CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0643 |
1.0545 |
-0.0098 |
-0.9% |
1.0695 |
| High |
1.0668 |
1.0549 |
-0.0119 |
-1.1% |
1.0771 |
| Low |
1.0523 |
1.0363 |
-0.0160 |
-1.5% |
1.0363 |
| Close |
1.0550 |
1.0444 |
-0.0106 |
-1.0% |
1.0444 |
| Range |
0.0145 |
0.0186 |
0.0041 |
28.3% |
0.0408 |
| ATR |
0.0132 |
0.0136 |
0.0004 |
2.9% |
0.0000 |
| Volume |
11,687 |
50,516 |
38,829 |
332.2% |
95,396 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1010 |
1.0913 |
1.0546 |
|
| R3 |
1.0824 |
1.0727 |
1.0495 |
|
| R2 |
1.0638 |
1.0638 |
1.0478 |
|
| R1 |
1.0541 |
1.0541 |
1.0461 |
1.0497 |
| PP |
1.0452 |
1.0452 |
1.0452 |
1.0430 |
| S1 |
1.0355 |
1.0355 |
1.0427 |
1.0311 |
| S2 |
1.0266 |
1.0266 |
1.0410 |
|
| S3 |
1.0080 |
1.0169 |
1.0393 |
|
| S4 |
0.9894 |
0.9983 |
1.0342 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1505 |
1.0668 |
|
| R3 |
1.1342 |
1.1097 |
1.0556 |
|
| R2 |
1.0934 |
1.0934 |
1.0519 |
|
| R1 |
1.0689 |
1.0689 |
1.0481 |
1.0608 |
| PP |
1.0526 |
1.0526 |
1.0526 |
1.0485 |
| S1 |
1.0281 |
1.0281 |
1.0407 |
1.0200 |
| S2 |
1.0118 |
1.0118 |
1.0369 |
|
| S3 |
0.9710 |
0.9873 |
1.0332 |
|
| S4 |
0.9302 |
0.9465 |
1.0220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0771 |
1.0363 |
0.0408 |
3.9% |
0.0118 |
1.1% |
20% |
False |
True |
19,079 |
| 10 |
1.1014 |
1.0363 |
0.0651 |
6.2% |
0.0157 |
1.5% |
12% |
False |
True |
11,842 |
| 20 |
1.1014 |
1.0363 |
0.0651 |
6.2% |
0.0147 |
1.4% |
12% |
False |
True |
6,447 |
| 40 |
1.1398 |
1.0363 |
0.1035 |
9.9% |
0.0132 |
1.3% |
8% |
False |
True |
3,405 |
| 60 |
1.2167 |
1.0363 |
0.1804 |
17.3% |
0.0110 |
1.1% |
4% |
False |
True |
2,294 |
| 80 |
1.2636 |
1.0363 |
0.2273 |
21.8% |
0.0089 |
0.9% |
4% |
False |
True |
1,723 |
| 100 |
1.2741 |
1.0363 |
0.2378 |
22.8% |
0.0076 |
0.7% |
3% |
False |
True |
1,380 |
| 120 |
1.2927 |
1.0363 |
0.2564 |
24.5% |
0.0064 |
0.6% |
3% |
False |
True |
1,150 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1340 |
|
2.618 |
1.1036 |
|
1.618 |
1.0850 |
|
1.000 |
1.0735 |
|
0.618 |
1.0664 |
|
HIGH |
1.0549 |
|
0.618 |
1.0478 |
|
0.500 |
1.0456 |
|
0.382 |
1.0434 |
|
LOW |
1.0363 |
|
0.618 |
1.0248 |
|
1.000 |
1.0177 |
|
1.618 |
1.0062 |
|
2.618 |
0.9876 |
|
4.250 |
0.9573 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0456 |
1.0562 |
| PP |
1.0452 |
1.0522 |
| S1 |
1.0448 |
1.0483 |
|