CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0361 |
1.0450 |
0.0089 |
0.9% |
1.0696 |
| High |
1.0460 |
1.0490 |
0.0030 |
0.3% |
1.0764 |
| Low |
1.0361 |
1.0406 |
0.0045 |
0.4% |
1.0400 |
| Close |
1.0439 |
1.0429 |
-0.0010 |
-0.1% |
1.0453 |
| Range |
0.0099 |
0.0084 |
-0.0015 |
-15.2% |
0.0364 |
| ATR |
0.0100 |
0.0099 |
-0.0001 |
-1.1% |
0.0000 |
| Volume |
24 |
27 |
3 |
12.5% |
182 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0694 |
1.0645 |
1.0475 |
|
| R3 |
1.0610 |
1.0561 |
1.0452 |
|
| R2 |
1.0526 |
1.0526 |
1.0444 |
|
| R1 |
1.0477 |
1.0477 |
1.0437 |
1.0460 |
| PP |
1.0442 |
1.0442 |
1.0442 |
1.0433 |
| S1 |
1.0393 |
1.0393 |
1.0421 |
1.0376 |
| S2 |
1.0358 |
1.0358 |
1.0414 |
|
| S3 |
1.0274 |
1.0309 |
1.0406 |
|
| S4 |
1.0190 |
1.0225 |
1.0383 |
|
|
| 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 |
1.0670 |
1.0361 |
0.0309 |
3.0% |
0.0089 |
0.8% |
22% |
False |
False |
35 |
| 10 |
1.0870 |
1.0361 |
0.0509 |
4.9% |
0.0076 |
0.7% |
13% |
False |
False |
33 |
| 20 |
1.1017 |
1.0361 |
0.0656 |
6.3% |
0.0088 |
0.8% |
10% |
False |
False |
41 |
| 40 |
1.1393 |
1.0361 |
0.1032 |
9.9% |
0.0087 |
0.8% |
7% |
False |
False |
36 |
| 60 |
1.2016 |
1.0361 |
0.1655 |
15.9% |
0.0072 |
0.7% |
4% |
False |
False |
27 |
| 80 |
1.2360 |
1.0361 |
0.1999 |
19.2% |
0.0060 |
0.6% |
3% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0847 |
|
2.618 |
1.0710 |
|
1.618 |
1.0626 |
|
1.000 |
1.0574 |
|
0.618 |
1.0542 |
|
HIGH |
1.0490 |
|
0.618 |
1.0458 |
|
0.500 |
1.0448 |
|
0.382 |
1.0438 |
|
LOW |
1.0406 |
|
0.618 |
1.0354 |
|
1.000 |
1.0322 |
|
1.618 |
1.0270 |
|
2.618 |
1.0186 |
|
4.250 |
1.0049 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0448 |
1.0428 |
| PP |
1.0442 |
1.0427 |
| S1 |
1.0435 |
1.0426 |
|