CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 16-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Jan-2013 |
16-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1183 |
1.1266 |
0.0083 |
0.7% |
1.1328 |
| High |
1.1332 |
1.1396 |
0.0064 |
0.6% |
1.1522 |
| Low |
1.1162 |
1.1259 |
0.0097 |
0.9% |
1.1185 |
| Close |
1.1266 |
1.1304 |
0.0038 |
0.3% |
1.1219 |
| Range |
0.0170 |
0.0137 |
-0.0033 |
-19.4% |
0.0337 |
| ATR |
0.0110 |
0.0112 |
0.0002 |
1.8% |
0.0000 |
| Volume |
232,955 |
215,825 |
-17,130 |
-7.4% |
764,277 |
|
| Daily Pivots for day following 16-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1731 |
1.1654 |
1.1379 |
|
| R3 |
1.1594 |
1.1517 |
1.1342 |
|
| R2 |
1.1457 |
1.1457 |
1.1329 |
|
| R1 |
1.1380 |
1.1380 |
1.1317 |
1.1419 |
| PP |
1.1320 |
1.1320 |
1.1320 |
1.1339 |
| S1 |
1.1243 |
1.1243 |
1.1291 |
1.1282 |
| S2 |
1.1183 |
1.1183 |
1.1279 |
|
| S3 |
1.1046 |
1.1106 |
1.1266 |
|
| S4 |
1.0909 |
1.0969 |
1.1229 |
|
|
| 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 |
1.1401 |
1.1160 |
0.0241 |
2.1% |
0.0121 |
1.1% |
60% |
False |
False |
185,377 |
| 10 |
1.1531 |
1.1160 |
0.0371 |
3.3% |
0.0121 |
1.1% |
39% |
False |
False |
166,619 |
| 20 |
1.1939 |
1.1160 |
0.0779 |
6.9% |
0.0102 |
0.9% |
18% |
False |
False |
128,768 |
| 40 |
1.2345 |
1.1160 |
0.1185 |
10.5% |
0.0093 |
0.8% |
12% |
False |
False |
80,294 |
| 60 |
1.2658 |
1.1160 |
0.1498 |
13.3% |
0.0086 |
0.8% |
10% |
False |
False |
53,570 |
| 80 |
1.2934 |
1.1160 |
0.1774 |
15.7% |
0.0075 |
0.7% |
8% |
False |
False |
40,187 |
| 100 |
1.2950 |
1.1160 |
0.1790 |
15.8% |
0.0066 |
0.6% |
8% |
False |
False |
32,154 |
| 120 |
1.2950 |
1.1160 |
0.1790 |
15.8% |
0.0057 |
0.5% |
8% |
False |
False |
26,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1978 |
|
2.618 |
1.1755 |
|
1.618 |
1.1618 |
|
1.000 |
1.1533 |
|
0.618 |
1.1481 |
|
HIGH |
1.1396 |
|
0.618 |
1.1344 |
|
0.500 |
1.1328 |
|
0.382 |
1.1311 |
|
LOW |
1.1259 |
|
0.618 |
1.1174 |
|
1.000 |
1.1122 |
|
1.618 |
1.1037 |
|
2.618 |
1.0900 |
|
4.250 |
1.0677 |
|
|
| Fisher Pivots for day following 16-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1328 |
1.1295 |
| PP |
1.1320 |
1.1287 |
| S1 |
1.1312 |
1.1278 |
|