CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 04-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Apr-2013 |
04-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0716 |
1.0780 |
0.0064 |
0.6% |
1.0590 |
| High |
1.0794 |
1.0781 |
-0.0013 |
-0.1% |
1.0702 |
| Low |
1.0704 |
1.0386 |
-0.0318 |
-3.0% |
1.0553 |
| Close |
1.0782 |
1.0414 |
-0.0368 |
-3.4% |
1.0642 |
| Range |
0.0090 |
0.0395 |
0.0305 |
338.9% |
0.0149 |
| ATR |
0.0098 |
0.0119 |
0.0021 |
21.7% |
0.0000 |
| Volume |
72 |
81 |
9 |
12.5% |
301 |
|
| Daily Pivots for day following 04-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1712 |
1.1458 |
1.0631 |
|
| R3 |
1.1317 |
1.1063 |
1.0523 |
|
| R2 |
1.0922 |
1.0922 |
1.0486 |
|
| R1 |
1.0668 |
1.0668 |
1.0450 |
1.0598 |
| PP |
1.0527 |
1.0527 |
1.0527 |
1.0492 |
| S1 |
1.0273 |
1.0273 |
1.0378 |
1.0203 |
| S2 |
1.0132 |
1.0132 |
1.0342 |
|
| S3 |
0.9737 |
0.9878 |
1.0305 |
|
| S4 |
0.9342 |
0.9483 |
1.0197 |
|
|
| 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 |
1.0386 |
0.0424 |
4.1% |
0.0149 |
1.4% |
7% |
False |
True |
68 |
| 10 |
1.0810 |
1.0386 |
0.0424 |
4.1% |
0.0126 |
1.2% |
7% |
False |
True |
70 |
| 20 |
1.0810 |
1.0361 |
0.0449 |
4.3% |
0.0109 |
1.1% |
12% |
False |
False |
58 |
| 40 |
1.1017 |
1.0361 |
0.0656 |
6.3% |
0.0098 |
0.9% |
8% |
False |
False |
47 |
| 60 |
1.1528 |
1.0361 |
0.1167 |
11.2% |
0.0092 |
0.9% |
5% |
False |
False |
43 |
| 80 |
1.2200 |
1.0361 |
0.1839 |
17.7% |
0.0078 |
0.8% |
3% |
False |
False |
33 |
| 100 |
1.2640 |
1.0361 |
0.2279 |
21.9% |
0.0066 |
0.6% |
2% |
False |
False |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2460 |
|
2.618 |
1.1815 |
|
1.618 |
1.1420 |
|
1.000 |
1.1176 |
|
0.618 |
1.1025 |
|
HIGH |
1.0781 |
|
0.618 |
1.0630 |
|
0.500 |
1.0584 |
|
0.382 |
1.0537 |
|
LOW |
1.0386 |
|
0.618 |
1.0142 |
|
1.000 |
0.9991 |
|
1.618 |
0.9747 |
|
2.618 |
0.9352 |
|
4.250 |
0.8707 |
|
|
| Fisher Pivots for day following 04-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0584 |
1.0598 |
| PP |
1.0527 |
1.0537 |
| S1 |
1.0471 |
1.0475 |
|