CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1440 |
1.1521 |
0.0081 |
0.7% |
1.1656 |
| High |
1.1514 |
1.1522 |
0.0008 |
0.1% |
1.1660 |
| Low |
1.1393 |
1.1367 |
-0.0026 |
-0.2% |
1.1317 |
| Close |
1.1474 |
1.1401 |
-0.0073 |
-0.6% |
1.1352 |
| Range |
0.0121 |
0.0155 |
0.0034 |
28.1% |
0.0343 |
| ATR |
0.0097 |
0.0101 |
0.0004 |
4.3% |
0.0000 |
| Volume |
151,434 |
138,115 |
-13,319 |
-8.8% |
464,784 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1895 |
1.1803 |
1.1486 |
|
| R3 |
1.1740 |
1.1648 |
1.1444 |
|
| R2 |
1.1585 |
1.1585 |
1.1429 |
|
| R1 |
1.1493 |
1.1493 |
1.1415 |
1.1462 |
| PP |
1.1430 |
1.1430 |
1.1430 |
1.1414 |
| S1 |
1.1338 |
1.1338 |
1.1387 |
1.1307 |
| S2 |
1.1275 |
1.1275 |
1.1373 |
|
| S3 |
1.1120 |
1.1183 |
1.1358 |
|
| S4 |
1.0965 |
1.1028 |
1.1316 |
|
|
| 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% |
0.0122 |
1.1% |
39% |
False |
False |
147,861 |
| 10 |
1.1739 |
1.1317 |
0.0422 |
3.7% |
0.0106 |
0.9% |
20% |
False |
False |
114,972 |
| 20 |
1.2160 |
1.1317 |
0.0843 |
7.4% |
0.0094 |
0.8% |
10% |
False |
False |
109,691 |
| 40 |
1.2630 |
1.1317 |
0.1313 |
11.5% |
0.0091 |
0.8% |
6% |
False |
False |
57,154 |
| 60 |
1.2729 |
1.1317 |
0.1412 |
12.4% |
0.0079 |
0.7% |
6% |
False |
False |
38,126 |
| 80 |
1.2934 |
1.1317 |
0.1617 |
14.2% |
0.0071 |
0.6% |
5% |
False |
False |
28,603 |
| 100 |
1.2950 |
1.1317 |
0.1633 |
14.3% |
0.0062 |
0.5% |
5% |
False |
False |
22,885 |
| 120 |
1.2950 |
1.1317 |
0.1633 |
14.3% |
0.0053 |
0.5% |
5% |
False |
False |
19,071 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2181 |
|
2.618 |
1.1928 |
|
1.618 |
1.1773 |
|
1.000 |
1.1677 |
|
0.618 |
1.1618 |
|
HIGH |
1.1522 |
|
0.618 |
1.1463 |
|
0.500 |
1.1445 |
|
0.382 |
1.1426 |
|
LOW |
1.1367 |
|
0.618 |
1.1271 |
|
1.000 |
1.1212 |
|
1.618 |
1.1116 |
|
2.618 |
1.0961 |
|
4.250 |
1.0708 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1445 |
1.1424 |
| PP |
1.1430 |
1.1416 |
| S1 |
1.1416 |
1.1409 |
|