CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1656 |
1.1500 |
-0.0156 |
-1.3% |
1.1858 |
| High |
1.1660 |
1.1508 |
-0.0152 |
-1.3% |
1.1882 |
| Low |
1.1527 |
1.1453 |
-0.0074 |
-0.6% |
1.1548 |
| Close |
1.1550 |
1.1485 |
-0.0065 |
-0.6% |
1.1625 |
| Range |
0.0133 |
0.0055 |
-0.0078 |
-58.6% |
0.0334 |
| ATR |
0.0091 |
0.0091 |
0.0000 |
0.5% |
0.0000 |
| Volume |
64,347 |
71,546 |
7,199 |
11.2% |
313,282 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1647 |
1.1621 |
1.1515 |
|
| R3 |
1.1592 |
1.1566 |
1.1500 |
|
| R2 |
1.1537 |
1.1537 |
1.1495 |
|
| R1 |
1.1511 |
1.1511 |
1.1490 |
1.1497 |
| PP |
1.1482 |
1.1482 |
1.1482 |
1.1475 |
| S1 |
1.1456 |
1.1456 |
1.1480 |
1.1442 |
| S2 |
1.1427 |
1.1427 |
1.1475 |
|
| S3 |
1.1372 |
1.1401 |
1.1470 |
|
| S4 |
1.1317 |
1.1346 |
1.1455 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2490 |
1.1809 |
|
| R3 |
1.2353 |
1.2156 |
1.1717 |
|
| R2 |
1.2019 |
1.2019 |
1.1686 |
|
| R1 |
1.1822 |
1.1822 |
1.1656 |
1.1754 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1651 |
| S1 |
1.1488 |
1.1488 |
1.1594 |
1.1420 |
| S2 |
1.1351 |
1.1351 |
1.1564 |
|
| S3 |
1.1017 |
1.1154 |
1.1533 |
|
| S4 |
1.0683 |
1.0820 |
1.1441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1739 |
1.1453 |
0.0286 |
2.5% |
0.0091 |
0.8% |
11% |
False |
True |
82,083 |
| 10 |
1.1939 |
1.1453 |
0.0486 |
4.2% |
0.0084 |
0.7% |
7% |
False |
True |
90,917 |
| 20 |
1.2249 |
1.1453 |
0.0796 |
6.9% |
0.0084 |
0.7% |
4% |
False |
True |
76,309 |
| 40 |
1.2658 |
1.1453 |
0.1205 |
10.5% |
0.0084 |
0.7% |
3% |
False |
True |
38,684 |
| 60 |
1.2830 |
1.1453 |
0.1377 |
12.0% |
0.0072 |
0.6% |
2% |
False |
True |
25,806 |
| 80 |
1.2950 |
1.1453 |
0.1497 |
13.0% |
0.0066 |
0.6% |
2% |
False |
True |
19,363 |
| 100 |
1.2950 |
1.1453 |
0.1497 |
13.0% |
0.0056 |
0.5% |
2% |
False |
True |
15,492 |
| 120 |
1.2950 |
1.1453 |
0.1497 |
13.0% |
0.0048 |
0.4% |
2% |
False |
True |
12,911 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1742 |
|
2.618 |
1.1652 |
|
1.618 |
1.1597 |
|
1.000 |
1.1563 |
|
0.618 |
1.1542 |
|
HIGH |
1.1508 |
|
0.618 |
1.1487 |
|
0.500 |
1.1481 |
|
0.382 |
1.1474 |
|
LOW |
1.1453 |
|
0.618 |
1.1419 |
|
1.000 |
1.1398 |
|
1.618 |
1.1364 |
|
2.618 |
1.1309 |
|
4.250 |
1.1219 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1484 |
1.1557 |
| PP |
1.1482 |
1.1533 |
| S1 |
1.1481 |
1.1509 |
|