0704 |
|
0.618 |
1.0638 |
|
1.000 |
1.0598 |
|
1.618 |
1.0532 |
|
2.618 |
1.0426 |
|
4.250 |
1.0254 |
|
|
| Fisher Pivots for day following 02-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0757 |
1.0722 |
| PP |
1.0747 |
1.0719 |
| S1 |
1.0736 |
1.0715 |
|