CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 08-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Apr-2013 |
08-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0389 |
1.0200 |
-0.0189 |
-1.8% |
1.0665 |
| High |
1.0455 |
1.0200 |
-0.0255 |
-2.4% |
1.0810 |
| Low |
1.0235 |
1.0072 |
-0.0163 |
-1.6% |
1.0235 |
| Close |
1.0250 |
1.0093 |
-0.0157 |
-1.5% |
1.0250 |
| Range |
0.0220 |
0.0128 |
-0.0092 |
-41.8% |
0.0575 |
| ATR |
0.0126 |
0.0130 |
0.0004 |
2.9% |
0.0000 |
| Volume |
221 |
245 |
24 |
10.9% |
539 |
|
| Daily Pivots for day following 08-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0506 |
1.0427 |
1.0163 |
|
| R3 |
1.0378 |
1.0299 |
1.0128 |
|
| R2 |
1.0250 |
1.0250 |
1.0116 |
|
| R1 |
1.0171 |
1.0171 |
1.0105 |
1.0147 |
| PP |
1.0122 |
1.0122 |
1.0122 |
1.0109 |
| S1 |
1.0043 |
1.0043 |
1.0081 |
1.0019 |
| S2 |
0.9994 |
0.9994 |
1.0070 |
|
| S3 |
0.9866 |
0.9915 |
1.0058 |
|
| S4 |
0.9738 |
0.9787 |
1.0023 |
|
|
| Weekly Pivots for week ending 05-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2157 |
1.1778 |
1.0566 |
|
| R3 |
1.1582 |
1.1203 |
1.0408 |
|
| R2 |
1.1007 |
1.1007 |
1.0355 |
|
| R1 |
1.0628 |
1.0628 |
1.0303 |
1.0530 |
| PP |
1.0432 |
1.0432 |
1.0432 |
1.0383 |
| S1 |
1.0053 |
1.0053 |
1.0197 |
0.9955 |
| S2 |
0.9857 |
0.9857 |
1.0145 |
|
| S3 |
0.9282 |
0.9478 |
1.0092 |
|
| S4 |
0.8707 |
0.8903 |
0.9934 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0810 |
1.0072 |
0.0738 |
7.3% |
0.0188 |
1.9% |
3% |
False |
True |
150 |
| 10 |
1.0810 |
1.0072 |
0.0738 |
7.3% |
0.0136 |
1.3% |
3% |
False |
True |
108 |
| 20 |
1.0810 |
1.0072 |
0.0738 |
7.3% |
0.0115 |
1.1% |
3% |
False |
True |
77 |
| 40 |
1.1017 |
1.0072 |
0.0945 |
9.4% |
0.0104 |
1.0% |
2% |
False |
True |
57 |
| 60 |
1.1393 |
1.0072 |
0.1321 |
13.1% |
0.0095 |
0.9% |
2% |
False |
True |
49 |
| 80 |
1.2156 |
1.0072 |
0.2084 |
20.6% |
0.0081 |
0.8% |
1% |
False |
True |
39 |
| 100 |
1.2640 |
1.0072 |
0.2568 |
25.4% |
0.0069 |
0.7% |
1% |
False |
True |
32 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0744 |
|
2.618 |
1.0535 |
|
1.618 |
1.0407 |
|
1.000 |
1.0328 |
|
0.618 |
1.0279 |
|
HIGH |
1.0200 |
|
0.618 |
1.0151 |
|
0.500 |
1.0136 |
|
0.382 |
1.0121 |
|
LOW |
1.0072 |
|
0.618 |
0.9993 |
|
1.000 |
0.9944 |
|
1.618 |
0.9865 |
|
2.618 |
0.9737 |
|
4.250 |
0.9528 |
|
|
| Fisher Pivots for day following 08-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0136 |
1.0427 |
| PP |
1.0122 |
1.0315 |
| S1 |
1.0107 |
1.0204 |
|