CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 30-Apr-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Apr-2013 |
30-Apr-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0215 |
1.0220 |
0.0005 |
0.0% |
1.0024 |
| High |
1.0282 |
1.0310 |
0.0028 |
0.3% |
1.0258 |
| Low |
1.0203 |
1.0201 |
-0.0002 |
0.0% |
1.0024 |
| Close |
1.0212 |
1.0264 |
0.0052 |
0.5% |
1.0189 |
| Range |
0.0079 |
0.0109 |
0.0030 |
38.0% |
0.0234 |
| ATR |
0.0120 |
0.0119 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
303 |
51 |
-252 |
-83.2% |
581 |
|
| Daily Pivots for day following 30-Apr-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0585 |
1.0534 |
1.0324 |
|
| R3 |
1.0476 |
1.0425 |
1.0294 |
|
| R2 |
1.0367 |
1.0367 |
1.0284 |
|
| R1 |
1.0316 |
1.0316 |
1.0274 |
1.0342 |
| PP |
1.0258 |
1.0258 |
1.0258 |
1.0271 |
| S1 |
1.0207 |
1.0207 |
1.0254 |
1.0233 |
| S2 |
1.0149 |
1.0149 |
1.0244 |
|
| S3 |
1.0040 |
1.0098 |
1.0234 |
|
| S4 |
0.9931 |
0.9989 |
1.0204 |
|
|
| 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 |
1.0310 |
1.0041 |
0.0269 |
2.6% |
0.0093 |
0.9% |
83% |
True |
False |
148 |
| 10 |
1.0310 |
1.0024 |
0.0286 |
2.8% |
0.0097 |
0.9% |
84% |
True |
False |
158 |
| 20 |
1.0794 |
1.0016 |
0.0778 |
7.6% |
0.0131 |
1.3% |
32% |
False |
False |
278 |
| 40 |
1.0810 |
1.0016 |
0.0794 |
7.7% |
0.0110 |
1.1% |
31% |
False |
False |
166 |
| 60 |
1.1017 |
1.0016 |
0.1001 |
9.8% |
0.0102 |
1.0% |
25% |
False |
False |
123 |
| 80 |
1.1528 |
1.0016 |
0.1512 |
14.7% |
0.0097 |
0.9% |
16% |
False |
False |
99 |
| 100 |
1.2200 |
1.0016 |
0.2184 |
21.3% |
0.0084 |
0.8% |
11% |
False |
False |
80 |
| 120 |
1.2640 |
1.0016 |
0.2624 |
25.6% |
0.0073 |
0.7% |
9% |
False |
False |
68 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0773 |
|
2.618 |
1.0595 |
|
1.618 |
1.0486 |
|
1.000 |
1.0419 |
|
0.618 |
1.0377 |
|
HIGH |
1.0310 |
|
0.618 |
1.0268 |
|
0.500 |
1.0256 |
|
0.382 |
1.0243 |
|
LOW |
1.0201 |
|
0.618 |
1.0134 |
|
1.000 |
1.0092 |
|
1.618 |
1.0025 |
|
2.618 |
0.9916 |
|
4.250 |
0.9738 |
|
|
| Fisher Pivots for day following 30-Apr-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0261 |
1.0241 |
| PP |
1.0258 |
1.0218 |
| S1 |
1.0256 |
1.0195 |
|