CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 13-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Mar-2013 |
13-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0384 |
1.0430 |
0.0046 |
0.4% |
1.0700 |
| High |
1.0451 |
1.0440 |
-0.0011 |
-0.1% |
1.0778 |
| Low |
1.0384 |
1.0419 |
0.0035 |
0.3% |
1.0408 |
| Close |
1.0451 |
1.0440 |
-0.0011 |
-0.1% |
1.0464 |
| Range |
0.0067 |
0.0021 |
-0.0046 |
-68.7% |
0.0370 |
| ATR |
0.0090 |
0.0086 |
-0.0004 |
-4.6% |
0.0000 |
| Volume |
5 |
1 |
-4 |
-80.0% |
12 |
|
| Daily Pivots for day following 13-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0496 |
1.0489 |
1.0452 |
|
| R3 |
1.0475 |
1.0468 |
1.0446 |
|
| R2 |
1.0454 |
1.0454 |
1.0444 |
|
| R1 |
1.0447 |
1.0447 |
1.0442 |
1.0451 |
| PP |
1.0433 |
1.0433 |
1.0433 |
1.0435 |
| S1 |
1.0426 |
1.0426 |
1.0438 |
1.0430 |
| S2 |
1.0412 |
1.0412 |
1.0436 |
|
| S3 |
1.0391 |
1.0405 |
1.0434 |
|
| S4 |
1.0370 |
1.0384 |
1.0428 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1432 |
1.0668 |
|
| R3 |
1.1290 |
1.1062 |
1.0566 |
|
| R2 |
1.0920 |
1.0920 |
1.0532 |
|
| R1 |
1.0692 |
1.0692 |
1.0498 |
1.0621 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0515 |
| S1 |
1.0322 |
1.0322 |
1.0430 |
1.0251 |
| S2 |
1.0180 |
1.0180 |
1.0396 |
|
| S3 |
0.9810 |
0.9952 |
1.0362 |
|
| S4 |
0.9440 |
0.9582 |
1.0261 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0529 |
|
2.618 |
1.0495 |
|
1.618 |
1.0474 |
|
1.000 |
1.0461 |
|
0.618 |
1.0453 |
|
HIGH |
1.0440 |
|
0.618 |
1.0432 |
|
0.500 |
1.0430 |
|
0.382 |
1.0427 |
|
LOW |
1.0419 |
|
0.618 |
1.0406 |
|
1.000 |
1.0398 |
|
1.618 |
1.0385 |
|
2.618 |
1.0364 |
|
4.250 |
1.0330 |
|
|
| Fisher Pivots for day following 13-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0437 |
1.0433 |
| PP |
1.0433 |
1.0425 |
| S1 |
1.0430 |
1.0418 |
|