CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1296 |
0.0030 |
0.3% |
1.1328 |
| High |
1.1396 |
1.1352 |
-0.0044 |
-0.4% |
1.1522 |
| Low |
1.1259 |
1.1097 |
-0.0162 |
-1.4% |
1.1185 |
| Close |
1.1304 |
1.1110 |
-0.0194 |
-1.7% |
1.1219 |
| Range |
0.0137 |
0.0255 |
0.0118 |
86.1% |
0.0337 |
| ATR |
0.0112 |
0.0122 |
0.0010 |
9.2% |
0.0000 |
| Volume |
215,825 |
258,950 |
43,125 |
20.0% |
764,277 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1951 |
1.1786 |
1.1250 |
|
| R3 |
1.1696 |
1.1531 |
1.1180 |
|
| R2 |
1.1441 |
1.1441 |
1.1157 |
|
| R1 |
1.1276 |
1.1276 |
1.1133 |
1.1231 |
| PP |
1.1186 |
1.1186 |
1.1186 |
1.1164 |
| S1 |
1.1021 |
1.1021 |
1.1087 |
1.0976 |
| S2 |
1.0931 |
1.0931 |
1.1063 |
|
| S3 |
1.0676 |
1.0766 |
1.1040 |
|
| S4 |
1.0421 |
1.0511 |
1.0970 |
|
|
| 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 |
1.1396 |
1.1097 |
0.0299 |
2.7% |
0.0145 |
1.3% |
4% |
False |
True |
204,610 |
| 10 |
1.1522 |
1.1097 |
0.0425 |
3.8% |
0.0139 |
1.2% |
3% |
False |
True |
181,046 |
| 20 |
1.1934 |
1.1097 |
0.0837 |
7.5% |
0.0112 |
1.0% |
2% |
False |
True |
136,493 |
| 40 |
1.2338 |
1.1097 |
0.1241 |
11.2% |
0.0098 |
0.9% |
1% |
False |
True |
86,753 |
| 60 |
1.2658 |
1.1097 |
0.1561 |
14.1% |
0.0090 |
0.8% |
1% |
False |
True |
57,885 |
| 80 |
1.2934 |
1.1097 |
0.1837 |
16.5% |
0.0078 |
0.7% |
1% |
False |
True |
43,423 |
| 100 |
1.2950 |
1.1097 |
0.1853 |
16.7% |
0.0069 |
0.6% |
1% |
False |
True |
34,743 |
| 120 |
1.2950 |
1.1097 |
0.1853 |
16.7% |
0.0059 |
0.5% |
1% |
False |
True |
28,953 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2436 |
|
2.618 |
1.2020 |
|
1.618 |
1.1765 |
|
1.000 |
1.1607 |
|
0.618 |
1.1510 |
|
HIGH |
1.1352 |
|
0.618 |
1.1255 |
|
0.500 |
1.1225 |
|
0.382 |
1.1194 |
|
LOW |
1.1097 |
|
0.618 |
1.0939 |
|
1.000 |
1.0842 |
|
1.618 |
1.0684 |
|
2.618 |
1.0429 |
|
4.250 |
1.0013 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1225 |
1.1247 |
| PP |
1.1186 |
1.1201 |
| S1 |
1.1148 |
1.1156 |
|