CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0543 |
1.0590 |
0.0047 |
0.4% |
1.0559 |
| High |
1.0625 |
1.0702 |
0.0077 |
0.7% |
1.0625 |
| Low |
1.0543 |
1.0553 |
0.0010 |
0.1% |
1.0425 |
| Close |
1.0602 |
1.0650 |
0.0048 |
0.5% |
1.0602 |
| Range |
0.0082 |
0.0149 |
0.0067 |
81.7% |
0.0200 |
| ATR |
0.0103 |
0.0106 |
0.0003 |
3.2% |
0.0000 |
| Volume |
53 |
162 |
109 |
205.7% |
232 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1015 |
1.0732 |
|
| R3 |
1.0933 |
1.0866 |
1.0691 |
|
| R2 |
1.0784 |
1.0784 |
1.0677 |
|
| R1 |
1.0717 |
1.0717 |
1.0664 |
1.0751 |
| PP |
1.0635 |
1.0635 |
1.0635 |
1.0652 |
| S1 |
1.0568 |
1.0568 |
1.0636 |
1.0602 |
| S2 |
1.0486 |
1.0486 |
1.0623 |
|
| S3 |
1.0337 |
1.0419 |
1.0609 |
|
| S4 |
1.0188 |
1.0270 |
1.0568 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1076 |
1.0712 |
|
| R3 |
1.0951 |
1.0876 |
1.0657 |
|
| R2 |
1.0751 |
1.0751 |
1.0639 |
|
| R1 |
1.0676 |
1.0676 |
1.0620 |
1.0714 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0569 |
| S1 |
1.0476 |
1.0476 |
1.0584 |
1.0514 |
| S2 |
1.0351 |
1.0351 |
1.0565 |
|
| S3 |
1.0151 |
1.0276 |
1.0547 |
|
| S4 |
0.9951 |
1.0076 |
1.0492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0702 |
1.0425 |
0.0277 |
2.6% |
0.0116 |
1.1% |
81% |
True |
False |
65 |
| 10 |
1.0702 |
1.0361 |
0.0341 |
3.2% |
0.0107 |
1.0% |
85% |
True |
False |
58 |
| 20 |
1.0984 |
1.0361 |
0.0623 |
5.8% |
0.0097 |
0.9% |
46% |
False |
False |
51 |
| 40 |
1.1083 |
1.0361 |
0.0722 |
6.8% |
0.0088 |
0.8% |
40% |
False |
False |
43 |
| 60 |
1.1658 |
1.0361 |
0.1297 |
12.2% |
0.0080 |
0.8% |
22% |
False |
False |
35 |
| 80 |
1.2265 |
1.0361 |
0.1904 |
17.9% |
0.0069 |
0.6% |
15% |
False |
False |
28 |
| 100 |
1.2652 |
1.0361 |
0.2291 |
21.5% |
0.0058 |
0.5% |
13% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1335 |
|
2.618 |
1.1092 |
|
1.618 |
1.0943 |
|
1.000 |
1.0851 |
|
0.618 |
1.0794 |
|
HIGH |
1.0702 |
|
0.618 |
1.0645 |
|
0.500 |
1.0628 |
|
0.382 |
1.0610 |
|
LOW |
1.0553 |
|
0.618 |
1.0461 |
|
1.000 |
1.0404 |
|
1.618 |
1.0312 |
|
2.618 |
1.0163 |
|
4.250 |
0.9920 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0643 |
1.0621 |
| PP |
1.0635 |
1.0592 |
| S1 |
1.0628 |
1.0564 |
|