CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 28-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Jan-2013 |
28-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1083 |
1.1002 |
-0.0081 |
-0.7% |
1.1130 |
| High |
1.1087 |
1.1062 |
-0.0025 |
-0.2% |
1.1393 |
| Low |
1.1006 |
1.1002 |
-0.0004 |
0.0% |
1.1006 |
| Close |
1.1013 |
1.1042 |
0.0029 |
0.3% |
1.1013 |
| Range |
0.0081 |
0.0060 |
-0.0021 |
-25.9% |
0.0387 |
| ATR |
0.0102 |
0.0099 |
-0.0003 |
-2.9% |
0.0000 |
| Volume |
23 |
19 |
-4 |
-17.4% |
184 |
|
| Daily Pivots for day following 28-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1215 |
1.1189 |
1.1075 |
|
| R3 |
1.1155 |
1.1129 |
1.1059 |
|
| R2 |
1.1095 |
1.1095 |
1.1053 |
|
| R1 |
1.1069 |
1.1069 |
1.1048 |
1.1082 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1042 |
| S1 |
1.1009 |
1.1009 |
1.1037 |
1.1022 |
| S2 |
1.0975 |
1.0975 |
1.1031 |
|
| S3 |
1.0915 |
1.0949 |
1.1026 |
|
| S4 |
1.0855 |
1.0889 |
1.1009 |
|
|
| 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 |
1.1002 |
0.0391 |
3.5% |
0.0118 |
1.1% |
10% |
False |
True |
40 |
| 10 |
1.1393 |
1.1002 |
0.0391 |
3.5% |
0.0093 |
0.8% |
10% |
False |
True |
29 |
| 20 |
1.1646 |
1.1002 |
0.0644 |
5.8% |
0.0067 |
0.6% |
6% |
False |
True |
21 |
| 40 |
1.2254 |
1.1002 |
0.1252 |
11.3% |
0.0051 |
0.5% |
3% |
False |
True |
13 |
| 60 |
1.2640 |
1.1002 |
0.1638 |
14.8% |
0.0038 |
0.3% |
2% |
False |
True |
10 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1317 |
|
2.618 |
1.1219 |
|
1.618 |
1.1159 |
|
1.000 |
1.1122 |
|
0.618 |
1.1099 |
|
HIGH |
1.1062 |
|
0.618 |
1.1039 |
|
0.500 |
1.1032 |
|
0.382 |
1.1025 |
|
LOW |
1.1002 |
|
0.618 |
1.0965 |
|
1.000 |
1.0942 |
|
1.618 |
1.0905 |
|
2.618 |
1.0845 |
|
4.250 |
1.0747 |
|
|
| Fisher Pivots for day following 28-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1039 |
1.1141 |
| PP |
1.1035 |
1.1108 |
| S1 |
1.1032 |
1.1075 |
|