CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0502 |
1.0519 |
0.0017 |
0.2% |
1.0425 |
| High |
1.0564 |
1.0552 |
-0.0012 |
-0.1% |
1.0525 |
| Low |
1.0451 |
1.0407 |
-0.0044 |
-0.4% |
1.0345 |
| Close |
1.0521 |
1.0436 |
-0.0085 |
-0.8% |
1.0483 |
| Range |
0.0113 |
0.0145 |
0.0032 |
28.3% |
0.0180 |
| ATR |
0.0126 |
0.0128 |
0.0001 |
1.1% |
0.0000 |
| Volume |
153,054 |
128,897 |
-24,157 |
-15.8% |
518,200 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0900 |
1.0813 |
1.0516 |
|
| R3 |
1.0755 |
1.0668 |
1.0476 |
|
| R2 |
1.0610 |
1.0610 |
1.0463 |
|
| R1 |
1.0523 |
1.0523 |
1.0449 |
1.0494 |
| PP |
1.0465 |
1.0465 |
1.0465 |
1.0451 |
| S1 |
1.0378 |
1.0378 |
1.0423 |
1.0349 |
| S2 |
1.0320 |
1.0320 |
1.0409 |
|
| S3 |
1.0175 |
1.0233 |
1.0396 |
|
| S4 |
1.0030 |
1.0088 |
1.0356 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0917 |
1.0582 |
|
| R3 |
1.0811 |
1.0737 |
1.0533 |
|
| R2 |
1.0631 |
1.0631 |
1.0516 |
|
| R1 |
1.0557 |
1.0557 |
1.0500 |
1.0594 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0470 |
| S1 |
1.0377 |
1.0377 |
1.0467 |
1.0414 |
| S2 |
1.0271 |
1.0271 |
1.0450 |
|
| S3 |
1.0091 |
1.0197 |
1.0434 |
|
| S4 |
0.9911 |
1.0017 |
1.0384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0611 |
1.0358 |
0.0253 |
2.4% |
0.0128 |
1.2% |
31% |
False |
False |
157,080 |
| 10 |
1.0668 |
1.0345 |
0.0323 |
3.1% |
0.0124 |
1.2% |
28% |
False |
False |
105,161 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.4% |
0.0134 |
1.3% |
14% |
False |
False |
55,606 |
| 40 |
1.1359 |
1.0345 |
0.1014 |
9.7% |
0.0130 |
1.2% |
9% |
False |
False |
28,098 |
| 60 |
1.1944 |
1.0345 |
0.1599 |
15.3% |
0.0118 |
1.1% |
6% |
False |
False |
18,780 |
| 80 |
1.2242 |
1.0345 |
0.1897 |
18.2% |
0.0096 |
0.9% |
5% |
False |
False |
14,088 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
22.1% |
0.0085 |
0.8% |
4% |
False |
False |
11,273 |
| 120 |
1.2927 |
1.0345 |
0.2582 |
24.7% |
0.0071 |
0.7% |
4% |
False |
False |
9,395 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.0932 |
|
1.618 |
1.0787 |
|
1.000 |
1.0697 |
|
0.618 |
1.0642 |
|
HIGH |
1.0552 |
|
0.618 |
1.0497 |
|
0.500 |
1.0480 |
|
0.382 |
1.0462 |
|
LOW |
1.0407 |
|
0.618 |
1.0317 |
|
1.000 |
1.0262 |
|
1.618 |
1.0172 |
|
2.618 |
1.0027 |
|
4.250 |
0.9791 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0480 |
1.0509 |
| PP |
1.0465 |
1.0485 |
| S1 |
1.0451 |
1.0460 |
|