CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 19-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Apr-2013 |
19-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0228 |
1.0187 |
-0.0041 |
-0.4% |
1.0180 |
| High |
1.0228 |
1.0188 |
-0.0040 |
-0.4% |
1.0387 |
| Low |
1.0167 |
1.0041 |
-0.0126 |
-1.2% |
1.0041 |
| Close |
1.0204 |
1.0056 |
-0.0148 |
-1.5% |
1.0056 |
| Range |
0.0061 |
0.0147 |
0.0086 |
141.0% |
0.0346 |
| ATR |
0.0132 |
0.0134 |
0.0002 |
1.7% |
0.0000 |
| Volume |
195 |
53 |
-142 |
-72.8% |
2,154 |
|
| Daily Pivots for day following 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0536 |
1.0443 |
1.0137 |
|
| R3 |
1.0389 |
1.0296 |
1.0096 |
|
| R2 |
1.0242 |
1.0242 |
1.0083 |
|
| R1 |
1.0149 |
1.0149 |
1.0069 |
1.0122 |
| PP |
1.0095 |
1.0095 |
1.0095 |
1.0082 |
| S1 |
1.0002 |
1.0002 |
1.0043 |
0.9975 |
| S2 |
0.9948 |
0.9948 |
1.0029 |
|
| S3 |
0.9801 |
0.9855 |
1.0016 |
|
| S4 |
0.9654 |
0.9708 |
0.9975 |
|
|
| Weekly Pivots for week ending 19-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.0974 |
1.0246 |
|
| R3 |
1.0853 |
1.0628 |
1.0151 |
|
| R2 |
1.0507 |
1.0507 |
1.0119 |
|
| R1 |
1.0282 |
1.0282 |
1.0088 |
1.0222 |
| PP |
1.0161 |
1.0161 |
1.0161 |
1.0131 |
| S1 |
0.9936 |
0.9936 |
1.0024 |
0.9876 |
| S2 |
0.9815 |
0.9815 |
0.9993 |
|
| S3 |
0.9469 |
0.9590 |
0.9961 |
|
| S4 |
0.9123 |
0.9244 |
0.9866 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0387 |
1.0041 |
0.0346 |
3.4% |
0.0144 |
1.4% |
4% |
False |
True |
430 |
| 10 |
1.0387 |
1.0016 |
0.0371 |
3.7% |
0.0127 |
1.3% |
11% |
False |
False |
425 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0129 |
1.3% |
5% |
False |
False |
257 |
| 40 |
1.1017 |
1.0016 |
0.1001 |
10.0% |
0.0117 |
1.2% |
4% |
False |
False |
149 |
| 60 |
1.1280 |
1.0016 |
0.1264 |
12.6% |
0.0102 |
1.0% |
3% |
False |
False |
112 |
| 80 |
1.1888 |
1.0016 |
0.1872 |
18.6% |
0.0091 |
0.9% |
2% |
False |
False |
88 |
| 100 |
1.2265 |
1.0016 |
0.2249 |
22.4% |
0.0079 |
0.8% |
2% |
False |
False |
71 |
| 120 |
1.2652 |
1.0016 |
0.2636 |
26.2% |
0.0068 |
0.7% |
2% |
False |
False |
60 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0813 |
|
2.618 |
1.0573 |
|
1.618 |
1.0426 |
|
1.000 |
1.0335 |
|
0.618 |
1.0279 |
|
HIGH |
1.0188 |
|
0.618 |
1.0132 |
|
0.500 |
1.0115 |
|
0.382 |
1.0097 |
|
LOW |
1.0041 |
|
0.618 |
0.9950 |
|
1.000 |
0.9894 |
|
1.618 |
0.9803 |
|
2.618 |
0.9656 |
|
4.250 |
0.9416 |
|
|
| Fisher Pivots for day following 19-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0115 |
1.0168 |
| PP |
1.0095 |
1.0130 |
| S1 |
1.0076 |
1.0093 |
|