CME Japanese Yen Future December 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 |
1.0586 |
1.0660 |
0.0074 |
0.7% |
1.0550 |
| High |
1.0622 |
1.0660 |
0.0038 |
0.4% |
1.0626 |
| Low |
1.0565 |
1.0654 |
0.0089 |
0.8% |
1.0450 |
| Close |
1.0622 |
1.0654 |
0.0032 |
0.3% |
1.0614 |
| Range |
0.0057 |
0.0006 |
-0.0051 |
-89.5% |
0.0176 |
| ATR |
0.0082 |
0.0078 |
-0.0003 |
-3.8% |
0.0000 |
| Volume |
3 |
5 |
2 |
66.7% |
58 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0674 |
1.0670 |
1.0657 |
|
| R3 |
1.0668 |
1.0664 |
1.0656 |
|
| R2 |
1.0662 |
1.0662 |
1.0655 |
|
| R1 |
1.0658 |
1.0658 |
1.0655 |
1.0657 |
| PP |
1.0656 |
1.0656 |
1.0656 |
1.0656 |
| S1 |
1.0652 |
1.0652 |
1.0653 |
1.0651 |
| S2 |
1.0650 |
1.0650 |
1.0653 |
|
| S3 |
1.0644 |
1.0646 |
1.0652 |
|
| S4 |
1.0638 |
1.0640 |
1.0651 |
|
|
| 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 |
1.0686 |
|
2.618 |
1.0676 |
|
1.618 |
1.0670 |
|
1.000 |
1.0666 |
|
0.618 |
1.0664 |
|
HIGH |
1.0660 |
|
0.618 |
1.0658 |
|
0.500 |
1.0657 |
|
0.382 |
1.0656 |
|
LOW |
1.0654 |
|
0.618 |
1.0650 |
|
1.000 |
1.0648 |
|
1.618 |
1.0644 |
|
2.618 |
1.0638 |
|
4.250 |
1.0629 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0657 |
1.0640 |
| PP |
1.0656 |
1.0626 |
| S1 |
1.0655 |
1.0613 |
|