CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1373 |
1.1266 |
-0.0107 |
-0.9% |
1.1370 |
| High |
1.1386 |
1.1276 |
-0.0110 |
-1.0% |
1.1518 |
| Low |
1.1298 |
1.1198 |
-0.0100 |
-0.9% |
1.1198 |
| Close |
1.1355 |
1.1229 |
-0.0126 |
-1.1% |
1.1229 |
| Range |
0.0088 |
0.0078 |
-0.0010 |
-11.4% |
0.0320 |
| ATR |
0.0083 |
0.0088 |
0.0005 |
6.3% |
0.0000 |
| Volume |
113 |
562 |
449 |
397.3% |
1,191 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1468 |
1.1427 |
1.1272 |
|
| R3 |
1.1390 |
1.1349 |
1.1250 |
|
| R2 |
1.1312 |
1.1312 |
1.1243 |
|
| R1 |
1.1271 |
1.1271 |
1.1236 |
1.1253 |
| PP |
1.1234 |
1.1234 |
1.1234 |
1.1225 |
| S1 |
1.1193 |
1.1193 |
1.1222 |
1.1175 |
| S2 |
1.1156 |
1.1156 |
1.1215 |
|
| S3 |
1.1078 |
1.1115 |
1.1208 |
|
| S4 |
1.1000 |
1.1037 |
1.1186 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2275 |
1.2072 |
1.1405 |
|
| R3 |
1.1955 |
1.1752 |
1.1317 |
|
| R2 |
1.1635 |
1.1635 |
1.1288 |
|
| R1 |
1.1432 |
1.1432 |
1.1258 |
1.1374 |
| PP |
1.1315 |
1.1315 |
1.1315 |
1.1286 |
| S1 |
1.1112 |
1.1112 |
1.1200 |
1.1054 |
| S2 |
1.0995 |
1.0995 |
1.1170 |
|
| S3 |
1.0675 |
1.0792 |
1.1141 |
|
| S4 |
1.0355 |
1.0472 |
1.1053 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1518 |
1.1198 |
0.0320 |
2.8% |
0.0090 |
0.8% |
10% |
False |
True |
238 |
| 10 |
1.1654 |
1.1198 |
0.0456 |
4.1% |
0.0085 |
0.8% |
7% |
False |
True |
176 |
| 20 |
1.2010 |
1.1198 |
0.0812 |
7.2% |
0.0070 |
0.6% |
4% |
False |
True |
101 |
| 40 |
1.2607 |
1.1198 |
0.1409 |
12.5% |
0.0050 |
0.4% |
2% |
False |
True |
58 |
| 60 |
1.2693 |
1.1198 |
0.1495 |
13.3% |
0.0041 |
0.4% |
2% |
False |
True |
40 |
| 80 |
1.2927 |
1.1198 |
0.1729 |
15.4% |
0.0033 |
0.3% |
2% |
False |
True |
31 |
| 100 |
1.2953 |
1.1198 |
0.1755 |
15.6% |
0.0028 |
0.2% |
2% |
False |
True |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1608 |
|
2.618 |
1.1480 |
|
1.618 |
1.1402 |
|
1.000 |
1.1354 |
|
0.618 |
1.1324 |
|
HIGH |
1.1276 |
|
0.618 |
1.1246 |
|
0.500 |
1.1237 |
|
0.382 |
1.1228 |
|
LOW |
1.1198 |
|
0.618 |
1.1150 |
|
1.000 |
1.1120 |
|
1.618 |
1.1072 |
|
2.618 |
1.0994 |
|
4.250 |
1.0867 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1237 |
1.1352 |
| PP |
1.1234 |
1.1311 |
| S1 |
1.1232 |
1.1270 |
|