CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1440 |
1.1328 |
-0.0112 |
-1.0% |
1.1656 |
| High |
1.1478 |
1.1418 |
-0.0060 |
-0.5% |
1.1660 |
| Low |
1.1317 |
1.1325 |
0.0008 |
0.1% |
1.1317 |
| Close |
1.1352 |
1.1391 |
0.0039 |
0.3% |
1.1352 |
| Range |
0.0161 |
0.0093 |
-0.0068 |
-42.2% |
0.0343 |
| ATR |
0.0095 |
0.0095 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
214,217 |
120,865 |
-93,352 |
-43.6% |
464,784 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1657 |
1.1617 |
1.1442 |
|
| R3 |
1.1564 |
1.1524 |
1.1417 |
|
| R2 |
1.1471 |
1.1471 |
1.1408 |
|
| R1 |
1.1431 |
1.1431 |
1.1400 |
1.1451 |
| PP |
1.1378 |
1.1378 |
1.1378 |
1.1388 |
| S1 |
1.1338 |
1.1338 |
1.1382 |
1.1358 |
| S2 |
1.1285 |
1.1285 |
1.1374 |
|
| S3 |
1.1192 |
1.1245 |
1.1365 |
|
| S4 |
1.1099 |
1.1152 |
1.1340 |
|
|
| 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% |
0.0104 |
0.9% |
22% |
False |
False |
117,129 |
| 10 |
1.1934 |
1.1317 |
0.0617 |
5.4% |
0.0096 |
0.8% |
12% |
False |
False |
101,735 |
| 20 |
1.2188 |
1.1317 |
0.0871 |
7.6% |
0.0089 |
0.8% |
8% |
False |
False |
97,312 |
| 40 |
1.2658 |
1.1317 |
0.1341 |
11.8% |
0.0088 |
0.8% |
6% |
False |
False |
49,925 |
| 60 |
1.2830 |
1.1317 |
0.1513 |
13.3% |
0.0076 |
0.7% |
5% |
False |
False |
33,301 |
| 80 |
1.2950 |
1.1317 |
0.1633 |
14.3% |
0.0070 |
0.6% |
5% |
False |
False |
24,984 |
| 100 |
1.2950 |
1.1317 |
0.1633 |
14.3% |
0.0060 |
0.5% |
5% |
False |
False |
19,989 |
| 120 |
1.2950 |
1.1317 |
0.1633 |
14.3% |
0.0050 |
0.4% |
5% |
False |
False |
16,659 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1813 |
|
2.618 |
1.1661 |
|
1.618 |
1.1568 |
|
1.000 |
1.1511 |
|
0.618 |
1.1475 |
|
HIGH |
1.1418 |
|
0.618 |
1.1382 |
|
0.500 |
1.1372 |
|
0.382 |
1.1361 |
|
LOW |
1.1325 |
|
0.618 |
1.1268 |
|
1.000 |
1.1232 |
|
1.618 |
1.1175 |
|
2.618 |
1.1082 |
|
4.250 |
1.0930 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1385 |
1.1424 |
| PP |
1.1378 |
1.1413 |
| S1 |
1.1372 |
1.1402 |
|