CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1296 |
1.1062 |
-0.0234 |
-2.1% |
1.1097 |
| High |
1.1313 |
1.1119 |
-0.0194 |
-1.7% |
1.1360 |
| Low |
1.1045 |
1.0969 |
-0.0076 |
-0.7% |
1.0969 |
| Close |
1.1119 |
1.0993 |
-0.0126 |
-1.1% |
1.0993 |
| Range |
0.0268 |
0.0150 |
-0.0118 |
-44.0% |
0.0391 |
| ATR |
0.0135 |
0.0136 |
0.0001 |
0.8% |
0.0000 |
| Volume |
213,827 |
199,823 |
-14,004 |
-6.5% |
985,441 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1477 |
1.1385 |
1.1076 |
|
| R3 |
1.1327 |
1.1235 |
1.1034 |
|
| R2 |
1.1177 |
1.1177 |
1.1021 |
|
| R1 |
1.1085 |
1.1085 |
1.1007 |
1.1056 |
| PP |
1.1027 |
1.1027 |
1.1027 |
1.1013 |
| S1 |
1.0935 |
1.0935 |
1.0979 |
1.0906 |
| S2 |
1.0877 |
1.0877 |
1.0966 |
|
| S3 |
1.0727 |
1.0785 |
1.0952 |
|
| S4 |
1.0577 |
1.0635 |
1.0911 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2280 |
1.2028 |
1.1208 |
|
| R3 |
1.1889 |
1.1637 |
1.1101 |
|
| R2 |
1.1498 |
1.1498 |
1.1065 |
|
| R1 |
1.1246 |
1.1246 |
1.1029 |
1.1177 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1073 |
| S1 |
1.0855 |
1.0855 |
1.0957 |
1.0786 |
| S2 |
1.0716 |
1.0716 |
1.0921 |
|
| S3 |
1.0325 |
1.0464 |
1.0885 |
|
| S4 |
0.9934 |
1.0073 |
1.0778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1360 |
1.0969 |
0.0391 |
3.6% |
0.0164 |
1.5% |
6% |
False |
True |
234,468 |
| 10 |
1.1396 |
1.0969 |
0.0427 |
3.9% |
0.0154 |
1.4% |
6% |
False |
True |
219,539 |
| 20 |
1.1707 |
1.0969 |
0.0738 |
6.7% |
0.0134 |
1.2% |
3% |
False |
True |
172,185 |
| 40 |
1.2253 |
1.0969 |
0.1284 |
11.7% |
0.0106 |
1.0% |
2% |
False |
True |
115,945 |
| 60 |
1.2658 |
1.0969 |
0.1689 |
15.4% |
0.0099 |
0.9% |
1% |
False |
True |
77,417 |
| 80 |
1.2840 |
1.0969 |
0.1871 |
17.0% |
0.0085 |
0.8% |
1% |
False |
True |
58,074 |
| 100 |
1.2950 |
1.0969 |
0.1981 |
18.0% |
0.0077 |
0.7% |
1% |
False |
True |
46,465 |
| 120 |
1.2950 |
1.0969 |
0.1981 |
18.0% |
0.0066 |
0.6% |
1% |
False |
True |
38,723 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1757 |
|
2.618 |
1.1512 |
|
1.618 |
1.1362 |
|
1.000 |
1.1269 |
|
0.618 |
1.1212 |
|
HIGH |
1.1119 |
|
0.618 |
1.1062 |
|
0.500 |
1.1044 |
|
0.382 |
1.1026 |
|
LOW |
1.0969 |
|
0.618 |
1.0876 |
|
1.000 |
1.0819 |
|
1.618 |
1.0726 |
|
2.618 |
1.0576 |
|
4.250 |
1.0332 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1044 |
1.1165 |
| PP |
1.1027 |
1.1107 |
| S1 |
1.1010 |
1.1050 |
|