CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 17-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
16-Jan-2013 |
17-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1338 |
1.1308 |
-0.0030 |
-0.3% |
1.1370 |
| High |
1.1398 |
1.1354 |
-0.0044 |
-0.4% |
1.1518 |
| Low |
1.1298 |
1.1120 |
-0.0178 |
-1.6% |
1.1198 |
| Close |
1.1313 |
1.1120 |
-0.0193 |
-1.7% |
1.1229 |
| Range |
0.0100 |
0.0234 |
0.0134 |
134.0% |
0.0320 |
| ATR |
0.0092 |
0.0102 |
0.0010 |
11.0% |
0.0000 |
| Volume |
149 |
167 |
18 |
12.1% |
1,191 |
|
| Daily Pivots for day following 17-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1900 |
1.1744 |
1.1249 |
|
| R3 |
1.1666 |
1.1510 |
1.1184 |
|
| R2 |
1.1432 |
1.1432 |
1.1163 |
|
| R1 |
1.1276 |
1.1276 |
1.1141 |
1.1237 |
| PP |
1.1198 |
1.1198 |
1.1198 |
1.1179 |
| S1 |
1.1042 |
1.1042 |
1.1099 |
1.1003 |
| S2 |
1.0964 |
1.0964 |
1.1077 |
|
| S3 |
1.0730 |
1.0808 |
1.1056 |
|
| S4 |
1.0496 |
1.0574 |
1.0991 |
|
|
| 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 |
1.1120 |
0.0278 |
2.5% |
0.0121 |
1.1% |
0% |
False |
True |
214 |
| 10 |
1.1518 |
1.1120 |
0.0398 |
3.6% |
0.0110 |
1.0% |
0% |
False |
True |
181 |
| 20 |
1.1944 |
1.1120 |
0.0824 |
7.4% |
0.0087 |
0.8% |
0% |
False |
True |
125 |
| 40 |
1.2268 |
1.1120 |
0.1148 |
10.3% |
0.0058 |
0.5% |
0% |
False |
True |
69 |
| 60 |
1.2650 |
1.1120 |
0.1530 |
13.8% |
0.0050 |
0.4% |
0% |
False |
True |
49 |
| 80 |
1.2927 |
1.1120 |
0.1807 |
16.3% |
0.0039 |
0.4% |
0% |
False |
True |
37 |
| 100 |
1.2953 |
1.1120 |
0.1833 |
16.5% |
0.0032 |
0.3% |
0% |
False |
True |
30 |
| 120 |
1.2953 |
1.1120 |
0.1833 |
16.5% |
0.0028 |
0.2% |
0% |
False |
True |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2349 |
|
2.618 |
1.1967 |
|
1.618 |
1.1733 |
|
1.000 |
1.1588 |
|
0.618 |
1.1499 |
|
HIGH |
1.1354 |
|
0.618 |
1.1265 |
|
0.500 |
1.1237 |
|
0.382 |
1.1209 |
|
LOW |
1.1120 |
|
0.618 |
1.0975 |
|
1.000 |
1.0886 |
|
1.618 |
1.0741 |
|
2.618 |
1.0507 |
|
4.250 |
1.0126 |
|
|
| Fisher Pivots for day following 17-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1237 |
1.1259 |
| PP |
1.1198 |
1.1213 |
| S1 |
1.1159 |
1.1166 |
|