CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 24-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1292 |
1.1310 |
0.0018 |
0.2% |
1.1191 |
| High |
1.1359 |
1.1310 |
-0.0049 |
-0.4% |
1.1398 |
| Low |
1.1286 |
1.1056 |
-0.0230 |
-2.0% |
1.1106 |
| Close |
1.1291 |
1.1127 |
-0.0164 |
-1.5% |
1.1121 |
| Range |
0.0073 |
0.0254 |
0.0181 |
247.9% |
0.0292 |
| ATR |
0.0106 |
0.0116 |
0.0011 |
10.0% |
0.0000 |
| Volume |
453 |
181 |
-272 |
-60.0% |
729 |
|
| Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1926 |
1.1781 |
1.1267 |
|
| R3 |
1.1672 |
1.1527 |
1.1197 |
|
| R2 |
1.1418 |
1.1418 |
1.1174 |
|
| R1 |
1.1273 |
1.1273 |
1.1150 |
1.1219 |
| PP |
1.1164 |
1.1164 |
1.1164 |
1.1137 |
| S1 |
1.1019 |
1.1019 |
1.1104 |
1.0965 |
| S2 |
1.0910 |
1.0910 |
1.1080 |
|
| S3 |
1.0656 |
1.0765 |
1.1057 |
|
| S4 |
1.0402 |
1.0511 |
1.0987 |
|
|
| 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 |
1.1359 |
1.1056 |
0.0303 |
2.7% |
0.0169 |
1.5% |
23% |
False |
True |
260 |
| 10 |
1.1398 |
1.1056 |
0.0342 |
3.1% |
0.0130 |
1.2% |
21% |
False |
True |
232 |
| 20 |
1.1744 |
1.1056 |
0.0688 |
6.2% |
0.0106 |
0.9% |
10% |
False |
True |
173 |
| 40 |
1.2242 |
1.1056 |
0.1186 |
10.7% |
0.0070 |
0.6% |
6% |
False |
True |
94 |
| 60 |
1.2650 |
1.1056 |
0.1594 |
14.3% |
0.0059 |
0.5% |
4% |
False |
True |
67 |
| 80 |
1.2855 |
1.1056 |
0.1799 |
16.2% |
0.0046 |
0.4% |
4% |
False |
True |
51 |
| 100 |
1.2953 |
1.1056 |
0.1897 |
17.0% |
0.0038 |
0.3% |
4% |
False |
True |
41 |
| 120 |
1.2953 |
1.1056 |
0.1897 |
17.0% |
0.0033 |
0.3% |
4% |
False |
True |
34 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2390 |
|
2.618 |
1.1975 |
|
1.618 |
1.1721 |
|
1.000 |
1.1564 |
|
0.618 |
1.1467 |
|
HIGH |
1.1310 |
|
0.618 |
1.1213 |
|
0.500 |
1.1183 |
|
0.382 |
1.1153 |
|
LOW |
1.1056 |
|
0.618 |
1.0899 |
|
1.000 |
1.0802 |
|
1.618 |
1.0645 |
|
2.618 |
1.0391 |
|
4.250 |
0.9977 |
|
|
| Fisher Pivots for day following 24-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1183 |
1.1208 |
| PP |
1.1164 |
1.1181 |
| S1 |
1.1146 |
1.1154 |
|