CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 18-Mar-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
Open |
1.0418 |
1.0559 |
0.0141 |
1.4% |
1.0409 |
High |
1.0529 |
1.0596 |
0.0067 |
0.6% |
1.0529 |
Low |
1.0417 |
1.0494 |
0.0077 |
0.7% |
1.0361 |
Close |
1.0492 |
1.0494 |
0.0002 |
0.0% |
1.0492 |
Range |
0.0112 |
0.0102 |
-0.0010 |
-8.9% |
0.0168 |
ATR |
0.0099 |
0.0099 |
0.0000 |
0.4% |
0.0000 |
Volume |
37 |
65 |
28 |
75.7% |
230 |
|
Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0834 |
1.0766 |
1.0550 |
|
R3 |
1.0732 |
1.0664 |
1.0522 |
|
R2 |
1.0630 |
1.0630 |
1.0513 |
|
R1 |
1.0562 |
1.0562 |
1.0503 |
1.0545 |
PP |
1.0528 |
1.0528 |
1.0528 |
1.0520 |
S1 |
1.0460 |
1.0460 |
1.0485 |
1.0443 |
S2 |
1.0426 |
1.0426 |
1.0475 |
|
S3 |
1.0324 |
1.0358 |
1.0466 |
|
S4 |
1.0222 |
1.0256 |
1.0438 |
|
|
Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0965 |
1.0896 |
1.0584 |
|
R3 |
1.0797 |
1.0728 |
1.0538 |
|
R2 |
1.0629 |
1.0629 |
1.0523 |
|
R1 |
1.0560 |
1.0560 |
1.0507 |
1.0595 |
PP |
1.0461 |
1.0461 |
1.0461 |
1.0478 |
S1 |
1.0392 |
1.0392 |
1.0477 |
1.0427 |
S2 |
1.0293 |
1.0293 |
1.0461 |
|
S3 |
1.0125 |
1.0224 |
1.0446 |
|
S4 |
0.9957 |
1.0056 |
1.0400 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0596 |
1.0361 |
0.0235 |
2.2% |
0.0097 |
0.9% |
57% |
True |
False |
50 |
10 |
1.0764 |
1.0361 |
0.0403 |
3.8% |
0.0084 |
0.8% |
33% |
False |
False |
45 |
20 |
1.1017 |
1.0361 |
0.0656 |
6.3% |
0.0097 |
0.9% |
20% |
False |
False |
50 |
40 |
1.1393 |
1.0361 |
0.1032 |
9.8% |
0.0087 |
0.8% |
13% |
False |
False |
40 |
60 |
1.1956 |
1.0361 |
0.1595 |
15.2% |
0.0074 |
0.7% |
8% |
False |
False |
30 |
80 |
1.2306 |
1.0361 |
0.1945 |
18.5% |
0.0063 |
0.6% |
7% |
False |
False |
24 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1030 |
2.618 |
1.0863 |
1.618 |
1.0761 |
1.000 |
1.0698 |
0.618 |
1.0659 |
HIGH |
1.0596 |
0.618 |
1.0557 |
0.500 |
1.0545 |
0.382 |
1.0533 |
LOW |
1.0494 |
0.618 |
1.0431 |
1.000 |
1.0392 |
1.618 |
1.0329 |
2.618 |
1.0227 |
4.250 |
1.0061 |
|
|
Fisher Pivots for day following 18-Mar-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0545 |
1.0490 |
PP |
1.0528 |
1.0487 |
S1 |
1.0511 |
1.0483 |
|