CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 29-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Apr-2013 |
29-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0093 |
1.0215 |
0.0122 |
1.2% |
1.0024 |
| High |
1.0258 |
1.0282 |
0.0024 |
0.2% |
1.0258 |
| Low |
1.0079 |
1.0203 |
0.0124 |
1.2% |
1.0024 |
| Close |
1.0189 |
1.0212 |
0.0023 |
0.2% |
1.0189 |
| Range |
0.0179 |
0.0079 |
-0.0100 |
-55.9% |
0.0234 |
| ATR |
0.0122 |
0.0120 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
89 |
303 |
214 |
240.4% |
581 |
|
| Daily Pivots for day following 29-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0469 |
1.0420 |
1.0255 |
|
| R3 |
1.0390 |
1.0341 |
1.0234 |
|
| R2 |
1.0311 |
1.0311 |
1.0226 |
|
| R1 |
1.0262 |
1.0262 |
1.0219 |
1.0247 |
| PP |
1.0232 |
1.0232 |
1.0232 |
1.0225 |
| S1 |
1.0183 |
1.0183 |
1.0205 |
1.0168 |
| S2 |
1.0153 |
1.0153 |
1.0198 |
|
| S3 |
1.0074 |
1.0104 |
1.0190 |
|
| S4 |
0.9995 |
1.0025 |
1.0169 |
|
|
| Weekly Pivots for week ending 26-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0859 |
1.0758 |
1.0318 |
|
| R3 |
1.0625 |
1.0524 |
1.0253 |
|
| R2 |
1.0391 |
1.0391 |
1.0232 |
|
| R1 |
1.0290 |
1.0290 |
1.0210 |
1.0341 |
| PP |
1.0157 |
1.0157 |
1.0157 |
1.0182 |
| S1 |
1.0056 |
1.0056 |
1.0168 |
1.0107 |
| S2 |
0.9923 |
0.9923 |
1.0146 |
|
| S3 |
0.9689 |
0.9822 |
1.0125 |
|
| S4 |
0.9455 |
0.9588 |
1.0060 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0282 |
1.0041 |
0.0241 |
2.4% |
0.0091 |
0.9% |
71% |
True |
False |
152 |
| 10 |
1.0362 |
1.0024 |
0.0338 |
3.3% |
0.0102 |
1.0% |
56% |
False |
False |
271 |
| 20 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0131 |
1.3% |
25% |
False |
False |
282 |
| 40 |
1.0810 |
1.0016 |
0.0794 |
7.8% |
0.0109 |
1.1% |
25% |
False |
False |
165 |
| 60 |
1.1017 |
1.0016 |
0.1001 |
9.8% |
0.0103 |
1.0% |
20% |
False |
False |
123 |
| 80 |
1.1528 |
1.0016 |
0.1512 |
14.8% |
0.0095 |
0.9% |
13% |
False |
False |
99 |
| 100 |
1.2254 |
1.0016 |
0.2238 |
21.9% |
0.0083 |
0.8% |
9% |
False |
False |
80 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
25.7% |
0.0072 |
0.7% |
7% |
False |
False |
67 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0618 |
|
2.618 |
1.0489 |
|
1.618 |
1.0410 |
|
1.000 |
1.0361 |
|
0.618 |
1.0331 |
|
HIGH |
1.0282 |
|
0.618 |
1.0252 |
|
0.500 |
1.0243 |
|
0.382 |
1.0233 |
|
LOW |
1.0203 |
|
0.618 |
1.0154 |
|
1.000 |
1.0124 |
|
1.618 |
1.0075 |
|
2.618 |
0.9996 |
|
4.250 |
0.9867 |
|
|
| Fisher Pivots for day following 29-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0243 |
1.0198 |
| PP |
1.0232 |
1.0183 |
| S1 |
1.0222 |
1.0169 |
|