CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1296 |
1.1123 |
-0.0173 |
-1.5% |
1.1183 |
| High |
1.1352 |
1.1162 |
-0.0190 |
-1.7% |
1.1396 |
| Low |
1.1097 |
1.1091 |
-0.0006 |
-0.1% |
1.1091 |
| Close |
1.1110 |
1.1111 |
0.0001 |
0.0% |
1.1111 |
| Range |
0.0255 |
0.0071 |
-0.0184 |
-72.2% |
0.0305 |
| ATR |
0.0122 |
0.0118 |
-0.0004 |
-3.0% |
0.0000 |
| Volume |
258,950 |
186,900 |
-72,050 |
-27.8% |
1,018,875 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1334 |
1.1294 |
1.1150 |
|
| R3 |
1.1263 |
1.1223 |
1.1131 |
|
| R2 |
1.1192 |
1.1192 |
1.1124 |
|
| R1 |
1.1152 |
1.1152 |
1.1118 |
1.1137 |
| PP |
1.1121 |
1.1121 |
1.1121 |
1.1114 |
| S1 |
1.1081 |
1.1081 |
1.1104 |
1.1066 |
| S2 |
1.1050 |
1.1050 |
1.1098 |
|
| S3 |
1.0979 |
1.1010 |
1.1091 |
|
| S4 |
1.0908 |
1.0939 |
1.1072 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2114 |
1.1918 |
1.1279 |
|
| R3 |
1.1809 |
1.1613 |
1.1195 |
|
| R2 |
1.1504 |
1.1504 |
1.1167 |
|
| R1 |
1.1308 |
1.1308 |
1.1139 |
1.1254 |
| PP |
1.1199 |
1.1199 |
1.1199 |
1.1172 |
| S1 |
1.1003 |
1.1003 |
1.1083 |
1.0949 |
| S2 |
1.0894 |
1.0894 |
1.1055 |
|
| S3 |
1.0589 |
1.0698 |
1.1027 |
|
| S4 |
1.0284 |
1.0393 |
1.0943 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1396 |
1.1091 |
0.0305 |
2.7% |
0.0141 |
1.3% |
7% |
False |
True |
203,775 |
| 10 |
1.1522 |
1.1091 |
0.0431 |
3.9% |
0.0130 |
1.2% |
5% |
False |
True |
178,315 |
| 20 |
1.1934 |
1.1091 |
0.0843 |
7.6% |
0.0113 |
1.0% |
2% |
False |
True |
140,272 |
| 40 |
1.2258 |
1.1091 |
0.1167 |
10.5% |
0.0098 |
0.9% |
2% |
False |
True |
91,419 |
| 60 |
1.2658 |
1.1091 |
0.1567 |
14.1% |
0.0091 |
0.8% |
1% |
False |
True |
60,999 |
| 80 |
1.2934 |
1.1091 |
0.1843 |
16.6% |
0.0078 |
0.7% |
1% |
False |
True |
45,759 |
| 100 |
1.2950 |
1.1091 |
0.1859 |
16.7% |
0.0070 |
0.6% |
1% |
False |
True |
36,612 |
| 120 |
1.2950 |
1.1091 |
0.1859 |
16.7% |
0.0060 |
0.5% |
1% |
False |
True |
30,511 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1464 |
|
2.618 |
1.1348 |
|
1.618 |
1.1277 |
|
1.000 |
1.1233 |
|
0.618 |
1.1206 |
|
HIGH |
1.1162 |
|
0.618 |
1.1135 |
|
0.500 |
1.1127 |
|
0.382 |
1.1118 |
|
LOW |
1.1091 |
|
0.618 |
1.1047 |
|
1.000 |
1.1020 |
|
1.618 |
1.0976 |
|
2.618 |
1.0905 |
|
4.250 |
1.0789 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1127 |
1.1244 |
| PP |
1.1121 |
1.1199 |
| S1 |
1.1116 |
1.1155 |
|