CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 16-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Apr-2013 |
16-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0180 |
1.0362 |
0.0182 |
1.8% |
1.0200 |
| High |
1.0387 |
1.0362 |
-0.0025 |
-0.2% |
1.0200 |
| Low |
1.0159 |
1.0198 |
0.0039 |
0.4% |
1.0016 |
| Close |
1.0292 |
1.0274 |
-0.0018 |
-0.2% |
1.0125 |
| Range |
0.0228 |
0.0164 |
-0.0064 |
-28.1% |
0.0184 |
| ATR |
0.0137 |
0.0139 |
0.0002 |
1.4% |
0.0000 |
| Volume |
325 |
1,183 |
858 |
264.0% |
2,101 |
|
| Daily Pivots for day following 16-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0770 |
1.0686 |
1.0364 |
|
| R3 |
1.0606 |
1.0522 |
1.0319 |
|
| R2 |
1.0442 |
1.0442 |
1.0304 |
|
| R1 |
1.0358 |
1.0358 |
1.0289 |
1.0318 |
| PP |
1.0278 |
1.0278 |
1.0278 |
1.0258 |
| S1 |
1.0194 |
1.0194 |
1.0259 |
1.0154 |
| S2 |
1.0114 |
1.0114 |
1.0244 |
|
| S3 |
0.9950 |
1.0030 |
1.0229 |
|
| S4 |
0.9786 |
0.9866 |
1.0184 |
|
|
| 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% |
0.0143 |
1.4% |
70% |
False |
False |
604 |
| 10 |
1.0794 |
1.0016 |
0.0778 |
7.6% |
0.0165 |
1.6% |
33% |
False |
False |
398 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.7% |
0.0130 |
1.3% |
32% |
False |
False |
230 |
| 40 |
1.1017 |
1.0016 |
0.1001 |
9.7% |
0.0114 |
1.1% |
26% |
False |
False |
140 |
| 60 |
1.1393 |
1.0016 |
0.1377 |
13.4% |
0.0102 |
1.0% |
19% |
False |
False |
103 |
| 80 |
1.1956 |
1.0016 |
0.1940 |
18.9% |
0.0088 |
0.9% |
13% |
False |
False |
80 |
| 100 |
1.2306 |
1.0016 |
0.2290 |
22.3% |
0.0076 |
0.7% |
11% |
False |
False |
65 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1059 |
|
2.618 |
1.0791 |
|
1.618 |
1.0627 |
|
1.000 |
1.0526 |
|
0.618 |
1.0463 |
|
HIGH |
1.0362 |
|
0.618 |
1.0299 |
|
0.500 |
1.0280 |
|
0.382 |
1.0261 |
|
LOW |
1.0198 |
|
0.618 |
1.0097 |
|
1.000 |
1.0034 |
|
1.618 |
0.9933 |
|
2.618 |
0.9769 |
|
4.250 |
0.9501 |
|
|
| Fisher Pivots for day following 16-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0280 |
1.0256 |
| PP |
1.0278 |
1.0239 |
| S1 |
1.0276 |
1.0221 |
|