CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0468 |
1.0507 |
0.0039 |
0.4% |
1.0409 |
| High |
1.0568 |
1.0507 |
-0.0061 |
-0.6% |
1.0529 |
| Low |
1.0468 |
1.0425 |
-0.0043 |
-0.4% |
1.0361 |
| Close |
1.0530 |
1.0445 |
-0.0085 |
-0.8% |
1.0492 |
| Range |
0.0100 |
0.0082 |
-0.0018 |
-18.0% |
0.0168 |
| ATR |
0.0099 |
0.0100 |
0.0000 |
0.4% |
0.0000 |
| Volume |
46 |
39 |
-7 |
-15.2% |
230 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0705 |
1.0657 |
1.0490 |
|
| R3 |
1.0623 |
1.0575 |
1.0468 |
|
| R2 |
1.0541 |
1.0541 |
1.0460 |
|
| R1 |
1.0493 |
1.0493 |
1.0453 |
1.0476 |
| PP |
1.0459 |
1.0459 |
1.0459 |
1.0451 |
| S1 |
1.0411 |
1.0411 |
1.0437 |
1.0394 |
| S2 |
1.0377 |
1.0377 |
1.0430 |
|
| S3 |
1.0295 |
1.0329 |
1.0422 |
|
| S4 |
1.0213 |
1.0247 |
1.0400 |
|
|
| 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 |
2.2% |
0.0097 |
0.9% |
33% |
False |
False |
57 |
| 10 |
1.0670 |
1.0361 |
0.0309 |
3.0% |
0.0093 |
0.9% |
27% |
False |
False |
46 |
| 20 |
1.1017 |
1.0361 |
0.0656 |
6.3% |
0.0101 |
1.0% |
13% |
False |
False |
41 |
| 40 |
1.1393 |
1.0361 |
0.1032 |
9.9% |
0.0087 |
0.8% |
8% |
False |
False |
41 |
| 60 |
1.1956 |
1.0361 |
0.1595 |
15.3% |
0.0076 |
0.7% |
5% |
False |
False |
31 |
| 80 |
1.2265 |
1.0361 |
0.1904 |
18.2% |
0.0065 |
0.6% |
4% |
False |
False |
25 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0856 |
|
2.618 |
1.0722 |
|
1.618 |
1.0640 |
|
1.000 |
1.0589 |
|
0.618 |
1.0558 |
|
HIGH |
1.0507 |
|
0.618 |
1.0476 |
|
0.500 |
1.0466 |
|
0.382 |
1.0456 |
|
LOW |
1.0425 |
|
0.618 |
1.0374 |
|
1.000 |
1.0343 |
|
1.618 |
1.0292 |
|
2.618 |
1.0210 |
|
4.250 |
1.0077 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0466 |
1.0511 |
| PP |
1.0459 |
1.0489 |
| S1 |
1.0452 |
1.0467 |
|