CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1107 |
1.1292 |
0.0185 |
1.7% |
1.1191 |
| High |
1.1328 |
1.1359 |
0.0031 |
0.3% |
1.1398 |
| Low |
1.1096 |
1.1286 |
0.0190 |
1.7% |
1.1106 |
| Close |
1.1283 |
1.1291 |
0.0008 |
0.1% |
1.1121 |
| Range |
0.0232 |
0.0073 |
-0.0159 |
-68.5% |
0.0292 |
| ATR |
0.0108 |
0.0106 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
284 |
453 |
169 |
59.5% |
729 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1531 |
1.1484 |
1.1331 |
|
| R3 |
1.1458 |
1.1411 |
1.1311 |
|
| R2 |
1.1385 |
1.1385 |
1.1304 |
|
| R1 |
1.1338 |
1.1338 |
1.1298 |
1.1325 |
| PP |
1.1312 |
1.1312 |
1.1312 |
1.1306 |
| S1 |
1.1265 |
1.1265 |
1.1284 |
1.1252 |
| S2 |
1.1239 |
1.1239 |
1.1278 |
|
| S3 |
1.1166 |
1.1192 |
1.1271 |
|
| S4 |
1.1093 |
1.1119 |
1.1251 |
|
|
| 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 |
1.1096 |
0.0302 |
2.7% |
0.0138 |
1.2% |
65% |
False |
False |
254 |
| 10 |
1.1506 |
1.1096 |
0.0410 |
3.6% |
0.0117 |
1.0% |
48% |
False |
False |
231 |
| 20 |
1.1871 |
1.1096 |
0.0775 |
6.9% |
0.0096 |
0.9% |
25% |
False |
False |
165 |
| 40 |
1.2242 |
1.1096 |
0.1146 |
10.1% |
0.0064 |
0.6% |
17% |
False |
False |
90 |
| 60 |
1.2650 |
1.1096 |
0.1554 |
13.8% |
0.0056 |
0.5% |
13% |
False |
False |
64 |
| 80 |
1.2863 |
1.1096 |
0.1767 |
15.6% |
0.0043 |
0.4% |
11% |
False |
False |
49 |
| 100 |
1.2953 |
1.1096 |
0.1857 |
16.4% |
0.0036 |
0.3% |
11% |
False |
False |
39 |
| 120 |
1.2953 |
1.1096 |
0.1857 |
16.4% |
0.0031 |
0.3% |
11% |
False |
False |
33 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1669 |
|
2.618 |
1.1550 |
|
1.618 |
1.1477 |
|
1.000 |
1.1432 |
|
0.618 |
1.1404 |
|
HIGH |
1.1359 |
|
0.618 |
1.1331 |
|
0.500 |
1.1323 |
|
0.382 |
1.1314 |
|
LOW |
1.1286 |
|
0.618 |
1.1241 |
|
1.000 |
1.1213 |
|
1.618 |
1.1168 |
|
2.618 |
1.1095 |
|
4.250 |
1.0976 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1323 |
1.1270 |
| PP |
1.1312 |
1.1249 |
| S1 |
1.1302 |
1.1228 |
|