CME Japanese Yen Future June 2013
Trading Metrics calculated at close of trading on 15-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.1191 |
1.1190 |
-0.0001 |
0.0% |
1.1370 |
High |
1.1235 |
1.1325 |
0.0090 |
0.8% |
1.1518 |
Low |
1.1177 |
1.1190 |
0.0013 |
0.1% |
1.1198 |
Close |
1.1202 |
1.1275 |
0.0073 |
0.7% |
1.1229 |
Range |
0.0058 |
0.0135 |
0.0077 |
132.8% |
0.0320 |
ATR |
0.0086 |
0.0090 |
0.0003 |
4.0% |
0.0000 |
Volume |
127 |
69 |
-58 |
-45.7% |
1,191 |
|
Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1668 |
1.1607 |
1.1349 |
|
R3 |
1.1533 |
1.1472 |
1.1312 |
|
R2 |
1.1398 |
1.1398 |
1.1300 |
|
R1 |
1.1337 |
1.1337 |
1.1287 |
1.1368 |
PP |
1.1263 |
1.1263 |
1.1263 |
1.1279 |
S1 |
1.1202 |
1.1202 |
1.1263 |
1.1233 |
S2 |
1.1128 |
1.1128 |
1.1250 |
|
S3 |
1.0993 |
1.1067 |
1.1238 |
|
S4 |
1.0858 |
1.0932 |
1.1201 |
|
|
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 |
1.1506 |
1.1177 |
0.0329 |
2.9% |
0.0096 |
0.9% |
30% |
False |
False |
209 |
10 |
1.1521 |
1.1177 |
0.0344 |
3.1% |
0.0087 |
0.8% |
28% |
False |
False |
175 |
20 |
1.1960 |
1.1177 |
0.0783 |
6.9% |
0.0076 |
0.7% |
13% |
False |
False |
110 |
40 |
1.2380 |
1.1177 |
0.1203 |
10.7% |
0.0051 |
0.5% |
8% |
False |
False |
62 |
60 |
1.2650 |
1.1177 |
0.1473 |
13.1% |
0.0044 |
0.4% |
7% |
False |
False |
43 |
80 |
1.2927 |
1.1177 |
0.1750 |
15.5% |
0.0035 |
0.3% |
6% |
False |
False |
33 |
100 |
1.2953 |
1.1177 |
0.1776 |
15.8% |
0.0029 |
0.3% |
6% |
False |
False |
27 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1899 |
2.618 |
1.1678 |
1.618 |
1.1543 |
1.000 |
1.1460 |
0.618 |
1.1408 |
HIGH |
1.1325 |
0.618 |
1.1273 |
0.500 |
1.1258 |
0.382 |
1.1242 |
LOW |
1.1190 |
0.618 |
1.1107 |
1.000 |
1.1055 |
1.618 |
1.0972 |
2.618 |
1.0837 |
4.250 |
1.0616 |
|
|
Fisher Pivots for day following 15-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1269 |
1.1267 |
PP |
1.1263 |
1.1259 |
S1 |
1.1258 |
1.1251 |
|