CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 04-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
03-Jan-2013 |
04-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1459 |
1.1440 |
-0.0019 |
-0.2% |
1.1656 |
| High |
1.1531 |
1.1478 |
-0.0053 |
-0.5% |
1.1660 |
| Low |
1.1453 |
1.1317 |
-0.0136 |
-1.2% |
1.1317 |
| Close |
1.1478 |
1.1352 |
-0.0126 |
-1.1% |
1.1352 |
| Range |
0.0078 |
0.0161 |
0.0083 |
106.4% |
0.0343 |
| ATR |
0.0090 |
0.0095 |
0.0005 |
5.6% |
0.0000 |
| Volume |
114,674 |
214,217 |
99,543 |
86.8% |
464,784 |
|
| Daily Pivots for day following 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1865 |
1.1770 |
1.1441 |
|
| R3 |
1.1704 |
1.1609 |
1.1396 |
|
| R2 |
1.1543 |
1.1543 |
1.1382 |
|
| R1 |
1.1448 |
1.1448 |
1.1367 |
1.1415 |
| PP |
1.1382 |
1.1382 |
1.1382 |
1.1366 |
| S1 |
1.1287 |
1.1287 |
1.1337 |
1.1254 |
| S2 |
1.1221 |
1.1221 |
1.1322 |
|
| S3 |
1.1060 |
1.1126 |
1.1308 |
|
| S4 |
1.0899 |
1.0965 |
1.1263 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2472 |
1.2255 |
1.1541 |
|
| R3 |
1.2129 |
1.1912 |
1.1446 |
|
| R2 |
1.1786 |
1.1786 |
1.1415 |
|
| R1 |
1.1569 |
1.1569 |
1.1383 |
1.1506 |
| PP |
1.1443 |
1.1443 |
1.1443 |
1.1412 |
| S1 |
1.1226 |
1.1226 |
1.1321 |
1.1163 |
| S2 |
1.1100 |
1.1100 |
1.1289 |
|
| S3 |
1.0757 |
1.0883 |
1.1258 |
|
| S4 |
1.0414 |
1.0540 |
1.1163 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1660 |
1.1317 |
0.0343 |
3.0% |
0.0107 |
0.9% |
10% |
False |
True |
111,109 |
| 10 |
1.1934 |
1.1317 |
0.0617 |
5.4% |
0.0096 |
0.8% |
6% |
False |
True |
102,230 |
| 20 |
1.2188 |
1.1317 |
0.0871 |
7.7% |
0.0087 |
0.8% |
4% |
False |
True |
91,560 |
| 40 |
1.2658 |
1.1317 |
0.1341 |
11.8% |
0.0088 |
0.8% |
3% |
False |
True |
46,904 |
| 60 |
1.2830 |
1.1317 |
0.1513 |
13.3% |
0.0075 |
0.7% |
2% |
False |
True |
31,287 |
| 80 |
1.2950 |
1.1317 |
0.1633 |
14.4% |
0.0069 |
0.6% |
2% |
False |
True |
23,474 |
| 100 |
1.2950 |
1.1317 |
0.1633 |
14.4% |
0.0059 |
0.5% |
2% |
False |
True |
18,781 |
| 120 |
1.2950 |
1.1317 |
0.1633 |
14.4% |
0.0050 |
0.4% |
2% |
False |
True |
15,651 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2162 |
|
2.618 |
1.1899 |
|
1.618 |
1.1738 |
|
1.000 |
1.1639 |
|
0.618 |
1.1577 |
|
HIGH |
1.1478 |
|
0.618 |
1.1416 |
|
0.500 |
1.1398 |
|
0.382 |
1.1379 |
|
LOW |
1.1317 |
|
0.618 |
1.1218 |
|
1.000 |
1.1156 |
|
1.618 |
1.1057 |
|
2.618 |
1.0896 |
|
4.250 |
1.0633 |
|
|
| Fisher Pivots for day following 04-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1398 |
1.1424 |
| PP |
1.1382 |
1.1400 |
| S1 |
1.1367 |
1.1376 |
|