CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 15-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Apr-2013 |
15-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0055 |
1.0180 |
0.0125 |
1.2% |
1.0200 |
| High |
1.0200 |
1.0387 |
0.0187 |
1.8% |
1.0200 |
| Low |
1.0055 |
1.0159 |
0.0104 |
1.0% |
1.0016 |
| Close |
1.0125 |
1.0292 |
0.0167 |
1.6% |
1.0125 |
| Range |
0.0145 |
0.0228 |
0.0083 |
57.2% |
0.0184 |
| ATR |
0.0127 |
0.0137 |
0.0010 |
7.6% |
0.0000 |
| Volume |
219 |
325 |
106 |
48.4% |
2,101 |
|
| Daily Pivots for day following 15-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0963 |
1.0856 |
1.0417 |
|
| R3 |
1.0735 |
1.0628 |
1.0355 |
|
| R2 |
1.0507 |
1.0507 |
1.0334 |
|
| R1 |
1.0400 |
1.0400 |
1.0313 |
1.0454 |
| PP |
1.0279 |
1.0279 |
1.0279 |
1.0306 |
| S1 |
1.0172 |
1.0172 |
1.0271 |
1.0226 |
| S2 |
1.0051 |
1.0051 |
1.0250 |
|
| S3 |
0.9823 |
0.9944 |
1.0229 |
|
| S4 |
0.9595 |
0.9716 |
1.0167 |
|
|
| Weekly Pivots for week ending 12-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0666 |
1.0579 |
1.0226 |
|
| R3 |
1.0482 |
1.0395 |
1.0176 |
|
| R2 |
1.0298 |
1.0298 |
1.0159 |
|
| R1 |
1.0211 |
1.0211 |
1.0142 |
1.0163 |
| PP |
1.0114 |
1.0114 |
1.0114 |
1.0089 |
| S1 |
1.0027 |
1.0027 |
1.0108 |
0.9979 |
| S2 |
0.9930 |
0.9930 |
1.0091 |
|
| S3 |
0.9746 |
0.9843 |
1.0074 |
|
| S4 |
0.9562 |
0.9659 |
1.0024 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0387 |
1.0016 |
0.0371 |
3.6% |
0.0131 |
1.3% |
74% |
True |
False |
436 |
| 10 |
1.0810 |
1.0016 |
0.0794 |
7.7% |
0.0159 |
1.5% |
35% |
False |
False |
293 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.7% |
0.0127 |
1.2% |
35% |
False |
False |
174 |
| 40 |
1.1017 |
1.0016 |
0.1001 |
9.7% |
0.0111 |
1.1% |
28% |
False |
False |
111 |
| 60 |
1.1393 |
1.0016 |
0.1377 |
13.4% |
0.0102 |
1.0% |
20% |
False |
False |
84 |
| 80 |
1.1956 |
1.0016 |
0.1940 |
18.8% |
0.0087 |
0.8% |
14% |
False |
False |
66 |
| 100 |
1.2360 |
1.0016 |
0.2344 |
22.8% |
0.0075 |
0.7% |
12% |
False |
False |
53 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1356 |
|
2.618 |
1.0984 |
|
1.618 |
1.0756 |
|
1.000 |
1.0615 |
|
0.618 |
1.0528 |
|
HIGH |
1.0387 |
|
0.618 |
1.0300 |
|
0.500 |
1.0273 |
|
0.382 |
1.0246 |
|
LOW |
1.0159 |
|
0.618 |
1.0018 |
|
1.000 |
0.9931 |
|
1.618 |
0.9790 |
|
2.618 |
0.9562 |
|
4.250 |
0.9190 |
|
|
| Fisher Pivots for day following 15-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0286 |
1.0262 |
| PP |
1.0279 |
1.0232 |
| S1 |
1.0273 |
1.0202 |
|