CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 25-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Apr-2013 |
25-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0067 |
1.0057 |
-0.0010 |
-0.1% |
1.0180 |
| High |
1.0081 |
1.0111 |
0.0030 |
0.3% |
1.0387 |
| Low |
1.0041 |
1.0055 |
0.0014 |
0.1% |
1.0041 |
| Close |
1.0058 |
1.0075 |
0.0017 |
0.2% |
1.0056 |
| Range |
0.0040 |
0.0056 |
0.0016 |
40.0% |
0.0346 |
| ATR |
0.0122 |
0.0117 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
233 |
65 |
-168 |
-72.1% |
2,154 |
|
| Daily Pivots for day following 25-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0248 |
1.0218 |
1.0106 |
|
| R3 |
1.0192 |
1.0162 |
1.0090 |
|
| R2 |
1.0136 |
1.0136 |
1.0085 |
|
| R1 |
1.0106 |
1.0106 |
1.0080 |
1.0121 |
| PP |
1.0080 |
1.0080 |
1.0080 |
1.0088 |
| S1 |
1.0050 |
1.0050 |
1.0070 |
1.0065 |
| S2 |
1.0024 |
1.0024 |
1.0065 |
|
| S3 |
0.9968 |
0.9994 |
1.0060 |
|
| S4 |
0.9912 |
0.9938 |
1.0044 |
|
|
| 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 |
1.0188 |
1.0024 |
0.0164 |
1.6% |
0.0085 |
0.8% |
31% |
False |
False |
109 |
| 10 |
1.0387 |
1.0024 |
0.0363 |
3.6% |
0.0114 |
1.1% |
14% |
False |
False |
286 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.9% |
0.0126 |
1.2% |
7% |
False |
False |
265 |
| 40 |
1.0870 |
1.0016 |
0.0854 |
8.5% |
0.0107 |
1.1% |
7% |
False |
False |
157 |
| 60 |
1.1025 |
1.0016 |
0.1009 |
10.0% |
0.0100 |
1.0% |
6% |
False |
False |
118 |
| 80 |
1.1569 |
1.0016 |
0.1553 |
15.4% |
0.0092 |
0.9% |
4% |
False |
False |
94 |
| 100 |
1.2254 |
1.0016 |
0.2238 |
22.2% |
0.0081 |
0.8% |
3% |
False |
False |
76 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
26.0% |
0.0070 |
0.7% |
2% |
False |
False |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0349 |
|
2.618 |
1.0258 |
|
1.618 |
1.0202 |
|
1.000 |
1.0167 |
|
0.618 |
1.0146 |
|
HIGH |
1.0111 |
|
0.618 |
1.0090 |
|
0.500 |
1.0083 |
|
0.382 |
1.0076 |
|
LOW |
1.0055 |
|
0.618 |
1.0020 |
|
1.000 |
0.9999 |
|
1.618 |
0.9964 |
|
2.618 |
0.9908 |
|
4.250 |
0.9817 |
|
|
| Fisher Pivots for day following 25-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0083 |
1.0100 |
| PP |
1.0080 |
1.0091 |
| S1 |
1.0078 |
1.0083 |
|