CME Japanese Yen Future March 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 |
1.1123 |
1.1097 |
-0.0026 |
-0.2% |
1.1183 |
| High |
1.1162 |
1.1322 |
0.0160 |
1.4% |
1.1396 |
| Low |
1.1091 |
1.1086 |
-0.0005 |
0.0% |
1.1091 |
| Close |
1.1111 |
1.1274 |
0.0163 |
1.5% |
1.1111 |
| Range |
0.0071 |
0.0236 |
0.0165 |
232.4% |
0.0305 |
| ATR |
0.0118 |
0.0127 |
0.0008 |
7.1% |
0.0000 |
| Volume |
186,900 |
384,066 |
197,166 |
105.5% |
1,018,875 |
|
| Daily Pivots for day following 22-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1935 |
1.1841 |
1.1404 |
|
| R3 |
1.1699 |
1.1605 |
1.1339 |
|
| R2 |
1.1463 |
1.1463 |
1.1317 |
|
| R1 |
1.1369 |
1.1369 |
1.1296 |
1.1416 |
| PP |
1.1227 |
1.1227 |
1.1227 |
1.1251 |
| S1 |
1.1133 |
1.1133 |
1.1252 |
1.1180 |
| S2 |
1.0991 |
1.0991 |
1.1231 |
|
| S3 |
1.0755 |
1.0897 |
1.1209 |
|
| S4 |
1.0519 |
1.0661 |
1.1144 |
|
|
| 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 |
1.1086 |
0.0310 |
2.7% |
0.0174 |
1.5% |
61% |
False |
True |
255,739 |
| 10 |
1.1522 |
1.1086 |
0.0436 |
3.9% |
0.0144 |
1.3% |
43% |
False |
True |
204,635 |
| 20 |
1.1934 |
1.1086 |
0.0848 |
7.5% |
0.0120 |
1.1% |
22% |
False |
True |
153,185 |
| 40 |
1.2253 |
1.1086 |
0.1167 |
10.4% |
0.0100 |
0.9% |
16% |
False |
True |
101,007 |
| 60 |
1.2658 |
1.1086 |
0.1572 |
13.9% |
0.0094 |
0.8% |
12% |
False |
True |
67,399 |
| 80 |
1.2934 |
1.1086 |
0.1848 |
16.4% |
0.0081 |
0.7% |
10% |
False |
True |
50,559 |
| 100 |
1.2950 |
1.1086 |
0.1864 |
16.5% |
0.0072 |
0.6% |
10% |
False |
True |
40,452 |
| 120 |
1.2950 |
1.1086 |
0.1864 |
16.5% |
0.0062 |
0.6% |
10% |
False |
True |
33,711 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2325 |
|
2.618 |
1.1940 |
|
1.618 |
1.1704 |
|
1.000 |
1.1558 |
|
0.618 |
1.1468 |
|
HIGH |
1.1322 |
|
0.618 |
1.1232 |
|
0.500 |
1.1204 |
|
0.382 |
1.1176 |
|
LOW |
1.1086 |
|
0.618 |
1.0940 |
|
1.000 |
1.0850 |
|
1.618 |
1.0704 |
|
2.618 |
1.0468 |
|
4.250 |
1.0083 |
|
|
| Fisher Pivots for day following 22-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1251 |
1.1256 |
| PP |
1.1227 |
1.1237 |
| S1 |
1.1204 |
1.1219 |
|