CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1328 |
1.1440 |
0.0112 |
1.0% |
1.1656 |
| High |
1.1418 |
1.1514 |
0.0096 |
0.8% |
1.1660 |
| Low |
1.1325 |
1.1393 |
0.0068 |
0.6% |
1.1317 |
| Close |
1.1391 |
1.1474 |
0.0083 |
0.7% |
1.1352 |
| Range |
0.0093 |
0.0121 |
0.0028 |
30.1% |
0.0343 |
| ATR |
0.0095 |
0.0097 |
0.0002 |
2.1% |
0.0000 |
| Volume |
120,865 |
151,434 |
30,569 |
25.3% |
464,784 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1823 |
1.1770 |
1.1541 |
|
| R3 |
1.1702 |
1.1649 |
1.1507 |
|
| R2 |
1.1581 |
1.1581 |
1.1496 |
|
| R1 |
1.1528 |
1.1528 |
1.1485 |
1.1555 |
| PP |
1.1460 |
1.1460 |
1.1460 |
1.1474 |
| S1 |
1.1407 |
1.1407 |
1.1463 |
1.1434 |
| S2 |
1.1339 |
1.1339 |
1.1452 |
|
| S3 |
1.1218 |
1.1286 |
1.1441 |
|
| S4 |
1.1097 |
1.1165 |
1.1407 |
|
|
| 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 |
1.1531 |
1.1317 |
0.0214 |
1.9% |
0.0102 |
0.9% |
73% |
False |
False |
134,547 |
| 10 |
1.1882 |
1.1317 |
0.0565 |
4.9% |
0.0100 |
0.9% |
28% |
False |
False |
105,036 |
| 20 |
1.2188 |
1.1317 |
0.0871 |
7.6% |
0.0090 |
0.8% |
18% |
False |
False |
104,129 |
| 40 |
1.2658 |
1.1317 |
0.1341 |
11.7% |
0.0089 |
0.8% |
12% |
False |
False |
53,709 |
| 60 |
1.2777 |
1.1317 |
0.1460 |
12.7% |
0.0077 |
0.7% |
11% |
False |
False |
35,825 |
| 80 |
1.2934 |
1.1317 |
0.1617 |
14.1% |
0.0070 |
0.6% |
10% |
False |
False |
26,877 |
| 100 |
1.2950 |
1.1317 |
0.1633 |
14.2% |
0.0061 |
0.5% |
10% |
False |
False |
21,504 |
| 120 |
1.2950 |
1.1317 |
0.1633 |
14.2% |
0.0051 |
0.4% |
10% |
False |
False |
17,920 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2028 |
|
2.618 |
1.1831 |
|
1.618 |
1.1710 |
|
1.000 |
1.1635 |
|
0.618 |
1.1589 |
|
HIGH |
1.1514 |
|
0.618 |
1.1468 |
|
0.500 |
1.1454 |
|
0.382 |
1.1439 |
|
LOW |
1.1393 |
|
0.618 |
1.1318 |
|
1.000 |
1.1272 |
|
1.618 |
1.1197 |
|
2.618 |
1.1076 |
|
4.250 |
1.0879 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1467 |
1.1455 |
| PP |
1.1460 |
1.1435 |
| S1 |
1.1454 |
1.1416 |
|