CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 14-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Jan-2013 |
14-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1266 |
1.1191 |
-0.0075 |
-0.7% |
1.1370 |
| High |
1.1276 |
1.1235 |
-0.0041 |
-0.4% |
1.1518 |
| Low |
1.1198 |
1.1177 |
-0.0021 |
-0.2% |
1.1198 |
| Close |
1.1229 |
1.1202 |
-0.0027 |
-0.2% |
1.1229 |
| Range |
0.0078 |
0.0058 |
-0.0020 |
-25.6% |
0.0320 |
| ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.5% |
0.0000 |
| Volume |
562 |
127 |
-435 |
-77.4% |
1,191 |
|
| Daily Pivots for day following 14-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1379 |
1.1348 |
1.1234 |
|
| R3 |
1.1321 |
1.1290 |
1.1218 |
|
| R2 |
1.1263 |
1.1263 |
1.1213 |
|
| R1 |
1.1232 |
1.1232 |
1.1207 |
1.1248 |
| PP |
1.1205 |
1.1205 |
1.1205 |
1.1212 |
| S1 |
1.1174 |
1.1174 |
1.1197 |
1.1190 |
| S2 |
1.1147 |
1.1147 |
1.1191 |
|
| S3 |
1.1089 |
1.1116 |
1.1186 |
|
| S4 |
1.1031 |
1.1058 |
1.1170 |
|
|
| 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 |
1.1177 |
0.0341 |
3.0% |
0.0088 |
0.8% |
7% |
False |
True |
201 |
| 10 |
1.1654 |
1.1177 |
0.0477 |
4.3% |
0.0084 |
0.7% |
5% |
False |
True |
185 |
| 20 |
1.2010 |
1.1177 |
0.0833 |
7.4% |
0.0072 |
0.6% |
3% |
False |
True |
107 |
| 40 |
1.2400 |
1.1177 |
0.1223 |
10.9% |
0.0049 |
0.4% |
2% |
False |
True |
61 |
| 60 |
1.2650 |
1.1177 |
0.1473 |
13.1% |
0.0042 |
0.4% |
2% |
False |
True |
42 |
| 80 |
1.2927 |
1.1177 |
0.1750 |
15.6% |
0.0034 |
0.3% |
1% |
False |
True |
32 |
| 100 |
1.2953 |
1.1177 |
0.1776 |
15.9% |
0.0028 |
0.3% |
1% |
False |
True |
26 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1482 |
|
2.618 |
1.1387 |
|
1.618 |
1.1329 |
|
1.000 |
1.1293 |
|
0.618 |
1.1271 |
|
HIGH |
1.1235 |
|
0.618 |
1.1213 |
|
0.500 |
1.1206 |
|
0.382 |
1.1199 |
|
LOW |
1.1177 |
|
0.618 |
1.1141 |
|
1.000 |
1.1119 |
|
1.618 |
1.1083 |
|
2.618 |
1.1025 |
|
4.250 |
1.0931 |
|
|
| Fisher Pivots for day following 14-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1206 |
1.1282 |
| PP |
1.1205 |
1.1255 |
| S1 |
1.1203 |
1.1229 |
|