CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0629 |
1.0564 |
-0.0065 |
-0.6% |
1.0559 |
| High |
1.0640 |
1.0631 |
-0.0009 |
-0.1% |
1.0625 |
| Low |
1.0592 |
1.0564 |
-0.0028 |
-0.3% |
1.0425 |
| Close |
1.0597 |
1.0610 |
0.0013 |
0.1% |
1.0602 |
| Range |
0.0048 |
0.0067 |
0.0019 |
39.6% |
0.0200 |
| ATR |
0.0103 |
0.0100 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
84 |
32 |
-52 |
-61.9% |
232 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0803 |
1.0773 |
1.0647 |
|
| R3 |
1.0736 |
1.0706 |
1.0628 |
|
| R2 |
1.0669 |
1.0669 |
1.0622 |
|
| R1 |
1.0639 |
1.0639 |
1.0616 |
1.0654 |
| PP |
1.0602 |
1.0602 |
1.0602 |
1.0609 |
| S1 |
1.0572 |
1.0572 |
1.0604 |
1.0587 |
| S2 |
1.0535 |
1.0535 |
1.0598 |
|
| S3 |
1.0468 |
1.0505 |
1.0592 |
|
| S4 |
1.0401 |
1.0438 |
1.0573 |
|
|
| 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% |
0.0103 |
1.0% |
67% |
False |
False |
72 |
| 10 |
1.0702 |
1.0370 |
0.0332 |
3.1% |
0.0100 |
0.9% |
72% |
False |
False |
64 |
| 20 |
1.0870 |
1.0361 |
0.0509 |
4.8% |
0.0088 |
0.8% |
49% |
False |
False |
48 |
| 40 |
1.1025 |
1.0361 |
0.0664 |
6.3% |
0.0088 |
0.8% |
38% |
False |
False |
45 |
| 60 |
1.1569 |
1.0361 |
0.1208 |
11.4% |
0.0081 |
0.8% |
21% |
False |
False |
37 |
| 80 |
1.2254 |
1.0361 |
0.1893 |
17.8% |
0.0070 |
0.7% |
13% |
False |
False |
29 |
| 100 |
1.2640 |
1.0361 |
0.2279 |
21.5% |
0.0058 |
0.5% |
11% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0916 |
|
2.618 |
1.0806 |
|
1.618 |
1.0739 |
|
1.000 |
1.0698 |
|
0.618 |
1.0672 |
|
HIGH |
1.0631 |
|
0.618 |
1.0605 |
|
0.500 |
1.0598 |
|
0.382 |
1.0590 |
|
LOW |
1.0564 |
|
0.618 |
1.0523 |
|
1.000 |
1.0497 |
|
1.618 |
1.0456 |
|
2.618 |
1.0389 |
|
4.250 |
1.0279 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0606 |
1.0628 |
| PP |
1.0602 |
1.0622 |
| S1 |
1.0598 |
1.0616 |
|