CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0559 |
1.0468 |
-0.0091 |
-0.9% |
1.0409 |
| High |
1.0596 |
1.0568 |
-0.0028 |
-0.3% |
1.0529 |
| Low |
1.0494 |
1.0468 |
-0.0026 |
-0.2% |
1.0361 |
| Close |
1.0494 |
1.0530 |
0.0036 |
0.3% |
1.0492 |
| Range |
0.0102 |
0.0100 |
-0.0002 |
-2.0% |
0.0168 |
| ATR |
0.0099 |
0.0099 |
0.0000 |
0.1% |
0.0000 |
| Volume |
65 |
46 |
-19 |
-29.2% |
230 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0822 |
1.0776 |
1.0585 |
|
| R3 |
1.0722 |
1.0676 |
1.0558 |
|
| R2 |
1.0622 |
1.0622 |
1.0548 |
|
| R1 |
1.0576 |
1.0576 |
1.0539 |
1.0599 |
| PP |
1.0522 |
1.0522 |
1.0522 |
1.0534 |
| S1 |
1.0476 |
1.0476 |
1.0521 |
1.0499 |
| S2 |
1.0422 |
1.0422 |
1.0512 |
|
| S3 |
1.0322 |
1.0376 |
1.0503 |
|
| S4 |
1.0222 |
1.0276 |
1.0475 |
|
|
| 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 |
1.0370 |
0.0226 |
2.1% |
0.0098 |
0.9% |
71% |
False |
False |
54 |
| 10 |
1.0699 |
1.0361 |
0.0338 |
3.2% |
0.0090 |
0.9% |
50% |
False |
False |
47 |
| 20 |
1.1017 |
1.0361 |
0.0656 |
6.2% |
0.0100 |
0.9% |
26% |
False |
False |
52 |
| 40 |
1.1393 |
1.0361 |
0.1032 |
9.8% |
0.0089 |
0.8% |
16% |
False |
False |
40 |
| 60 |
1.1956 |
1.0361 |
0.1595 |
15.1% |
0.0075 |
0.7% |
11% |
False |
False |
31 |
| 80 |
1.2265 |
1.0361 |
0.1904 |
18.1% |
0.0064 |
0.6% |
9% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0993 |
|
2.618 |
1.0830 |
|
1.618 |
1.0730 |
|
1.000 |
1.0668 |
|
0.618 |
1.0630 |
|
HIGH |
1.0568 |
|
0.618 |
1.0530 |
|
0.500 |
1.0518 |
|
0.382 |
1.0506 |
|
LOW |
1.0468 |
|
0.618 |
1.0406 |
|
1.000 |
1.0368 |
|
1.618 |
1.0306 |
|
2.618 |
1.0206 |
|
4.250 |
1.0043 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0526 |
1.0522 |
| PP |
1.0522 |
1.0514 |
| S1 |
1.0518 |
1.0507 |
|