CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1310 |
1.1071 |
-0.0239 |
-2.1% |
1.1107 |
| High |
1.1310 |
1.1078 |
-0.0232 |
-2.1% |
1.1359 |
| Low |
1.1056 |
1.0978 |
-0.0078 |
-0.7% |
1.0978 |
| Close |
1.1127 |
1.1001 |
-0.0126 |
-1.1% |
1.1001 |
| Range |
0.0254 |
0.0100 |
-0.0154 |
-60.6% |
0.0381 |
| ATR |
0.0116 |
0.0119 |
0.0002 |
2.0% |
0.0000 |
| Volume |
181 |
509 |
328 |
181.2% |
1,427 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1319 |
1.1260 |
1.1056 |
|
| R3 |
1.1219 |
1.1160 |
1.1029 |
|
| R2 |
1.1119 |
1.1119 |
1.1019 |
|
| R1 |
1.1060 |
1.1060 |
1.1010 |
1.1040 |
| PP |
1.1019 |
1.1019 |
1.1019 |
1.1009 |
| S1 |
1.0960 |
1.0960 |
1.0992 |
1.0940 |
| S2 |
1.0919 |
1.0919 |
1.0983 |
|
| S3 |
1.0819 |
1.0860 |
1.0974 |
|
| S4 |
1.0719 |
1.0760 |
1.0946 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2009 |
1.1211 |
|
| R3 |
1.1875 |
1.1628 |
1.1106 |
|
| R2 |
1.1494 |
1.1494 |
1.1071 |
|
| R1 |
1.1247 |
1.1247 |
1.1036 |
1.1180 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1079 |
| S1 |
1.0866 |
1.0866 |
1.0966 |
1.0799 |
| S2 |
1.0732 |
1.0732 |
1.0931 |
|
| S3 |
1.0351 |
1.0485 |
1.0896 |
|
| S4 |
0.9970 |
1.0104 |
1.0791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1359 |
1.0978 |
0.0381 |
3.5% |
0.0142 |
1.3% |
6% |
False |
True |
328 |
| 10 |
1.1398 |
1.0978 |
0.0420 |
3.8% |
0.0131 |
1.2% |
5% |
False |
True |
271 |
| 20 |
1.1693 |
1.0978 |
0.0715 |
6.5% |
0.0108 |
1.0% |
3% |
False |
True |
197 |
| 40 |
1.2242 |
1.0978 |
0.1264 |
11.5% |
0.0072 |
0.7% |
2% |
False |
True |
107 |
| 60 |
1.2650 |
1.0978 |
0.1672 |
15.2% |
0.0060 |
0.5% |
1% |
False |
True |
76 |
| 80 |
1.2839 |
1.0978 |
0.1861 |
16.9% |
0.0048 |
0.4% |
1% |
False |
True |
57 |
| 100 |
1.2953 |
1.0978 |
0.1975 |
18.0% |
0.0039 |
0.4% |
1% |
False |
True |
46 |
| 120 |
1.2953 |
1.0978 |
0.1975 |
18.0% |
0.0034 |
0.3% |
1% |
False |
True |
39 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1503 |
|
2.618 |
1.1340 |
|
1.618 |
1.1240 |
|
1.000 |
1.1178 |
|
0.618 |
1.1140 |
|
HIGH |
1.1078 |
|
0.618 |
1.1040 |
|
0.500 |
1.1028 |
|
0.382 |
1.1016 |
|
LOW |
1.0978 |
|
0.618 |
1.0916 |
|
1.000 |
1.0878 |
|
1.618 |
1.0816 |
|
2.618 |
1.0716 |
|
4.250 |
1.0553 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1028 |
1.1169 |
| PP |
1.1019 |
1.1113 |
| S1 |
1.1010 |
1.1057 |
|