CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0640 |
1.0537 |
-0.0103 |
-1.0% |
1.0689 |
| High |
1.0662 |
1.0544 |
-0.0118 |
-1.1% |
1.0764 |
| Low |
1.0515 |
1.0357 |
-0.0158 |
-1.5% |
1.0357 |
| Close |
1.0544 |
1.0438 |
-0.0106 |
-1.0% |
1.0438 |
| Range |
0.0147 |
0.0187 |
0.0040 |
27.2% |
0.0407 |
| ATR |
0.0138 |
0.0142 |
0.0003 |
2.5% |
0.0000 |
| Volume |
191,055 |
263,092 |
72,037 |
37.7% |
843,283 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1007 |
1.0910 |
1.0541 |
|
| R3 |
1.0820 |
1.0723 |
1.0489 |
|
| R2 |
1.0633 |
1.0633 |
1.0472 |
|
| R1 |
1.0536 |
1.0536 |
1.0455 |
1.0491 |
| PP |
1.0446 |
1.0446 |
1.0446 |
1.0424 |
| S1 |
1.0349 |
1.0349 |
1.0421 |
1.0304 |
| S2 |
1.0259 |
1.0259 |
1.0404 |
|
| S3 |
1.0072 |
1.0162 |
1.0387 |
|
| S4 |
0.9885 |
0.9975 |
1.0335 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1496 |
1.0662 |
|
| R3 |
1.1334 |
1.1089 |
1.0550 |
|
| R2 |
1.0927 |
1.0927 |
1.0513 |
|
| R1 |
1.0682 |
1.0682 |
1.0475 |
1.0601 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0479 |
| S1 |
1.0275 |
1.0275 |
1.0401 |
1.0194 |
| S2 |
1.0113 |
1.0113 |
1.0363 |
|
| S3 |
0.9706 |
0.9868 |
1.0326 |
|
| S4 |
0.9299 |
0.9461 |
1.0214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0764 |
1.0357 |
0.0407 |
3.9% |
0.0120 |
1.1% |
20% |
False |
True |
168,656 |
| 10 |
1.1009 |
1.0357 |
0.0652 |
6.2% |
0.0160 |
1.5% |
12% |
False |
True |
204,272 |
| 20 |
1.1009 |
1.0357 |
0.0652 |
6.2% |
0.0151 |
1.4% |
12% |
False |
True |
202,811 |
| 40 |
1.1401 |
1.0357 |
0.1044 |
10.0% |
0.0144 |
1.4% |
8% |
False |
True |
204,468 |
| 60 |
1.2160 |
1.0357 |
0.1803 |
17.3% |
0.0127 |
1.2% |
4% |
False |
True |
172,876 |
| 80 |
1.2630 |
1.0357 |
0.2273 |
21.8% |
0.0117 |
1.1% |
4% |
False |
True |
130,811 |
| 100 |
1.2729 |
1.0357 |
0.2372 |
22.7% |
0.0105 |
1.0% |
3% |
False |
True |
104,663 |
| 120 |
1.2934 |
1.0357 |
0.2577 |
24.7% |
0.0095 |
0.9% |
3% |
False |
True |
87,225 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1339 |
|
2.618 |
1.1034 |
|
1.618 |
1.0847 |
|
1.000 |
1.0731 |
|
0.618 |
1.0660 |
|
HIGH |
1.0544 |
|
0.618 |
1.0473 |
|
0.500 |
1.0451 |
|
0.382 |
1.0428 |
|
LOW |
1.0357 |
|
0.618 |
1.0241 |
|
1.000 |
1.0170 |
|
1.618 |
1.0054 |
|
2.618 |
0.9867 |
|
4.250 |
0.9562 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0451 |
1.0556 |
| PP |
1.0446 |
1.0517 |
| S1 |
1.0442 |
1.0477 |
|