CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 18-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Apr-2013 |
18-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0246 |
1.0228 |
-0.0018 |
-0.2% |
1.0200 |
| High |
1.0294 |
1.0228 |
-0.0066 |
-0.6% |
1.0200 |
| Low |
1.0176 |
1.0167 |
-0.0009 |
-0.1% |
1.0016 |
| Close |
1.0230 |
1.0204 |
-0.0026 |
-0.3% |
1.0125 |
| Range |
0.0118 |
0.0061 |
-0.0057 |
-48.3% |
0.0184 |
| ATR |
0.0137 |
0.0132 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
398 |
195 |
-203 |
-51.0% |
2,101 |
|
| Daily Pivots for day following 18-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0383 |
1.0354 |
1.0238 |
|
| R3 |
1.0322 |
1.0293 |
1.0221 |
|
| R2 |
1.0261 |
1.0261 |
1.0215 |
|
| R1 |
1.0232 |
1.0232 |
1.0210 |
1.0216 |
| PP |
1.0200 |
1.0200 |
1.0200 |
1.0192 |
| S1 |
1.0171 |
1.0171 |
1.0198 |
1.0155 |
| S2 |
1.0139 |
1.0139 |
1.0193 |
|
| S3 |
1.0078 |
1.0110 |
1.0187 |
|
| S4 |
1.0017 |
1.0049 |
1.0170 |
|
|
| 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 |
1.0055 |
0.0332 |
3.3% |
0.0143 |
1.4% |
45% |
False |
False |
464 |
| 10 |
1.0455 |
1.0016 |
0.0439 |
4.3% |
0.0135 |
1.3% |
43% |
False |
False |
442 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0130 |
1.3% |
24% |
False |
False |
256 |
| 40 |
1.1017 |
1.0016 |
0.1001 |
9.8% |
0.0116 |
1.1% |
19% |
False |
False |
148 |
| 60 |
1.1393 |
1.0016 |
0.1377 |
13.5% |
0.0101 |
1.0% |
14% |
False |
False |
113 |
| 80 |
1.1956 |
1.0016 |
0.1940 |
19.0% |
0.0089 |
0.9% |
10% |
False |
False |
88 |
| 100 |
1.2265 |
1.0016 |
0.2249 |
22.0% |
0.0078 |
0.8% |
8% |
False |
False |
71 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0487 |
|
2.618 |
1.0388 |
|
1.618 |
1.0327 |
|
1.000 |
1.0289 |
|
0.618 |
1.0266 |
|
HIGH |
1.0228 |
|
0.618 |
1.0205 |
|
0.500 |
1.0198 |
|
0.382 |
1.0190 |
|
LOW |
1.0167 |
|
0.618 |
1.0129 |
|
1.000 |
1.0106 |
|
1.618 |
1.0068 |
|
2.618 |
1.0007 |
|
4.250 |
0.9908 |
|
|
| Fisher Pivots for day following 18-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0202 |
1.0265 |
| PP |
1.0200 |
1.0244 |
| S1 |
1.0198 |
1.0224 |
|