CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1521 |
1.1367 |
-0.0154 |
-1.3% |
1.1656 |
| High |
1.1522 |
1.1401 |
-0.0121 |
-1.1% |
1.1660 |
| Low |
1.1367 |
1.1267 |
-0.0100 |
-0.9% |
1.1317 |
| Close |
1.1401 |
1.1346 |
-0.0055 |
-0.5% |
1.1352 |
| Range |
0.0155 |
0.0134 |
-0.0021 |
-13.5% |
0.0343 |
| ATR |
0.0101 |
0.0104 |
0.0002 |
2.3% |
0.0000 |
| Volume |
138,115 |
162,785 |
24,670 |
17.9% |
464,784 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1740 |
1.1677 |
1.1420 |
|
| R3 |
1.1606 |
1.1543 |
1.1383 |
|
| R2 |
1.1472 |
1.1472 |
1.1371 |
|
| R1 |
1.1409 |
1.1409 |
1.1358 |
1.1374 |
| PP |
1.1338 |
1.1338 |
1.1338 |
1.1320 |
| S1 |
1.1275 |
1.1275 |
1.1334 |
1.1240 |
| S2 |
1.1204 |
1.1204 |
1.1321 |
|
| S3 |
1.1070 |
1.1141 |
1.1309 |
|
| S4 |
1.0936 |
1.1007 |
1.1272 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2472 |
1.2255 |
1.1541 |
|
| R3 |
1.2129 |
1.1912 |
1.1446 |
|
| R2 |
1.1786 |
1.1786 |
1.1415 |
|
| R1 |
1.1569 |
1.1569 |
1.1383 |
1.1506 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1412 |
| S1 |
1.1226 |
1.1226 |
1.1321 |
1.1163 |
| S2 |
1.1100 |
1.1100 |
1.1289 |
|
| S3 |
1.0757 |
1.0883 |
1.1258 |
|
| S4 |
1.0414 |
1.0540 |
1.1163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1522 |
1.1267 |
0.0255 |
2.2% |
0.0133 |
1.2% |
31% |
False |
True |
157,483 |
| 10 |
1.1707 |
1.1267 |
0.0440 |
3.9% |
0.0113 |
1.0% |
18% |
False |
True |
124,830 |
| 20 |
1.2132 |
1.1267 |
0.0865 |
7.6% |
0.0099 |
0.9% |
9% |
False |
True |
114,921 |
| 40 |
1.2630 |
1.1267 |
0.1363 |
12.0% |
0.0093 |
0.8% |
6% |
False |
True |
61,220 |
| 60 |
1.2727 |
1.1267 |
0.1460 |
12.9% |
0.0081 |
0.7% |
5% |
False |
True |
40,839 |
| 80 |
1.2934 |
1.1267 |
0.1667 |
14.7% |
0.0072 |
0.6% |
5% |
False |
True |
30,638 |
| 100 |
1.2950 |
1.1267 |
0.1683 |
14.8% |
0.0063 |
0.6% |
5% |
False |
True |
24,513 |
| 120 |
1.2950 |
1.1267 |
0.1683 |
14.8% |
0.0054 |
0.5% |
5% |
False |
True |
20,428 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1971 |
|
2.618 |
1.1752 |
|
1.618 |
1.1618 |
|
1.000 |
1.1535 |
|
0.618 |
1.1484 |
|
HIGH |
1.1401 |
|
0.618 |
1.1350 |
|
0.500 |
1.1334 |
|
0.382 |
1.1318 |
|
LOW |
1.1267 |
|
0.618 |
1.1184 |
|
1.000 |
1.1133 |
|
1.618 |
1.1050 |
|
2.618 |
1.0916 |
|
4.250 |
1.0698 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1342 |
1.1395 |
| PP |
1.1338 |
1.1378 |
| S1 |
1.1334 |
1.1362 |
|