CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0989 |
1.1034 |
0.0045 |
0.4% |
1.1097 |
| High |
1.1045 |
1.1074 |
0.0029 |
0.3% |
1.1360 |
| Low |
1.0961 |
1.0989 |
0.0028 |
0.3% |
1.0969 |
| Close |
1.1023 |
1.1027 |
0.0004 |
0.0% |
1.0993 |
| Range |
0.0084 |
0.0085 |
0.0001 |
1.2% |
0.0391 |
| ATR |
0.0132 |
0.0129 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
155,216 |
163,385 |
8,169 |
5.3% |
985,441 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1285 |
1.1241 |
1.1074 |
|
| R3 |
1.1200 |
1.1156 |
1.1050 |
|
| R2 |
1.1115 |
1.1115 |
1.1043 |
|
| R1 |
1.1071 |
1.1071 |
1.1035 |
1.1051 |
| PP |
1.1030 |
1.1030 |
1.1030 |
1.1020 |
| S1 |
1.0986 |
1.0986 |
1.1019 |
1.0966 |
| S2 |
1.0945 |
1.0945 |
1.1011 |
|
| S3 |
1.0860 |
1.0901 |
1.1004 |
|
| S4 |
1.0775 |
1.0816 |
1.0980 |
|
|
| 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% |
0.0136 |
1.2% |
17% |
False |
False |
183,995 |
| 10 |
1.1396 |
1.0961 |
0.0435 |
3.9% |
0.0155 |
1.4% |
15% |
False |
False |
219,867 |
| 20 |
1.1660 |
1.0961 |
0.0699 |
6.3% |
0.0132 |
1.2% |
9% |
False |
False |
177,598 |
| 40 |
1.2249 |
1.0961 |
0.1288 |
11.7% |
0.0107 |
1.0% |
5% |
False |
False |
123,794 |
| 60 |
1.2658 |
1.0961 |
0.1697 |
15.4% |
0.0099 |
0.9% |
4% |
False |
False |
82,725 |
| 80 |
1.2830 |
1.0961 |
0.1869 |
16.9% |
0.0086 |
0.8% |
4% |
False |
False |
62,056 |
| 100 |
1.2950 |
1.0961 |
0.1989 |
18.0% |
0.0079 |
0.7% |
3% |
False |
False |
49,651 |
| 120 |
1.2950 |
1.0961 |
0.1989 |
18.0% |
0.0068 |
0.6% |
3% |
False |
False |
41,377 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1435 |
|
2.618 |
1.1297 |
|
1.618 |
1.1212 |
|
1.000 |
1.1159 |
|
0.618 |
1.1127 |
|
HIGH |
1.1074 |
|
0.618 |
1.1042 |
|
0.500 |
1.1032 |
|
0.382 |
1.1021 |
|
LOW |
1.0989 |
|
0.618 |
1.0936 |
|
1.000 |
1.0904 |
|
1.618 |
1.0851 |
|
2.618 |
1.0766 |
|
4.250 |
1.0628 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1032 |
1.1040 |
| PP |
1.1030 |
1.1036 |
| S1 |
1.1029 |
1.1031 |
|