CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0386 |
1.0422 |
0.0036 |
0.3% |
1.0695 |
| High |
1.0462 |
1.0484 |
0.0022 |
0.2% |
1.0771 |
| Low |
1.0345 |
1.0394 |
0.0049 |
0.5% |
1.0363 |
| Close |
1.0432 |
1.0420 |
-0.0012 |
-0.1% |
1.0444 |
| Range |
0.0117 |
0.0090 |
-0.0027 |
-23.1% |
0.0408 |
| ATR |
0.0130 |
0.0127 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
78,999 |
91,840 |
12,841 |
16.3% |
95,396 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0703 |
1.0651 |
1.0470 |
|
| R3 |
1.0613 |
1.0561 |
1.0445 |
|
| R2 |
1.0523 |
1.0523 |
1.0437 |
|
| R1 |
1.0471 |
1.0471 |
1.0428 |
1.0452 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0423 |
| S1 |
1.0381 |
1.0381 |
1.0412 |
1.0362 |
| S2 |
1.0343 |
1.0343 |
1.0404 |
|
| S3 |
1.0253 |
1.0291 |
1.0395 |
|
| S4 |
1.0163 |
1.0201 |
1.0371 |
|
|
| 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 |
1.0668 |
1.0345 |
0.0323 |
3.1% |
0.0120 |
1.1% |
23% |
False |
False |
53,243 |
| 10 |
1.0876 |
1.0345 |
0.0531 |
5.1% |
0.0109 |
1.0% |
14% |
False |
False |
30,771 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.4% |
0.0132 |
1.3% |
11% |
False |
False |
16,570 |
| 40 |
1.1398 |
1.0345 |
0.1053 |
10.1% |
0.0133 |
1.3% |
7% |
False |
False |
8,486 |
| 60 |
1.2010 |
1.0345 |
0.1665 |
16.0% |
0.0113 |
1.1% |
5% |
False |
False |
5,693 |
| 80 |
1.2400 |
1.0345 |
0.2055 |
19.7% |
0.0091 |
0.9% |
4% |
False |
False |
4,273 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
22.1% |
0.0078 |
0.8% |
3% |
False |
False |
3,420 |
| 120 |
1.2927 |
1.0345 |
0.2582 |
24.8% |
0.0067 |
0.6% |
3% |
False |
False |
2,850 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0867 |
|
2.618 |
1.0720 |
|
1.618 |
1.0630 |
|
1.000 |
1.0574 |
|
0.618 |
1.0540 |
|
HIGH |
1.0484 |
|
0.618 |
1.0450 |
|
0.500 |
1.0439 |
|
0.382 |
1.0428 |
|
LOW |
1.0394 |
|
0.618 |
1.0338 |
|
1.000 |
1.0304 |
|
1.618 |
1.0248 |
|
2.618 |
1.0158 |
|
4.250 |
1.0012 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0439 |
1.0418 |
| PP |
1.0433 |
1.0416 |
| S1 |
1.0426 |
1.0415 |
|