CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0381 |
-0.0041 |
-0.4% |
1.0689 |
| High |
1.0425 |
1.0457 |
0.0032 |
0.3% |
1.0764 |
| Low |
1.0375 |
1.0340 |
-0.0035 |
-0.3% |
1.0357 |
| Close |
1.0389 |
1.0426 |
0.0037 |
0.4% |
1.0438 |
| Range |
0.0050 |
0.0117 |
0.0067 |
134.0% |
0.0407 |
| ATR |
0.0136 |
0.0135 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
128,573 |
220,964 |
92,391 |
71.9% |
843,283 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0759 |
1.0709 |
1.0490 |
|
| R3 |
1.0642 |
1.0592 |
1.0458 |
|
| R2 |
1.0525 |
1.0525 |
1.0447 |
|
| R1 |
1.0475 |
1.0475 |
1.0437 |
1.0500 |
| PP |
1.0408 |
1.0408 |
1.0408 |
1.0420 |
| S1 |
1.0358 |
1.0358 |
1.0415 |
1.0383 |
| S2 |
1.0291 |
1.0291 |
1.0405 |
|
| S3 |
1.0174 |
1.0241 |
1.0394 |
|
| S4 |
1.0057 |
1.0124 |
1.0362 |
|
|
| 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 |
1.0755 |
1.0340 |
0.0415 |
4.0% |
0.0126 |
1.2% |
21% |
False |
True |
188,098 |
| 10 |
1.0974 |
1.0340 |
0.0634 |
6.1% |
0.0116 |
1.1% |
14% |
False |
True |
175,522 |
| 20 |
1.1009 |
1.0340 |
0.0669 |
6.4% |
0.0138 |
1.3% |
13% |
False |
True |
200,362 |
| 40 |
1.1396 |
1.0340 |
0.1056 |
10.1% |
0.0142 |
1.4% |
8% |
False |
True |
204,360 |
| 60 |
1.2038 |
1.0340 |
0.1698 |
16.3% |
0.0127 |
1.2% |
5% |
False |
True |
176,161 |
| 80 |
1.2601 |
1.0340 |
0.2261 |
21.7% |
0.0118 |
1.1% |
4% |
False |
True |
135,177 |
| 100 |
1.2727 |
1.0340 |
0.2387 |
22.9% |
0.0106 |
1.0% |
4% |
False |
True |
108,157 |
| 120 |
1.2934 |
1.0340 |
0.2594 |
24.9% |
0.0095 |
0.9% |
3% |
False |
True |
90,137 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0954 |
|
2.618 |
1.0763 |
|
1.618 |
1.0646 |
|
1.000 |
1.0574 |
|
0.618 |
1.0529 |
|
HIGH |
1.0457 |
|
0.618 |
1.0412 |
|
0.500 |
1.0399 |
|
0.382 |
1.0385 |
|
LOW |
1.0340 |
|
0.618 |
1.0268 |
|
1.000 |
1.0223 |
|
1.618 |
1.0151 |
|
2.618 |
1.0034 |
|
4.250 |
0.9843 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0417 |
1.0442 |
| PP |
1.0408 |
1.0437 |
| S1 |
1.0399 |
1.0431 |
|