CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0527 |
1.0553 |
0.0026 |
0.2% |
1.0550 |
| High |
1.0600 |
1.0626 |
0.0026 |
0.2% |
1.0626 |
| Low |
1.0510 |
1.0552 |
0.0042 |
0.4% |
1.0450 |
| Close |
1.0565 |
1.0614 |
0.0049 |
0.5% |
1.0614 |
| Range |
0.0090 |
0.0074 |
-0.0016 |
-17.8% |
0.0176 |
| ATR |
0.0083 |
0.0083 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
9 |
7 |
-2 |
-22.2% |
58 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0819 |
1.0791 |
1.0655 |
|
| R3 |
1.0745 |
1.0717 |
1.0634 |
|
| R2 |
1.0671 |
1.0671 |
1.0628 |
|
| R1 |
1.0643 |
1.0643 |
1.0621 |
1.0657 |
| PP |
1.0597 |
1.0597 |
1.0597 |
1.0605 |
| S1 |
1.0569 |
1.0569 |
1.0607 |
1.0583 |
| S2 |
1.0523 |
1.0523 |
1.0600 |
|
| S3 |
1.0449 |
1.0495 |
1.0594 |
|
| S4 |
1.0375 |
1.0421 |
1.0573 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1091 |
1.1029 |
1.0711 |
|
| R3 |
1.0915 |
1.0853 |
1.0662 |
|
| R2 |
1.0739 |
1.0739 |
1.0646 |
|
| R1 |
1.0677 |
1.0677 |
1.0630 |
1.0708 |
| PP |
1.0563 |
1.0563 |
1.0563 |
1.0579 |
| S1 |
1.0501 |
1.0501 |
1.0598 |
1.0532 |
| S2 |
1.0387 |
1.0387 |
1.0582 |
|
| S3 |
1.0211 |
1.0325 |
1.0566 |
|
| S4 |
1.0035 |
1.0149 |
1.0517 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0941 |
|
2.618 |
1.0820 |
|
1.618 |
1.0746 |
|
1.000 |
1.0700 |
|
0.618 |
1.0672 |
|
HIGH |
1.0626 |
|
0.618 |
1.0598 |
|
0.500 |
1.0589 |
|
0.382 |
1.0580 |
|
LOW |
1.0552 |
|
0.618 |
1.0506 |
|
1.000 |
1.0478 |
|
1.618 |
1.0432 |
|
2.618 |
1.0358 |
|
4.250 |
1.0238 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0606 |
1.0589 |
| PP |
1.0597 |
1.0563 |
| S1 |
1.0589 |
1.0538 |
|