CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 15-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Jan-2013 |
15-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1183 |
0.0000 |
0.0% |
1.1328 |
| High |
1.1232 |
1.1332 |
0.0100 |
0.9% |
1.1522 |
| Low |
1.1160 |
1.1162 |
0.0002 |
0.0% |
1.1185 |
| Close |
1.1193 |
1.1266 |
0.0073 |
0.7% |
1.1219 |
| Range |
0.0072 |
0.0170 |
0.0098 |
136.1% |
0.0337 |
| ATR |
0.0105 |
0.0110 |
0.0005 |
4.4% |
0.0000 |
| Volume |
124,245 |
232,955 |
108,710 |
87.5% |
764,277 |
|
| Daily Pivots for day following 15-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1763 |
1.1685 |
1.1360 |
|
| R3 |
1.1593 |
1.1515 |
1.1313 |
|
| R2 |
1.1423 |
1.1423 |
1.1297 |
|
| R1 |
1.1345 |
1.1345 |
1.1282 |
1.1384 |
| PP |
1.1253 |
1.1253 |
1.1253 |
1.1273 |
| S1 |
1.1175 |
1.1175 |
1.1250 |
1.1214 |
| S2 |
1.1083 |
1.1083 |
1.1235 |
|
| S3 |
1.0913 |
1.1005 |
1.1219 |
|
| S4 |
1.0743 |
1.0835 |
1.1173 |
|
|
| 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 |
1.1160 |
0.0362 |
3.2% |
0.0124 |
1.1% |
29% |
False |
False |
169,835 |
| 10 |
1.1531 |
1.1160 |
0.0371 |
3.3% |
0.0113 |
1.0% |
29% |
False |
False |
152,191 |
| 20 |
1.1992 |
1.1160 |
0.0832 |
7.4% |
0.0101 |
0.9% |
13% |
False |
False |
123,911 |
| 40 |
1.2375 |
1.1160 |
0.1215 |
10.8% |
0.0092 |
0.8% |
9% |
False |
False |
74,906 |
| 60 |
1.2658 |
1.1160 |
0.1498 |
13.3% |
0.0084 |
0.7% |
7% |
False |
False |
49,975 |
| 80 |
1.2934 |
1.1160 |
0.1774 |
15.7% |
0.0073 |
0.6% |
6% |
False |
False |
37,489 |
| 100 |
1.2950 |
1.1160 |
0.1790 |
15.9% |
0.0065 |
0.6% |
6% |
False |
False |
29,995 |
| 120 |
1.2950 |
1.1160 |
0.1790 |
15.9% |
0.0056 |
0.5% |
6% |
False |
False |
24,997 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2055 |
|
2.618 |
1.1777 |
|
1.618 |
1.1607 |
|
1.000 |
1.1502 |
|
0.618 |
1.1437 |
|
HIGH |
1.1332 |
|
0.618 |
1.1267 |
|
0.500 |
1.1247 |
|
0.382 |
1.1227 |
|
LOW |
1.1162 |
|
0.618 |
1.1057 |
|
1.000 |
1.0992 |
|
1.618 |
1.0887 |
|
2.618 |
1.0717 |
|
4.250 |
1.0440 |
|
|
| Fisher Pivots for day following 15-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1260 |
1.1259 |
| PP |
1.1253 |
1.1253 |
| S1 |
1.1247 |
1.1246 |
|