CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0573 |
1.0651 |
0.0078 |
0.7% |
1.0550 |
| High |
1.0700 |
1.0651 |
-0.0049 |
-0.5% |
1.0626 |
| Low |
1.0573 |
1.0608 |
0.0035 |
0.3% |
1.0450 |
| Close |
1.0661 |
1.0608 |
-0.0053 |
-0.5% |
1.0614 |
| Range |
0.0127 |
0.0043 |
-0.0084 |
-66.1% |
0.0176 |
| ATR |
0.0086 |
0.0083 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
7 |
7 |
0 |
0.0% |
58 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0751 |
1.0723 |
1.0632 |
|
| R3 |
1.0708 |
1.0680 |
1.0620 |
|
| R2 |
1.0665 |
1.0665 |
1.0616 |
|
| R1 |
1.0637 |
1.0637 |
1.0612 |
1.0630 |
| PP |
1.0622 |
1.0622 |
1.0622 |
1.0619 |
| S1 |
1.0594 |
1.0594 |
1.0604 |
1.0587 |
| S2 |
1.0579 |
1.0579 |
1.0600 |
|
| S3 |
1.0536 |
1.0551 |
1.0596 |
|
| S4 |
1.0493 |
1.0508 |
1.0584 |
|
|
| 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 |
1.0834 |
|
2.618 |
1.0764 |
|
1.618 |
1.0721 |
|
1.000 |
1.0694 |
|
0.618 |
1.0678 |
|
HIGH |
1.0651 |
|
0.618 |
1.0635 |
|
0.500 |
1.0630 |
|
0.382 |
1.0624 |
|
LOW |
1.0608 |
|
0.618 |
1.0581 |
|
1.000 |
1.0565 |
|
1.618 |
1.0538 |
|
2.618 |
1.0495 |
|
4.250 |
1.0425 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0630 |
1.0626 |
| PP |
1.0622 |
1.0620 |
| S1 |
1.0615 |
1.0614 |
|