CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0564 |
1.0635 |
0.0071 |
0.7% |
1.0559 |
| High |
1.0631 |
1.0651 |
0.0020 |
0.2% |
1.0625 |
| Low |
1.0564 |
1.0620 |
0.0056 |
0.5% |
1.0425 |
| Close |
1.0610 |
1.0642 |
0.0032 |
0.3% |
1.0602 |
| Range |
0.0067 |
0.0031 |
-0.0036 |
-53.7% |
0.0200 |
| ATR |
0.0100 |
0.0096 |
-0.0004 |
-4.2% |
0.0000 |
| Volume |
32 |
23 |
-9 |
-28.1% |
232 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0731 |
1.0717 |
1.0659 |
|
| R3 |
1.0700 |
1.0686 |
1.0651 |
|
| R2 |
1.0669 |
1.0669 |
1.0648 |
|
| R1 |
1.0655 |
1.0655 |
1.0645 |
1.0662 |
| PP |
1.0638 |
1.0638 |
1.0638 |
1.0641 |
| S1 |
1.0624 |
1.0624 |
1.0639 |
1.0631 |
| S2 |
1.0607 |
1.0607 |
1.0636 |
|
| S3 |
1.0576 |
1.0593 |
1.0633 |
|
| S4 |
1.0545 |
1.0562 |
1.0625 |
|
|
| 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 |
1.0543 |
0.0159 |
1.5% |
0.0075 |
0.7% |
62% |
False |
False |
70 |
| 10 |
1.0702 |
1.0417 |
0.0285 |
2.7% |
0.0094 |
0.9% |
79% |
False |
False |
57 |
| 20 |
1.0816 |
1.0361 |
0.0455 |
4.3% |
0.0086 |
0.8% |
62% |
False |
False |
49 |
| 40 |
1.1025 |
1.0361 |
0.0664 |
6.2% |
0.0087 |
0.8% |
42% |
False |
False |
44 |
| 60 |
1.1528 |
1.0361 |
0.1167 |
11.0% |
0.0081 |
0.8% |
24% |
False |
False |
37 |
| 80 |
1.2254 |
1.0361 |
0.1893 |
17.8% |
0.0070 |
0.7% |
15% |
False |
False |
29 |
| 100 |
1.2640 |
1.0361 |
0.2279 |
21.4% |
0.0059 |
0.6% |
12% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0783 |
|
2.618 |
1.0732 |
|
1.618 |
1.0701 |
|
1.000 |
1.0682 |
|
0.618 |
1.0670 |
|
HIGH |
1.0651 |
|
0.618 |
1.0639 |
|
0.500 |
1.0636 |
|
0.382 |
1.0632 |
|
LOW |
1.0620 |
|
0.618 |
1.0601 |
|
1.000 |
1.0589 |
|
1.618 |
1.0570 |
|
2.618 |
1.0539 |
|
4.250 |
1.0488 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0640 |
1.0631 |
| PP |
1.0638 |
1.0619 |
| S1 |
1.0636 |
1.0608 |
|