CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1190 |
1.1338 |
0.0148 |
1.3% |
1.1370 |
| High |
1.1325 |
1.1398 |
0.0073 |
0.6% |
1.1518 |
| Low |
1.1190 |
1.1298 |
0.0108 |
1.0% |
1.1198 |
| Close |
1.1275 |
1.1313 |
0.0038 |
0.3% |
1.1229 |
| Range |
0.0135 |
0.0100 |
-0.0035 |
-25.9% |
0.0320 |
| ATR |
0.0090 |
0.0092 |
0.0002 |
2.6% |
0.0000 |
| Volume |
69 |
149 |
80 |
115.9% |
1,191 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1636 |
1.1575 |
1.1368 |
|
| R3 |
1.1536 |
1.1475 |
1.1341 |
|
| R2 |
1.1436 |
1.1436 |
1.1331 |
|
| R1 |
1.1375 |
1.1375 |
1.1322 |
1.1356 |
| PP |
1.1336 |
1.1336 |
1.1336 |
1.1327 |
| S1 |
1.1275 |
1.1275 |
1.1304 |
1.1256 |
| S2 |
1.1236 |
1.1236 |
1.1295 |
|
| S3 |
1.1136 |
1.1175 |
1.1286 |
|
| S4 |
1.1036 |
1.1075 |
1.1258 |
|
|
| 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 |
1.1398 |
1.1177 |
0.0221 |
2.0% |
0.0092 |
0.8% |
62% |
True |
False |
204 |
| 10 |
1.1521 |
1.1177 |
0.0344 |
3.0% |
0.0093 |
0.8% |
40% |
False |
False |
173 |
| 20 |
1.1944 |
1.1177 |
0.0767 |
6.8% |
0.0078 |
0.7% |
18% |
False |
False |
117 |
| 40 |
1.2322 |
1.1177 |
0.1145 |
10.1% |
0.0053 |
0.5% |
12% |
False |
False |
66 |
| 60 |
1.2650 |
1.1177 |
0.1473 |
13.0% |
0.0046 |
0.4% |
9% |
False |
False |
46 |
| 80 |
1.2927 |
1.1177 |
0.1750 |
15.5% |
0.0037 |
0.3% |
8% |
False |
False |
35 |
| 100 |
1.2953 |
1.1177 |
0.1776 |
15.7% |
0.0030 |
0.3% |
8% |
False |
False |
28 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1823 |
|
2.618 |
1.1660 |
|
1.618 |
1.1560 |
|
1.000 |
1.1498 |
|
0.618 |
1.1460 |
|
HIGH |
1.1398 |
|
0.618 |
1.1360 |
|
0.500 |
1.1348 |
|
0.382 |
1.1336 |
|
LOW |
1.1298 |
|
0.618 |
1.1236 |
|
1.000 |
1.1198 |
|
1.618 |
1.1136 |
|
2.618 |
1.1036 |
|
4.250 |
1.0873 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1348 |
1.1305 |
| PP |
1.1336 |
1.1296 |
| S1 |
1.1325 |
1.1288 |
|