CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 11-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
10-Jan-2013 |
11-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1367 |
1.1252 |
-0.0115 |
-1.0% |
1.1328 |
| High |
1.1401 |
1.1275 |
-0.0126 |
-1.1% |
1.1522 |
| Low |
1.1267 |
1.1185 |
-0.0082 |
-0.7% |
1.1185 |
| Close |
1.1346 |
1.1219 |
-0.0127 |
-1.1% |
1.1219 |
| Range |
0.0134 |
0.0090 |
-0.0044 |
-32.8% |
0.0337 |
| ATR |
0.0104 |
0.0108 |
0.0004 |
4.0% |
0.0000 |
| Volume |
162,785 |
191,078 |
28,293 |
17.4% |
764,277 |
|
| Daily Pivots for day following 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1496 |
1.1448 |
1.1269 |
|
| R3 |
1.1406 |
1.1358 |
1.1244 |
|
| R2 |
1.1316 |
1.1316 |
1.1236 |
|
| R1 |
1.1268 |
1.1268 |
1.1227 |
1.1247 |
| PP |
1.1226 |
1.1226 |
1.1226 |
1.1216 |
| S1 |
1.1178 |
1.1178 |
1.1211 |
1.1157 |
| S2 |
1.1136 |
1.1136 |
1.1203 |
|
| S3 |
1.1046 |
1.1088 |
1.1194 |
|
| S4 |
1.0956 |
1.0998 |
1.1170 |
|
|
| Weekly Pivots for week ending 11-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2320 |
1.2106 |
1.1404 |
|
| R3 |
1.1983 |
1.1769 |
1.1312 |
|
| R2 |
1.1646 |
1.1646 |
1.1281 |
|
| R1 |
1.1432 |
1.1432 |
1.1250 |
1.1371 |
| PP |
1.1309 |
1.1309 |
1.1309 |
1.1278 |
| S1 |
1.1095 |
1.1095 |
1.1188 |
1.1034 |
| S2 |
1.0972 |
1.0972 |
1.1157 |
|
| S3 |
1.0635 |
1.0758 |
1.1126 |
|
| S4 |
1.0298 |
1.0421 |
1.1034 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1522 |
1.1185 |
0.0337 |
3.0% |
0.0119 |
1.1% |
10% |
False |
True |
152,855 |
| 10 |
1.1660 |
1.1185 |
0.0475 |
4.2% |
0.0113 |
1.0% |
7% |
False |
True |
131,982 |
| 20 |
1.2038 |
1.1185 |
0.0853 |
7.6% |
0.0097 |
0.9% |
4% |
False |
True |
119,763 |
| 40 |
1.2601 |
1.1185 |
0.1416 |
12.6% |
0.0094 |
0.8% |
2% |
False |
True |
65,994 |
| 60 |
1.2727 |
1.1185 |
0.1542 |
13.7% |
0.0082 |
0.7% |
2% |
False |
True |
44,022 |
| 80 |
1.2934 |
1.1185 |
0.1749 |
15.6% |
0.0072 |
0.6% |
2% |
False |
True |
33,026 |
| 100 |
1.2950 |
1.1185 |
0.1765 |
15.7% |
0.0064 |
0.6% |
2% |
False |
True |
26,424 |
| 120 |
1.2950 |
1.1185 |
0.1765 |
15.7% |
0.0054 |
0.5% |
2% |
False |
True |
22,020 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1658 |
|
2.618 |
1.1511 |
|
1.618 |
1.1421 |
|
1.000 |
1.1365 |
|
0.618 |
1.1331 |
|
HIGH |
1.1275 |
|
0.618 |
1.1241 |
|
0.500 |
1.1230 |
|
0.382 |
1.1219 |
|
LOW |
1.1185 |
|
0.618 |
1.1129 |
|
1.000 |
1.1095 |
|
1.618 |
1.1039 |
|
2.618 |
1.0949 |
|
4.250 |
1.0803 |
|
|
| Fisher Pivots for day following 11-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1230 |
1.1354 |
| PP |
1.1226 |
1.1309 |
| S1 |
1.1223 |
1.1264 |
|