CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1071 |
1.0972 |
-0.0099 |
-0.9% |
1.1107 |
| High |
1.1078 |
1.1047 |
-0.0031 |
-0.3% |
1.1359 |
| Low |
1.0978 |
1.0972 |
-0.0006 |
-0.1% |
1.0978 |
| Close |
1.1001 |
1.1031 |
0.0030 |
0.3% |
1.1001 |
| Range |
0.0100 |
0.0075 |
-0.0025 |
-25.0% |
0.0381 |
| ATR |
0.0119 |
0.0116 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
509 |
366 |
-143 |
-28.1% |
1,427 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1242 |
1.1211 |
1.1072 |
|
| R3 |
1.1167 |
1.1136 |
1.1052 |
|
| R2 |
1.1092 |
1.1092 |
1.1045 |
|
| R1 |
1.1061 |
1.1061 |
1.1038 |
1.1077 |
| PP |
1.1017 |
1.1017 |
1.1017 |
1.1024 |
| S1 |
1.0986 |
1.0986 |
1.1024 |
1.1002 |
| S2 |
1.0942 |
1.0942 |
1.1017 |
|
| S3 |
1.0867 |
1.0911 |
1.1010 |
|
| S4 |
1.0792 |
1.0836 |
1.0990 |
|
|
| 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 |
1.0972 |
0.0387 |
3.5% |
0.0147 |
1.3% |
15% |
False |
True |
358 |
| 10 |
1.1398 |
1.0972 |
0.0426 |
3.9% |
0.0131 |
1.2% |
14% |
False |
True |
252 |
| 20 |
1.1654 |
1.0972 |
0.0682 |
6.2% |
0.0108 |
1.0% |
9% |
False |
True |
214 |
| 40 |
1.2242 |
1.0972 |
0.1270 |
11.5% |
0.0074 |
0.7% |
5% |
False |
True |
116 |
| 60 |
1.2636 |
1.0972 |
0.1664 |
15.1% |
0.0060 |
0.5% |
4% |
False |
True |
81 |
| 80 |
1.2827 |
1.0972 |
0.1855 |
16.8% |
0.0048 |
0.4% |
3% |
False |
True |
62 |
| 100 |
1.2953 |
1.0972 |
0.1981 |
18.0% |
0.0040 |
0.4% |
3% |
False |
True |
50 |
| 120 |
1.2953 |
1.0972 |
0.1981 |
18.0% |
0.0034 |
0.3% |
3% |
False |
True |
42 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1366 |
|
2.618 |
1.1243 |
|
1.618 |
1.1168 |
|
1.000 |
1.1122 |
|
0.618 |
1.1093 |
|
HIGH |
1.1047 |
|
0.618 |
1.1018 |
|
0.500 |
1.1010 |
|
0.382 |
1.1001 |
|
LOW |
1.0972 |
|
0.618 |
1.0926 |
|
1.000 |
1.0897 |
|
1.618 |
1.0851 |
|
2.618 |
1.0776 |
|
4.250 |
1.0653 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1024 |
1.1141 |
| PP |
1.1017 |
1.1104 |
| S1 |
1.1010 |
1.1068 |
|