CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0381 |
1.0417 |
0.0036 |
0.3% |
1.0689 |
| High |
1.0457 |
1.0478 |
0.0021 |
0.2% |
1.0764 |
| Low |
1.0340 |
1.0388 |
0.0048 |
0.5% |
1.0357 |
| Close |
1.0426 |
1.0414 |
-0.0012 |
-0.1% |
1.0438 |
| Range |
0.0117 |
0.0090 |
-0.0027 |
-23.1% |
0.0407 |
| ATR |
0.0135 |
0.0132 |
-0.0003 |
-2.4% |
0.0000 |
| Volume |
220,964 |
212,282 |
-8,682 |
-3.9% |
843,283 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0697 |
1.0645 |
1.0464 |
|
| R3 |
1.0607 |
1.0555 |
1.0439 |
|
| R2 |
1.0517 |
1.0517 |
1.0431 |
|
| R1 |
1.0465 |
1.0465 |
1.0422 |
1.0446 |
| PP |
1.0427 |
1.0427 |
1.0427 |
1.0417 |
| S1 |
1.0375 |
1.0375 |
1.0406 |
1.0356 |
| S2 |
1.0337 |
1.0337 |
1.0398 |
|
| S3 |
1.0247 |
1.0285 |
1.0389 |
|
| S4 |
1.0157 |
1.0195 |
1.0365 |
|
|
| 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 |
1.0662 |
1.0340 |
0.0322 |
3.1% |
0.0118 |
1.1% |
23% |
False |
False |
203,193 |
| 10 |
1.0869 |
1.0340 |
0.0529 |
5.1% |
0.0110 |
1.1% |
14% |
False |
False |
174,383 |
| 20 |
1.1009 |
1.0340 |
0.0669 |
6.4% |
0.0134 |
1.3% |
11% |
False |
False |
196,398 |
| 40 |
1.1396 |
1.0340 |
0.1056 |
10.1% |
0.0143 |
1.4% |
7% |
False |
False |
206,561 |
| 60 |
1.2011 |
1.0340 |
0.1671 |
16.0% |
0.0127 |
1.2% |
4% |
False |
False |
178,155 |
| 80 |
1.2490 |
1.0340 |
0.2150 |
20.6% |
0.0118 |
1.1% |
3% |
False |
False |
137,829 |
| 100 |
1.2673 |
1.0340 |
0.2333 |
22.4% |
0.0107 |
1.0% |
3% |
False |
False |
110,280 |
| 120 |
1.2934 |
1.0340 |
0.2594 |
24.9% |
0.0095 |
0.9% |
3% |
False |
False |
91,906 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0861 |
|
2.618 |
1.0714 |
|
1.618 |
1.0624 |
|
1.000 |
1.0568 |
|
0.618 |
1.0534 |
|
HIGH |
1.0478 |
|
0.618 |
1.0444 |
|
0.500 |
1.0433 |
|
0.382 |
1.0422 |
|
LOW |
1.0388 |
|
0.618 |
1.0332 |
|
1.000 |
1.0298 |
|
1.618 |
1.0242 |
|
2.618 |
1.0152 |
|
4.250 |
1.0006 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0433 |
1.0412 |
| PP |
1.0427 |
1.0411 |
| S1 |
1.0420 |
1.0409 |
|