CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 24-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Apr-2013 |
24-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0091 |
1.0067 |
-0.0024 |
-0.2% |
1.0180 |
| High |
1.0158 |
1.0081 |
-0.0077 |
-0.8% |
1.0387 |
| Low |
1.0058 |
1.0041 |
-0.0017 |
-0.2% |
1.0041 |
| Close |
1.0069 |
1.0058 |
-0.0011 |
-0.1% |
1.0056 |
| Range |
0.0100 |
0.0040 |
-0.0060 |
-60.0% |
0.0346 |
| ATR |
0.0128 |
0.0122 |
-0.0006 |
-4.9% |
0.0000 |
| Volume |
71 |
233 |
162 |
228.2% |
2,154 |
|
| Daily Pivots for day following 24-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0180 |
1.0159 |
1.0080 |
|
| R3 |
1.0140 |
1.0119 |
1.0069 |
|
| R2 |
1.0100 |
1.0100 |
1.0065 |
|
| R1 |
1.0079 |
1.0079 |
1.0062 |
1.0070 |
| PP |
1.0060 |
1.0060 |
1.0060 |
1.0055 |
| S1 |
1.0039 |
1.0039 |
1.0054 |
1.0030 |
| S2 |
1.0020 |
1.0020 |
1.0051 |
|
| S3 |
0.9980 |
0.9999 |
1.0047 |
|
| S4 |
0.9940 |
0.9959 |
1.0036 |
|
|
| 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 |
1.0228 |
1.0024 |
0.0204 |
2.0% |
0.0086 |
0.9% |
17% |
False |
False |
135 |
| 10 |
1.0387 |
1.0016 |
0.0371 |
3.7% |
0.0117 |
1.2% |
11% |
False |
False |
294 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0126 |
1.3% |
5% |
False |
False |
263 |
| 40 |
1.0962 |
1.0016 |
0.0946 |
9.4% |
0.0108 |
1.1% |
4% |
False |
False |
156 |
| 60 |
1.1083 |
1.0016 |
0.1067 |
10.6% |
0.0100 |
1.0% |
4% |
False |
False |
117 |
| 80 |
1.1646 |
1.0016 |
0.1630 |
16.2% |
0.0092 |
0.9% |
3% |
False |
False |
93 |
| 100 |
1.2254 |
1.0016 |
0.2238 |
22.3% |
0.0081 |
0.8% |
2% |
False |
False |
75 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
26.1% |
0.0069 |
0.7% |
2% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0251 |
|
2.618 |
1.0186 |
|
1.618 |
1.0146 |
|
1.000 |
1.0121 |
|
0.618 |
1.0106 |
|
HIGH |
1.0081 |
|
0.618 |
1.0066 |
|
0.500 |
1.0061 |
|
0.382 |
1.0056 |
|
LOW |
1.0041 |
|
0.618 |
1.0016 |
|
1.000 |
1.0001 |
|
1.618 |
0.9976 |
|
2.618 |
0.9936 |
|
4.250 |
0.9871 |
|
|
| Fisher Pivots for day following 24-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0061 |
1.0091 |
| PP |
1.0060 |
1.0080 |
| S1 |
1.0059 |
1.0069 |
|