CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1097 |
1.1270 |
0.0173 |
1.6% |
1.1183 |
| High |
1.1322 |
1.1360 |
0.0038 |
0.3% |
1.1396 |
| Low |
1.1086 |
1.1265 |
0.0179 |
1.6% |
1.1091 |
| Close |
1.1274 |
1.1282 |
0.0008 |
0.1% |
1.1111 |
| Range |
0.0236 |
0.0095 |
-0.0141 |
-59.7% |
0.0305 |
| ATR |
0.0127 |
0.0124 |
-0.0002 |
-1.8% |
0.0000 |
| Volume |
384,066 |
187,725 |
-196,341 |
-51.1% |
1,018,875 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1587 |
1.1530 |
1.1334 |
|
| R3 |
1.1492 |
1.1435 |
1.1308 |
|
| R2 |
1.1397 |
1.1397 |
1.1299 |
|
| R1 |
1.1340 |
1.1340 |
1.1291 |
1.1369 |
| PP |
1.1302 |
1.1302 |
1.1302 |
1.1317 |
| S1 |
1.1245 |
1.1245 |
1.1273 |
1.1274 |
| S2 |
1.1207 |
1.1207 |
1.1265 |
|
| S3 |
1.1112 |
1.1150 |
1.1256 |
|
| S4 |
1.1017 |
1.1055 |
1.1230 |
|
|
| 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% |
0.0159 |
1.4% |
63% |
False |
False |
246,693 |
| 10 |
1.1522 |
1.1086 |
0.0436 |
3.9% |
0.0142 |
1.3% |
45% |
False |
False |
208,264 |
| 20 |
1.1882 |
1.1086 |
0.0796 |
7.1% |
0.0121 |
1.1% |
25% |
False |
False |
156,650 |
| 40 |
1.2253 |
1.1086 |
0.1167 |
10.3% |
0.0100 |
0.9% |
17% |
False |
False |
105,675 |
| 60 |
1.2658 |
1.1086 |
0.1572 |
13.9% |
0.0095 |
0.8% |
12% |
False |
False |
70,527 |
| 80 |
1.2934 |
1.1086 |
0.1848 |
16.4% |
0.0082 |
0.7% |
11% |
False |
False |
52,904 |
| 100 |
1.2950 |
1.1086 |
0.1864 |
16.5% |
0.0073 |
0.6% |
11% |
False |
False |
42,329 |
| 120 |
1.2950 |
1.1086 |
0.1864 |
16.5% |
0.0063 |
0.6% |
11% |
False |
False |
35,276 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1764 |
|
2.618 |
1.1609 |
|
1.618 |
1.1514 |
|
1.000 |
1.1455 |
|
0.618 |
1.1419 |
|
HIGH |
1.1360 |
|
0.618 |
1.1324 |
|
0.500 |
1.1313 |
|
0.382 |
1.1301 |
|
LOW |
1.1265 |
|
0.618 |
1.1206 |
|
1.000 |
1.1170 |
|
1.618 |
1.1111 |
|
2.618 |
1.1016 |
|
4.250 |
1.0861 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1313 |
1.1262 |
| PP |
1.1302 |
1.1243 |
| S1 |
1.1292 |
1.1223 |
|