CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0519 |
1.0423 |
-0.0096 |
-0.9% |
1.0425 |
| High |
1.0552 |
1.0585 |
0.0033 |
0.3% |
1.0525 |
| Low |
1.0407 |
1.0410 |
0.0003 |
0.0% |
1.0345 |
| Close |
1.0436 |
1.0544 |
0.0108 |
1.0% |
1.0483 |
| Range |
0.0145 |
0.0175 |
0.0030 |
20.7% |
0.0180 |
| ATR |
0.0128 |
0.0131 |
0.0003 |
2.7% |
0.0000 |
| Volume |
128,897 |
185,065 |
56,168 |
43.6% |
518,200 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1038 |
1.0966 |
1.0640 |
|
| R3 |
1.0863 |
1.0791 |
1.0592 |
|
| R2 |
1.0688 |
1.0688 |
1.0576 |
|
| R1 |
1.0616 |
1.0616 |
1.0560 |
1.0652 |
| PP |
1.0513 |
1.0513 |
1.0513 |
1.0531 |
| S1 |
1.0441 |
1.0441 |
1.0528 |
1.0477 |
| S2 |
1.0338 |
1.0338 |
1.0512 |
|
| S3 |
1.0163 |
1.0266 |
1.0496 |
|
| S4 |
0.9988 |
1.0091 |
1.0448 |
|
|
| 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 |
1.0392 |
0.0219 |
2.1% |
0.0143 |
1.4% |
69% |
False |
False |
174,188 |
| 10 |
1.0611 |
1.0345 |
0.0266 |
2.5% |
0.0127 |
1.2% |
75% |
False |
False |
122,499 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.3% |
0.0136 |
1.3% |
30% |
False |
False |
64,688 |
| 40 |
1.1310 |
1.0345 |
0.0965 |
9.2% |
0.0132 |
1.3% |
21% |
False |
False |
32,714 |
| 60 |
1.1871 |
1.0345 |
0.1526 |
14.5% |
0.0120 |
1.1% |
13% |
False |
False |
21,864 |
| 80 |
1.2242 |
1.0345 |
0.1897 |
18.0% |
0.0098 |
0.9% |
10% |
False |
False |
16,402 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
21.9% |
0.0086 |
0.8% |
9% |
False |
False |
13,124 |
| 120 |
1.2863 |
1.0345 |
0.2518 |
23.9% |
0.0073 |
0.7% |
8% |
False |
False |
10,937 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1329 |
|
2.618 |
1.1043 |
|
1.618 |
1.0868 |
|
1.000 |
1.0760 |
|
0.618 |
1.0693 |
|
HIGH |
1.0585 |
|
0.618 |
1.0518 |
|
0.500 |
1.0498 |
|
0.382 |
1.0477 |
|
LOW |
1.0410 |
|
0.618 |
1.0302 |
|
1.000 |
1.0235 |
|
1.618 |
1.0127 |
|
2.618 |
0.9952 |
|
4.250 |
0.9666 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0529 |
1.0528 |
| PP |
1.0513 |
1.0512 |
| S1 |
1.0498 |
1.0496 |
|