CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 22-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Jan-2013 |
22-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.1138 |
1.1107 |
-0.0031 |
-0.3% |
1.1191 |
High |
1.1156 |
1.1328 |
0.0172 |
1.5% |
1.1398 |
Low |
1.1106 |
1.1096 |
-0.0010 |
-0.1% |
1.1106 |
Close |
1.1121 |
1.1283 |
0.0162 |
1.5% |
1.1121 |
Range |
0.0050 |
0.0232 |
0.0182 |
364.0% |
0.0292 |
ATR |
0.0099 |
0.0108 |
0.0010 |
9.7% |
0.0000 |
Volume |
217 |
284 |
67 |
30.9% |
729 |
|
Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1932 |
1.1839 |
1.1411 |
|
R3 |
1.1700 |
1.1607 |
1.1347 |
|
R2 |
1.1468 |
1.1468 |
1.1326 |
|
R1 |
1.1375 |
1.1375 |
1.1304 |
1.1422 |
PP |
1.1236 |
1.1236 |
1.1236 |
1.1259 |
S1 |
1.1143 |
1.1143 |
1.1262 |
1.1190 |
S2 |
1.1004 |
1.1004 |
1.1240 |
|
S3 |
1.0772 |
1.0911 |
1.1219 |
|
S4 |
1.0540 |
1.0679 |
1.1155 |
|
|
Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2084 |
1.1895 |
1.1282 |
|
R3 |
1.1792 |
1.1603 |
1.1201 |
|
R2 |
1.1500 |
1.1500 |
1.1175 |
|
R1 |
1.1311 |
1.1311 |
1.1148 |
1.1260 |
PP |
1.1208 |
1.1208 |
1.1208 |
1.1183 |
S1 |
1.1019 |
1.1019 |
1.1094 |
1.0968 |
S2 |
1.0916 |
1.0916 |
1.1067 |
|
S3 |
1.0624 |
1.0727 |
1.1041 |
|
S4 |
1.0332 |
1.0435 |
1.0960 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1398 |
1.1096 |
0.0302 |
2.7% |
0.0150 |
1.3% |
62% |
False |
True |
177 |
10 |
1.1518 |
1.1096 |
0.0422 |
3.7% |
0.0119 |
1.1% |
44% |
False |
True |
189 |
20 |
1.1944 |
1.1096 |
0.0848 |
7.5% |
0.0096 |
0.8% |
22% |
False |
True |
144 |
40 |
1.2242 |
1.1096 |
0.1146 |
10.2% |
0.0063 |
0.6% |
16% |
False |
True |
79 |
60 |
1.2650 |
1.1096 |
0.1554 |
13.8% |
0.0054 |
0.5% |
12% |
False |
True |
57 |
80 |
1.2927 |
1.1096 |
0.1831 |
16.2% |
0.0042 |
0.4% |
10% |
False |
True |
43 |
100 |
1.2953 |
1.1096 |
0.1857 |
16.5% |
0.0035 |
0.3% |
10% |
False |
True |
35 |
120 |
1.2953 |
1.1096 |
0.1857 |
16.5% |
0.0030 |
0.3% |
10% |
False |
True |
29 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2314 |
2.618 |
1.1935 |
1.618 |
1.1703 |
1.000 |
1.1560 |
0.618 |
1.1471 |
HIGH |
1.1328 |
0.618 |
1.1239 |
0.500 |
1.1212 |
0.382 |
1.1185 |
LOW |
1.1096 |
0.618 |
1.0953 |
1.000 |
1.0864 |
1.618 |
1.0721 |
2.618 |
1.0489 |
4.250 |
1.0110 |
|
|
Fisher Pivots for day following 22-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1259 |
1.1264 |
PP |
1.1236 |
1.1244 |
S1 |
1.1212 |
1.1225 |
|