CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 18-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
17-Jan-2013 |
18-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1308 |
1.1138 |
-0.0170 |
-1.5% |
1.1191 |
| High |
1.1354 |
1.1156 |
-0.0198 |
-1.7% |
1.1398 |
| Low |
1.1120 |
1.1106 |
-0.0014 |
-0.1% |
1.1106 |
| Close |
1.1120 |
1.1121 |
0.0001 |
0.0% |
1.1121 |
| Range |
0.0234 |
0.0050 |
-0.0184 |
-78.6% |
0.0292 |
| ATR |
0.0102 |
0.0099 |
-0.0004 |
-3.6% |
0.0000 |
| Volume |
167 |
217 |
50 |
29.9% |
729 |
|
| Daily Pivots for day following 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1249 |
1.1149 |
|
| R3 |
1.1228 |
1.1199 |
1.1135 |
|
| R2 |
1.1178 |
1.1178 |
1.1130 |
|
| R1 |
1.1149 |
1.1149 |
1.1126 |
1.1139 |
| PP |
1.1128 |
1.1128 |
1.1128 |
1.1122 |
| S1 |
1.1099 |
1.1099 |
1.1116 |
1.1089 |
| S2 |
1.1078 |
1.1078 |
1.1112 |
|
| S3 |
1.1028 |
1.1049 |
1.1107 |
|
| S4 |
1.0978 |
1.0999 |
1.1094 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2084 |
1.1895 |
1.1282 |
|
| R3 |
1.1792 |
1.1603 |
1.1201 |
|
| R2 |
1.1500 |
1.1500 |
1.1175 |
|
| R1 |
1.1311 |
1.1311 |
1.1148 |
1.1260 |
| PP |
1.1208 |
1.1208 |
1.1208 |
1.1183 |
| S1 |
1.1019 |
1.1019 |
1.1094 |
1.0968 |
| S2 |
1.0916 |
1.0916 |
1.1067 |
|
| S3 |
1.0624 |
1.0727 |
1.1041 |
|
| S4 |
1.0332 |
1.0435 |
1.0960 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1398 |
1.1106 |
0.0292 |
2.6% |
0.0115 |
1.0% |
5% |
False |
True |
145 |
| 10 |
1.1518 |
1.1106 |
0.0412 |
3.7% |
0.0103 |
0.9% |
4% |
False |
True |
192 |
| 20 |
1.1944 |
1.1106 |
0.0838 |
7.5% |
0.0088 |
0.8% |
2% |
False |
True |
132 |
| 40 |
1.2250 |
1.1106 |
0.1144 |
10.3% |
0.0060 |
0.5% |
1% |
False |
True |
73 |
| 60 |
1.2650 |
1.1106 |
0.1544 |
13.9% |
0.0051 |
0.5% |
1% |
False |
True |
52 |
| 80 |
1.2927 |
1.1106 |
0.1821 |
16.4% |
0.0040 |
0.4% |
1% |
False |
True |
40 |
| 100 |
1.2953 |
1.1106 |
0.1847 |
16.6% |
0.0033 |
0.3% |
1% |
False |
True |
32 |
| 120 |
1.2953 |
1.1106 |
0.1847 |
16.6% |
0.0028 |
0.3% |
1% |
False |
True |
27 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1369 |
|
2.618 |
1.1287 |
|
1.618 |
1.1237 |
|
1.000 |
1.1206 |
|
0.618 |
1.1187 |
|
HIGH |
1.1156 |
|
0.618 |
1.1137 |
|
0.500 |
1.1131 |
|
0.382 |
1.1125 |
|
LOW |
1.1106 |
|
0.618 |
1.1075 |
|
1.000 |
1.1056 |
|
1.618 |
1.1025 |
|
2.618 |
1.0975 |
|
4.250 |
1.0894 |
|
|
| Fisher Pivots for day following 18-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1131 |
1.1252 |
| PP |
1.1128 |
1.1208 |
| S1 |
1.1124 |
1.1165 |
|