CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0409 |
1.0361 |
-0.0048 |
-0.5% |
1.0696 |
| High |
1.0423 |
1.0460 |
0.0037 |
0.4% |
1.0764 |
| Low |
1.0401 |
1.0361 |
-0.0040 |
-0.4% |
1.0400 |
| Close |
1.0404 |
1.0439 |
0.0035 |
0.3% |
1.0453 |
| Range |
0.0022 |
0.0099 |
0.0077 |
350.0% |
0.0364 |
| ATR |
0.0100 |
0.0100 |
0.0000 |
0.0% |
0.0000 |
| Volume |
44 |
24 |
-20 |
-45.5% |
182 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0717 |
1.0677 |
1.0493 |
|
| R3 |
1.0618 |
1.0578 |
1.0466 |
|
| R2 |
1.0519 |
1.0519 |
1.0457 |
|
| R1 |
1.0479 |
1.0479 |
1.0448 |
1.0499 |
| PP |
1.0420 |
1.0420 |
1.0420 |
1.0430 |
| S1 |
1.0380 |
1.0380 |
1.0430 |
1.0400 |
| S2 |
1.0321 |
1.0321 |
1.0421 |
|
| S3 |
1.0222 |
1.0281 |
1.0412 |
|
| S4 |
1.0123 |
1.0182 |
1.0385 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1406 |
1.0653 |
|
| R3 |
1.1267 |
1.1042 |
1.0553 |
|
| R2 |
1.0903 |
1.0903 |
1.0520 |
|
| R1 |
1.0678 |
1.0678 |
1.0486 |
1.0609 |
| PP |
1.0539 |
1.0539 |
1.0539 |
1.0504 |
| S1 |
1.0314 |
1.0314 |
1.0420 |
1.0245 |
| S2 |
1.0175 |
1.0175 |
1.0386 |
|
| S3 |
0.9811 |
0.9950 |
1.0353 |
|
| S4 |
0.9447 |
0.9586 |
1.0253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0699 |
1.0361 |
0.0338 |
3.2% |
0.0082 |
0.8% |
23% |
False |
True |
39 |
| 10 |
1.0962 |
1.0361 |
0.0601 |
5.8% |
0.0080 |
0.8% |
13% |
False |
True |
35 |
| 20 |
1.1017 |
1.0361 |
0.0656 |
6.3% |
0.0092 |
0.9% |
12% |
False |
True |
40 |
| 40 |
1.1393 |
1.0361 |
0.1032 |
9.9% |
0.0085 |
0.8% |
8% |
False |
True |
36 |
| 60 |
1.2016 |
1.0361 |
0.1655 |
15.9% |
0.0070 |
0.7% |
5% |
False |
True |
27 |
| 80 |
1.2518 |
1.0361 |
0.2157 |
20.7% |
0.0059 |
0.6% |
4% |
False |
True |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0881 |
|
2.618 |
1.0719 |
|
1.618 |
1.0620 |
|
1.000 |
1.0559 |
|
0.618 |
1.0521 |
|
HIGH |
1.0460 |
|
0.618 |
1.0422 |
|
0.500 |
1.0411 |
|
0.382 |
1.0399 |
|
LOW |
1.0361 |
|
0.618 |
1.0300 |
|
1.000 |
1.0262 |
|
1.618 |
1.0201 |
|
2.618 |
1.0102 |
|
4.250 |
0.9940 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0430 |
1.0438 |
| PP |
1.0420 |
1.0437 |
| S1 |
1.0411 |
1.0436 |
|