CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1252 |
1.1183 |
-0.0069 |
-0.6% |
1.1328 |
| High |
1.1275 |
1.1232 |
-0.0043 |
-0.4% |
1.1522 |
| Low |
1.1185 |
1.1160 |
-0.0025 |
-0.2% |
1.1185 |
| Close |
1.1219 |
1.1193 |
-0.0026 |
-0.2% |
1.1219 |
| Range |
0.0090 |
0.0072 |
-0.0018 |
-20.0% |
0.0337 |
| ATR |
0.0108 |
0.0105 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
191,078 |
124,245 |
-66,833 |
-35.0% |
764,277 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1411 |
1.1374 |
1.1233 |
|
| R3 |
1.1339 |
1.1302 |
1.1213 |
|
| R2 |
1.1267 |
1.1267 |
1.1206 |
|
| R1 |
1.1230 |
1.1230 |
1.1200 |
1.1249 |
| PP |
1.1195 |
1.1195 |
1.1195 |
1.1204 |
| S1 |
1.1158 |
1.1158 |
1.1186 |
1.1177 |
| S2 |
1.1123 |
1.1123 |
1.1180 |
|
| S3 |
1.1051 |
1.1086 |
1.1173 |
|
| S4 |
1.0979 |
1.1014 |
1.1153 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2320 |
1.2106 |
1.1404 |
|
| R3 |
1.1983 |
1.1769 |
1.1312 |
|
| R2 |
1.1646 |
1.1646 |
1.1281 |
|
| R1 |
1.1432 |
1.1432 |
1.1250 |
1.1371 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1278 |
| S1 |
1.1095 |
1.1095 |
1.1188 |
1.1034 |
| S2 |
1.0972 |
1.0972 |
1.1157 |
|
| S3 |
1.0635 |
1.0758 |
1.1126 |
|
| S4 |
1.0298 |
1.0421 |
1.1034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1522 |
1.1160 |
0.0362 |
3.2% |
0.0114 |
1.0% |
9% |
False |
True |
153,531 |
| 10 |
1.1660 |
1.1160 |
0.0500 |
4.5% |
0.0109 |
1.0% |
7% |
False |
True |
135,330 |
| 20 |
1.2011 |
1.1160 |
0.0851 |
7.6% |
0.0097 |
0.9% |
4% |
False |
True |
121,344 |
| 40 |
1.2490 |
1.1160 |
0.1330 |
11.9% |
0.0093 |
0.8% |
2% |
False |
True |
69,097 |
| 60 |
1.2673 |
1.1160 |
0.1513 |
13.5% |
0.0083 |
0.7% |
2% |
False |
True |
46,092 |
| 80 |
1.2934 |
1.1160 |
0.1774 |
15.8% |
0.0071 |
0.6% |
2% |
False |
True |
34,578 |
| 100 |
1.2950 |
1.1160 |
0.1790 |
16.0% |
0.0065 |
0.6% |
2% |
False |
True |
27,666 |
| 120 |
1.2950 |
1.1160 |
0.1790 |
16.0% |
0.0055 |
0.5% |
2% |
False |
True |
23,056 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1538 |
|
2.618 |
1.1420 |
|
1.618 |
1.1348 |
|
1.000 |
1.1304 |
|
0.618 |
1.1276 |
|
HIGH |
1.1232 |
|
0.618 |
1.1204 |
|
0.500 |
1.1196 |
|
0.382 |
1.1188 |
|
LOW |
1.1160 |
|
0.618 |
1.1116 |
|
1.000 |
1.1088 |
|
1.618 |
1.1044 |
|
2.618 |
1.0972 |
|
4.250 |
1.0854 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1196 |
1.1281 |
| PP |
1.1195 |
1.1251 |
| S1 |
1.1194 |
1.1222 |
|