CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0507 |
1.0425 |
-0.0082 |
-0.8% |
1.0409 |
| High |
1.0507 |
1.0592 |
0.0085 |
0.8% |
1.0529 |
| Low |
1.0425 |
1.0425 |
0.0000 |
0.0% |
1.0361 |
| Close |
1.0445 |
1.0553 |
0.0108 |
1.0% |
1.0492 |
| Range |
0.0082 |
0.0167 |
0.0085 |
103.7% |
0.0168 |
| ATR |
0.0100 |
0.0105 |
0.0005 |
4.8% |
0.0000 |
| Volume |
39 |
29 |
-10 |
-25.6% |
230 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1024 |
1.0956 |
1.0645 |
|
| R3 |
1.0857 |
1.0789 |
1.0599 |
|
| R2 |
1.0690 |
1.0690 |
1.0584 |
|
| R1 |
1.0622 |
1.0622 |
1.0568 |
1.0656 |
| PP |
1.0523 |
1.0523 |
1.0523 |
1.0541 |
| S1 |
1.0455 |
1.0455 |
1.0538 |
1.0489 |
| S2 |
1.0356 |
1.0356 |
1.0522 |
|
| S3 |
1.0189 |
1.0288 |
1.0507 |
|
| S4 |
1.0022 |
1.0121 |
1.0461 |
|
|
| 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 |
1.0417 |
0.0179 |
1.7% |
0.0113 |
1.1% |
76% |
False |
False |
43 |
| 10 |
1.0596 |
1.0361 |
0.0235 |
2.2% |
0.0097 |
0.9% |
82% |
False |
False |
47 |
| 20 |
1.1017 |
1.0361 |
0.0656 |
6.2% |
0.0105 |
1.0% |
29% |
False |
False |
41 |
| 40 |
1.1280 |
1.0361 |
0.0919 |
8.7% |
0.0089 |
0.8% |
21% |
False |
False |
40 |
| 60 |
1.1888 |
1.0361 |
0.1527 |
14.5% |
0.0078 |
0.7% |
13% |
False |
False |
32 |
| 80 |
1.2265 |
1.0361 |
0.1904 |
18.0% |
0.0067 |
0.6% |
10% |
False |
False |
25 |
| 100 |
1.2652 |
1.0361 |
0.2291 |
21.7% |
0.0056 |
0.5% |
8% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1302 |
|
2.618 |
1.1029 |
|
1.618 |
1.0862 |
|
1.000 |
1.0759 |
|
0.618 |
1.0695 |
|
HIGH |
1.0592 |
|
0.618 |
1.0528 |
|
0.500 |
1.0509 |
|
0.382 |
1.0489 |
|
LOW |
1.0425 |
|
0.618 |
1.0322 |
|
1.000 |
1.0258 |
|
1.618 |
1.0155 |
|
2.618 |
0.9988 |
|
4.250 |
0.9715 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0538 |
1.0538 |
| PP |
1.0523 |
1.0523 |
| S1 |
1.0509 |
1.0509 |
|