CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 25-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
24-Jan-2013 |
25-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1280 |
1.1083 |
-0.0197 |
-1.7% |
1.1130 |
| High |
1.1280 |
1.1087 |
-0.0193 |
-1.7% |
1.1393 |
| Low |
1.1089 |
1.1006 |
-0.0083 |
-0.7% |
1.1006 |
| Close |
1.1139 |
1.1013 |
-0.0126 |
-1.1% |
1.1013 |
| Range |
0.0191 |
0.0081 |
-0.0110 |
-57.6% |
0.0387 |
| ATR |
0.0100 |
0.0102 |
0.0002 |
2.4% |
0.0000 |
| Volume |
78 |
23 |
-55 |
-70.5% |
184 |
|
| Daily Pivots for day following 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1278 |
1.1227 |
1.1058 |
|
| R3 |
1.1197 |
1.1146 |
1.1035 |
|
| R2 |
1.1116 |
1.1116 |
1.1028 |
|
| R1 |
1.1065 |
1.1065 |
1.1020 |
1.1050 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1028 |
| S1 |
1.0984 |
1.0984 |
1.1006 |
1.0969 |
| S2 |
1.0954 |
1.0954 |
1.0998 |
|
| S3 |
1.0873 |
1.0903 |
1.0991 |
|
| S4 |
1.0792 |
1.0822 |
1.0968 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2298 |
1.2043 |
1.1226 |
|
| R3 |
1.1911 |
1.1656 |
1.1119 |
|
| R2 |
1.1524 |
1.1524 |
1.1084 |
|
| R1 |
1.1269 |
1.1269 |
1.1048 |
1.1203 |
| PP |
1.1137 |
1.1137 |
1.1137 |
1.1105 |
| S1 |
1.0882 |
1.0882 |
1.0978 |
1.0816 |
| S2 |
1.0750 |
1.0750 |
1.0942 |
|
| S3 |
1.0363 |
1.0495 |
1.0907 |
|
| S4 |
0.9976 |
1.0108 |
1.0800 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1393 |
1.1006 |
0.0387 |
3.5% |
0.0112 |
1.0% |
2% |
False |
True |
43 |
| 10 |
1.1393 |
1.1006 |
0.0387 |
3.5% |
0.0091 |
0.8% |
2% |
False |
True |
28 |
| 20 |
1.1658 |
1.1006 |
0.0652 |
5.9% |
0.0065 |
0.6% |
1% |
False |
True |
20 |
| 40 |
1.2265 |
1.1006 |
0.1259 |
11.4% |
0.0050 |
0.5% |
1% |
False |
True |
12 |
| 60 |
1.2652 |
1.1006 |
0.1646 |
14.9% |
0.0038 |
0.3% |
0% |
False |
True |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1299 |
|
1.618 |
1.1218 |
|
1.000 |
1.1168 |
|
0.618 |
1.1137 |
|
HIGH |
1.1087 |
|
0.618 |
1.1056 |
|
0.500 |
1.1047 |
|
0.382 |
1.1037 |
|
LOW |
1.1006 |
|
0.618 |
1.0956 |
|
1.000 |
1.0925 |
|
1.618 |
1.0875 |
|
2.618 |
1.0794 |
|
4.250 |
1.0662 |
|
|
| Fisher Pivots for day following 25-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1047 |
1.1200 |
| PP |
1.1035 |
1.1137 |
| S1 |
1.1024 |
1.1075 |
|