CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1455 |
1.1377 |
-0.0078 |
-0.7% |
1.1569 |
| High |
1.1455 |
1.1385 |
-0.0070 |
-0.6% |
1.1569 |
| Low |
1.1420 |
1.1300 |
-0.0120 |
-1.1% |
1.1370 |
| Close |
1.1420 |
1.1366 |
-0.0054 |
-0.5% |
1.1370 |
| Range |
0.0035 |
0.0085 |
0.0050 |
142.9% |
0.0199 |
| ATR |
0.0071 |
0.0074 |
0.0004 |
5.0% |
0.0000 |
| Volume |
49 |
2 |
-47 |
-95.9% |
12 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1605 |
1.1571 |
1.1413 |
|
| R3 |
1.1520 |
1.1486 |
1.1389 |
|
| R2 |
1.1435 |
1.1435 |
1.1382 |
|
| R1 |
1.1401 |
1.1401 |
1.1374 |
1.1376 |
| PP |
1.1350 |
1.1350 |
1.1350 |
1.1338 |
| S1 |
1.1316 |
1.1316 |
1.1358 |
1.1291 |
| S2 |
1.1265 |
1.1265 |
1.1350 |
|
| S3 |
1.1180 |
1.1231 |
1.1343 |
|
| S4 |
1.1095 |
1.1146 |
1.1319 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2033 |
1.1901 |
1.1479 |
|
| R3 |
1.1834 |
1.1702 |
1.1425 |
|
| R2 |
1.1635 |
1.1635 |
1.1406 |
|
| R1 |
1.1503 |
1.1503 |
1.1388 |
1.1470 |
| PP |
1.1436 |
1.1436 |
1.1436 |
1.1420 |
| S1 |
1.1304 |
1.1304 |
1.1352 |
1.1271 |
| S2 |
1.1237 |
1.1237 |
1.1334 |
|
| S3 |
1.1038 |
1.1105 |
1.1315 |
|
| S4 |
1.0839 |
1.0906 |
1.1261 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1746 |
|
2.618 |
1.1608 |
|
1.618 |
1.1523 |
|
1.000 |
1.1470 |
|
0.618 |
1.1438 |
|
HIGH |
1.1385 |
|
0.618 |
1.1353 |
|
0.500 |
1.1343 |
|
0.382 |
1.1332 |
|
LOW |
1.1300 |
|
0.618 |
1.1247 |
|
1.000 |
1.1215 |
|
1.618 |
1.1162 |
|
2.618 |
1.1077 |
|
4.250 |
1.0939 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1358 |
1.1414 |
| PP |
1.1350 |
1.1398 |
| S1 |
1.1343 |
1.1382 |
|