CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1034 |
1.1021 |
-0.0013 |
-0.1% |
1.1097 |
| High |
1.1074 |
1.1027 |
-0.0047 |
-0.4% |
1.1360 |
| Low |
1.0989 |
1.0943 |
-0.0046 |
-0.4% |
1.0969 |
| Close |
1.1027 |
1.0968 |
-0.0059 |
-0.5% |
1.0993 |
| Range |
0.0085 |
0.0084 |
-0.0001 |
-1.2% |
0.0391 |
| ATR |
0.0129 |
0.0126 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
163,385 |
179,475 |
16,090 |
9.8% |
985,441 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1231 |
1.1184 |
1.1014 |
|
| R3 |
1.1147 |
1.1100 |
1.0991 |
|
| R2 |
1.1063 |
1.1063 |
1.0983 |
|
| R1 |
1.1016 |
1.1016 |
1.0976 |
1.0998 |
| PP |
1.0979 |
1.0979 |
1.0979 |
1.0970 |
| S1 |
1.0932 |
1.0932 |
1.0960 |
1.0914 |
| S2 |
1.0895 |
1.0895 |
1.0953 |
|
| S3 |
1.0811 |
1.0848 |
1.0945 |
|
| S4 |
1.0727 |
1.0764 |
1.0922 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2280 |
1.2028 |
1.1208 |
|
| R3 |
1.1889 |
1.1637 |
1.1101 |
|
| R2 |
1.1498 |
1.1498 |
1.1065 |
|
| R1 |
1.1246 |
1.1246 |
1.1029 |
1.1177 |
| PP |
1.1107 |
1.1107 |
1.1107 |
1.1073 |
| S1 |
1.0855 |
1.0855 |
1.0957 |
1.0786 |
| S2 |
1.0716 |
1.0716 |
1.0921 |
|
| S3 |
1.0325 |
1.0464 |
1.0885 |
|
| S4 |
0.9934 |
1.0073 |
1.0778 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1313 |
1.0943 |
0.0370 |
3.4% |
0.0134 |
1.2% |
7% |
False |
True |
182,345 |
| 10 |
1.1396 |
1.0943 |
0.0453 |
4.1% |
0.0147 |
1.3% |
6% |
False |
True |
214,519 |
| 20 |
1.1531 |
1.0943 |
0.0588 |
5.4% |
0.0130 |
1.2% |
4% |
False |
True |
183,355 |
| 40 |
1.2249 |
1.0943 |
0.1306 |
11.9% |
0.0107 |
1.0% |
2% |
False |
True |
128,220 |
| 60 |
1.2658 |
1.0943 |
0.1715 |
15.6% |
0.0100 |
0.9% |
1% |
False |
True |
85,716 |
| 80 |
1.2830 |
1.0943 |
0.1887 |
17.2% |
0.0087 |
0.8% |
1% |
False |
True |
64,299 |
| 100 |
1.2950 |
1.0943 |
0.2007 |
18.3% |
0.0080 |
0.7% |
1% |
False |
True |
51,446 |
| 120 |
1.2950 |
1.0943 |
0.2007 |
18.3% |
0.0068 |
0.6% |
1% |
False |
True |
42,873 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1384 |
|
2.618 |
1.1247 |
|
1.618 |
1.1163 |
|
1.000 |
1.1111 |
|
0.618 |
1.1079 |
|
HIGH |
1.1027 |
|
0.618 |
1.0995 |
|
0.500 |
1.0985 |
|
0.382 |
1.0975 |
|
LOW |
1.0943 |
|
0.618 |
1.0891 |
|
1.000 |
1.0859 |
|
1.618 |
1.0807 |
|
2.618 |
1.0723 |
|
4.250 |
1.0586 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0985 |
1.1009 |
| PP |
1.0979 |
1.0995 |
| S1 |
1.0974 |
1.0982 |
|