CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1021 |
1.0983 |
-0.0038 |
-0.3% |
1.1097 |
| High |
1.1027 |
1.1023 |
-0.0004 |
0.0% |
1.1360 |
| Low |
1.0943 |
1.0897 |
-0.0046 |
-0.4% |
1.0969 |
| Close |
1.0968 |
1.0945 |
-0.0023 |
-0.2% |
1.0993 |
| Range |
0.0084 |
0.0126 |
0.0042 |
50.0% |
0.0391 |
| ATR |
0.0126 |
0.0126 |
0.0000 |
0.0% |
0.0000 |
| Volume |
179,475 |
157,560 |
-21,915 |
-12.2% |
985,441 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1333 |
1.1265 |
1.1014 |
|
| R3 |
1.1207 |
1.1139 |
1.0980 |
|
| R2 |
1.1081 |
1.1081 |
1.0968 |
|
| R1 |
1.1013 |
1.1013 |
1.0957 |
1.0984 |
| PP |
1.0955 |
1.0955 |
1.0955 |
1.0941 |
| S1 |
1.0887 |
1.0887 |
1.0933 |
1.0858 |
| S2 |
1.0829 |
1.0829 |
1.0922 |
|
| S3 |
1.0703 |
1.0761 |
1.0910 |
|
| S4 |
1.0577 |
1.0635 |
1.0876 |
|
|
| 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 |
1.1119 |
1.0897 |
0.0222 |
2.0% |
0.0106 |
1.0% |
22% |
False |
True |
171,091 |
| 10 |
1.1360 |
1.0897 |
0.0463 |
4.2% |
0.0145 |
1.3% |
10% |
False |
True |
208,692 |
| 20 |
1.1531 |
1.0897 |
0.0634 |
5.8% |
0.0133 |
1.2% |
8% |
False |
True |
187,656 |
| 40 |
1.2249 |
1.0897 |
0.1352 |
12.4% |
0.0108 |
1.0% |
4% |
False |
True |
131,982 |
| 60 |
1.2658 |
1.0897 |
0.1761 |
16.1% |
0.0101 |
0.9% |
3% |
False |
True |
88,341 |
| 80 |
1.2830 |
1.0897 |
0.1933 |
17.7% |
0.0088 |
0.8% |
2% |
False |
True |
66,269 |
| 100 |
1.2950 |
1.0897 |
0.2053 |
18.8% |
0.0080 |
0.7% |
2% |
False |
True |
53,021 |
| 120 |
1.2950 |
1.0897 |
0.2053 |
18.8% |
0.0069 |
0.6% |
2% |
False |
True |
44,186 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1559 |
|
2.618 |
1.1353 |
|
1.618 |
1.1227 |
|
1.000 |
1.1149 |
|
0.618 |
1.1101 |
|
HIGH |
1.1023 |
|
0.618 |
1.0975 |
|
0.500 |
1.0960 |
|
0.382 |
1.0945 |
|
LOW |
1.0897 |
|
0.618 |
1.0819 |
|
1.000 |
1.0771 |
|
1.618 |
1.0693 |
|
2.618 |
1.0567 |
|
4.250 |
1.0362 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0960 |
1.0986 |
| PP |
1.0955 |
1.0972 |
| S1 |
1.0950 |
1.0959 |
|