CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0386 |
-0.0039 |
-0.4% |
1.0695 |
| High |
1.0444 |
1.0462 |
0.0018 |
0.2% |
1.0771 |
| Low |
1.0383 |
1.0345 |
-0.0038 |
-0.4% |
1.0363 |
| Close |
1.0395 |
1.0432 |
0.0037 |
0.4% |
1.0444 |
| Range |
0.0061 |
0.0117 |
0.0056 |
91.8% |
0.0408 |
| ATR |
0.0131 |
0.0130 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
33,173 |
78,999 |
45,826 |
138.1% |
95,396 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0764 |
1.0715 |
1.0496 |
|
| R3 |
1.0647 |
1.0598 |
1.0464 |
|
| R2 |
1.0530 |
1.0530 |
1.0453 |
|
| R1 |
1.0481 |
1.0481 |
1.0443 |
1.0506 |
| PP |
1.0413 |
1.0413 |
1.0413 |
1.0425 |
| S1 |
1.0364 |
1.0364 |
1.0421 |
1.0389 |
| S2 |
1.0296 |
1.0296 |
1.0411 |
|
| S3 |
1.0179 |
1.0247 |
1.0400 |
|
| S4 |
1.0062 |
1.0130 |
1.0368 |
|
|
| 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 |
1.0760 |
1.0345 |
0.0415 |
4.0% |
0.0127 |
1.2% |
21% |
False |
True |
37,251 |
| 10 |
1.0983 |
1.0345 |
0.0638 |
6.1% |
0.0116 |
1.1% |
14% |
False |
True |
22,528 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.4% |
0.0136 |
1.3% |
13% |
False |
True |
12,007 |
| 40 |
1.1398 |
1.0345 |
0.1053 |
10.1% |
0.0132 |
1.3% |
8% |
False |
True |
6,193 |
| 60 |
1.2010 |
1.0345 |
0.1665 |
16.0% |
0.0111 |
1.1% |
5% |
False |
True |
4,162 |
| 80 |
1.2607 |
1.0345 |
0.2262 |
21.7% |
0.0091 |
0.9% |
4% |
False |
True |
3,125 |
| 100 |
1.2693 |
1.0345 |
0.2348 |
22.5% |
0.0077 |
0.7% |
4% |
False |
True |
2,501 |
| 120 |
1.2927 |
1.0345 |
0.2582 |
24.8% |
0.0066 |
0.6% |
3% |
False |
True |
2,085 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0959 |
|
2.618 |
1.0768 |
|
1.618 |
1.0651 |
|
1.000 |
1.0579 |
|
0.618 |
1.0534 |
|
HIGH |
1.0462 |
|
0.618 |
1.0417 |
|
0.500 |
1.0404 |
|
0.382 |
1.0390 |
|
LOW |
1.0345 |
|
0.618 |
1.0273 |
|
1.000 |
1.0228 |
|
1.618 |
1.0156 |
|
2.618 |
1.0039 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0423 |
1.0447 |
| PP |
1.0413 |
1.0442 |
| S1 |
1.0404 |
1.0437 |
|