CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1062 |
1.0989 |
-0.0073 |
-0.7% |
1.1097 |
| High |
1.1119 |
1.1045 |
-0.0074 |
-0.7% |
1.1360 |
| Low |
1.0969 |
1.0961 |
-0.0008 |
-0.1% |
1.0969 |
| Close |
1.0993 |
1.1023 |
0.0030 |
0.3% |
1.0993 |
| Range |
0.0150 |
0.0084 |
-0.0066 |
-44.0% |
0.0391 |
| ATR |
0.0136 |
0.0132 |
-0.0004 |
-2.7% |
0.0000 |
| Volume |
199,823 |
155,216 |
-44,607 |
-22.3% |
985,441 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1262 |
1.1226 |
1.1069 |
|
| R3 |
1.1178 |
1.1142 |
1.1046 |
|
| R2 |
1.1094 |
1.1094 |
1.1038 |
|
| R1 |
1.1058 |
1.1058 |
1.1031 |
1.1076 |
| PP |
1.1010 |
1.1010 |
1.1010 |
1.1019 |
| S1 |
1.0974 |
1.0974 |
1.1015 |
1.0992 |
| S2 |
1.0926 |
1.0926 |
1.1008 |
|
| S3 |
1.0842 |
1.0890 |
1.1000 |
|
| S4 |
1.0758 |
1.0806 |
1.0977 |
|
|
| 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 |
1.0961 |
0.0399 |
3.6% |
0.0167 |
1.5% |
16% |
False |
True |
228,131 |
| 10 |
1.1396 |
1.0961 |
0.0435 |
3.9% |
0.0154 |
1.4% |
14% |
False |
True |
215,953 |
| 20 |
1.1660 |
1.0961 |
0.0699 |
6.3% |
0.0133 |
1.2% |
9% |
False |
True |
173,967 |
| 40 |
1.2249 |
1.0961 |
0.1288 |
11.7% |
0.0106 |
1.0% |
5% |
False |
True |
119,803 |
| 60 |
1.2658 |
1.0961 |
0.1697 |
15.4% |
0.0098 |
0.9% |
4% |
False |
True |
80,003 |
| 80 |
1.2830 |
1.0961 |
0.1869 |
17.0% |
0.0086 |
0.8% |
3% |
False |
True |
60,014 |
| 100 |
1.2950 |
1.0961 |
0.1989 |
18.0% |
0.0078 |
0.7% |
3% |
False |
True |
48,017 |
| 120 |
1.2950 |
1.0961 |
0.1989 |
18.0% |
0.0067 |
0.6% |
3% |
False |
True |
40,016 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1402 |
|
2.618 |
1.1265 |
|
1.618 |
1.1181 |
|
1.000 |
1.1129 |
|
0.618 |
1.1097 |
|
HIGH |
1.1045 |
|
0.618 |
1.1013 |
|
0.500 |
1.1003 |
|
0.382 |
1.0993 |
|
LOW |
1.0961 |
|
0.618 |
1.0909 |
|
1.000 |
1.0877 |
|
1.618 |
1.0825 |
|
2.618 |
1.0741 |
|
4.250 |
1.0604 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1016 |
1.1137 |
| PP |
1.1010 |
1.1099 |
| S1 |
1.1003 |
1.1061 |
|