CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1463 |
1.1454 |
-0.0009 |
-0.1% |
1.1654 |
| High |
1.1521 |
1.1454 |
-0.0067 |
-0.6% |
1.1654 |
| Low |
1.1459 |
1.1331 |
-0.0128 |
-1.1% |
1.1331 |
| Close |
1.1486 |
1.1360 |
-0.0126 |
-1.1% |
1.1360 |
| Range |
0.0062 |
0.0123 |
0.0061 |
98.4% |
0.0323 |
| ATR |
0.0069 |
0.0075 |
0.0006 |
8.9% |
0.0000 |
| Volume |
84 |
113 |
29 |
34.5% |
536 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1751 |
1.1678 |
1.1428 |
|
| R3 |
1.1628 |
1.1555 |
1.1394 |
|
| R2 |
1.1505 |
1.1505 |
1.1383 |
|
| R1 |
1.1432 |
1.1432 |
1.1371 |
1.1407 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1369 |
| S1 |
1.1309 |
1.1309 |
1.1349 |
1.1284 |
| S2 |
1.1259 |
1.1259 |
1.1337 |
|
| S3 |
1.1136 |
1.1186 |
1.1326 |
|
| S4 |
1.1013 |
1.1063 |
1.1292 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2417 |
1.2212 |
1.1538 |
|
| R3 |
1.2094 |
1.1889 |
1.1449 |
|
| R2 |
1.1771 |
1.1771 |
1.1419 |
|
| R1 |
1.1566 |
1.1566 |
1.1390 |
1.1507 |
| PP |
1.1448 |
1.1448 |
1.1448 |
1.1419 |
| S1 |
1.1243 |
1.1243 |
1.1330 |
1.1184 |
| S2 |
1.1125 |
1.1125 |
1.1301 |
|
| S3 |
1.0802 |
1.0920 |
1.1271 |
|
| S4 |
1.0479 |
1.0597 |
1.1182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1654 |
1.1331 |
0.0323 |
2.8% |
0.0080 |
0.7% |
9% |
False |
True |
115 |
| 10 |
1.1944 |
1.1331 |
0.0613 |
5.4% |
0.0073 |
0.6% |
5% |
False |
True |
73 |
| 20 |
1.2180 |
1.1331 |
0.0849 |
7.5% |
0.0057 |
0.5% |
3% |
False |
True |
47 |
| 40 |
1.2636 |
1.1331 |
0.1305 |
11.5% |
0.0044 |
0.4% |
2% |
False |
True |
28 |
| 60 |
1.2826 |
1.1331 |
0.1495 |
13.2% |
0.0034 |
0.3% |
2% |
False |
True |
21 |
| 80 |
1.2953 |
1.1331 |
0.1622 |
14.3% |
0.0028 |
0.2% |
2% |
False |
True |
16 |
| 100 |
1.2953 |
1.1331 |
0.1622 |
14.3% |
0.0023 |
0.2% |
2% |
False |
True |
13 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1977 |
|
2.618 |
1.1776 |
|
1.618 |
1.1653 |
|
1.000 |
1.1577 |
|
0.618 |
1.1530 |
|
HIGH |
1.1454 |
|
0.618 |
1.1407 |
|
0.500 |
1.1393 |
|
0.382 |
1.1378 |
|
LOW |
1.1331 |
|
0.618 |
1.1255 |
|
1.000 |
1.1208 |
|
1.618 |
1.1132 |
|
2.618 |
1.1009 |
|
4.250 |
1.0808 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1393 |
1.1426 |
| PP |
1.1382 |
1.1404 |
| S1 |
1.1371 |
1.1382 |
|