CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1500 |
1.1459 |
-0.0041 |
-0.4% |
1.1858 |
| High |
1.1508 |
1.1531 |
0.0023 |
0.2% |
1.1882 |
| Low |
1.1453 |
1.1453 |
0.0000 |
0.0% |
1.1548 |
| Close |
1.1485 |
1.1478 |
-0.0007 |
-0.1% |
1.1625 |
| Range |
0.0055 |
0.0078 |
0.0023 |
41.8% |
0.0334 |
| ATR |
0.0091 |
0.0090 |
-0.0001 |
-1.0% |
0.0000 |
| Volume |
71,546 |
114,674 |
43,128 |
60.3% |
313,282 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1721 |
1.1678 |
1.1521 |
|
| R3 |
1.1643 |
1.1600 |
1.1499 |
|
| R2 |
1.1565 |
1.1565 |
1.1492 |
|
| R1 |
1.1522 |
1.1522 |
1.1485 |
1.1544 |
| PP |
1.1487 |
1.1487 |
1.1487 |
1.1498 |
| S1 |
1.1444 |
1.1444 |
1.1471 |
1.1466 |
| S2 |
1.1409 |
1.1409 |
1.1464 |
|
| S3 |
1.1331 |
1.1366 |
1.1457 |
|
| S4 |
1.1253 |
1.1288 |
1.1435 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2687 |
1.2490 |
1.1809 |
|
| R3 |
1.2353 |
1.2156 |
1.1717 |
|
| R2 |
1.2019 |
1.2019 |
1.1686 |
|
| R1 |
1.1822 |
1.1822 |
1.1656 |
1.1754 |
| PP |
1.1685 |
1.1685 |
1.1685 |
1.1651 |
| S1 |
1.1488 |
1.1488 |
1.1594 |
1.1420 |
| S2 |
1.1351 |
1.1351 |
1.1564 |
|
| S3 |
1.1017 |
1.1154 |
1.1533 |
|
| S4 |
1.0683 |
1.0820 |
1.1441 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1707 |
1.1453 |
0.0254 |
2.2% |
0.0093 |
0.8% |
10% |
False |
True |
92,178 |
| 10 |
1.1934 |
1.1453 |
0.0481 |
4.2% |
0.0085 |
0.7% |
5% |
False |
True |
91,940 |
| 20 |
1.2231 |
1.1453 |
0.0778 |
6.8% |
0.0084 |
0.7% |
3% |
False |
True |
81,681 |
| 40 |
1.2658 |
1.1453 |
0.1205 |
10.5% |
0.0086 |
0.7% |
2% |
False |
True |
41,549 |
| 60 |
1.2830 |
1.1453 |
0.1377 |
12.0% |
0.0073 |
0.6% |
2% |
False |
True |
27,717 |
| 80 |
1.2950 |
1.1453 |
0.1497 |
13.0% |
0.0067 |
0.6% |
2% |
False |
True |
20,796 |
| 100 |
1.2950 |
1.1453 |
0.1497 |
13.0% |
0.0057 |
0.5% |
2% |
False |
True |
16,639 |
| 120 |
1.2950 |
1.1453 |
0.1497 |
13.0% |
0.0048 |
0.4% |
2% |
False |
True |
13,866 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1863 |
|
2.618 |
1.1735 |
|
1.618 |
1.1657 |
|
1.000 |
1.1609 |
|
0.618 |
1.1579 |
|
HIGH |
1.1531 |
|
0.618 |
1.1501 |
|
0.500 |
1.1492 |
|
0.382 |
1.1483 |
|
LOW |
1.1453 |
|
0.618 |
1.1405 |
|
1.000 |
1.1375 |
|
1.618 |
1.1327 |
|
2.618 |
1.1249 |
|
4.250 |
1.1122 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1492 |
1.1557 |
| PP |
1.1487 |
1.1530 |
| S1 |
1.1483 |
1.1504 |
|