CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0537 |
1.0422 |
-0.0115 |
-1.1% |
1.0689 |
| High |
1.0544 |
1.0425 |
-0.0119 |
-1.1% |
1.0764 |
| Low |
1.0357 |
1.0375 |
0.0018 |
0.2% |
1.0357 |
| Close |
1.0438 |
1.0389 |
-0.0049 |
-0.5% |
1.0438 |
| Range |
0.0187 |
0.0050 |
-0.0137 |
-73.3% |
0.0407 |
| ATR |
0.0142 |
0.0136 |
-0.0006 |
-4.0% |
0.0000 |
| Volume |
263,092 |
128,573 |
-134,519 |
-51.1% |
843,283 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0546 |
1.0518 |
1.0417 |
|
| R3 |
1.0496 |
1.0468 |
1.0403 |
|
| R2 |
1.0446 |
1.0446 |
1.0398 |
|
| R1 |
1.0418 |
1.0418 |
1.0394 |
1.0407 |
| PP |
1.0396 |
1.0396 |
1.0396 |
1.0391 |
| S1 |
1.0368 |
1.0368 |
1.0384 |
1.0357 |
| S2 |
1.0346 |
1.0346 |
1.0380 |
|
| S3 |
1.0296 |
1.0318 |
1.0375 |
|
| S4 |
1.0246 |
1.0268 |
1.0362 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1741 |
1.1496 |
1.0662 |
|
| R3 |
1.1334 |
1.1089 |
1.0550 |
|
| R2 |
1.0927 |
1.0927 |
1.0513 |
|
| R1 |
1.0682 |
1.0682 |
1.0475 |
1.0601 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0479 |
| S1 |
1.0275 |
1.0275 |
1.0401 |
1.0194 |
| S2 |
1.0113 |
1.0113 |
1.0363 |
|
| S3 |
0.9706 |
0.9868 |
1.0326 |
|
| S4 |
0.9299 |
0.9461 |
1.0214 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0764 |
1.0357 |
0.0407 |
3.9% |
0.0117 |
1.1% |
8% |
False |
False |
170,315 |
| 10 |
1.0977 |
1.0357 |
0.0620 |
6.0% |
0.0124 |
1.2% |
5% |
False |
False |
186,911 |
| 20 |
1.1009 |
1.0357 |
0.0652 |
6.3% |
0.0144 |
1.4% |
5% |
False |
False |
196,742 |
| 40 |
1.1396 |
1.0357 |
0.1039 |
10.0% |
0.0141 |
1.4% |
3% |
False |
False |
203,613 |
| 60 |
1.2132 |
1.0357 |
0.1775 |
17.1% |
0.0127 |
1.2% |
2% |
False |
False |
174,049 |
| 80 |
1.2630 |
1.0357 |
0.2273 |
21.9% |
0.0117 |
1.1% |
1% |
False |
False |
132,416 |
| 100 |
1.2727 |
1.0357 |
0.2370 |
22.8% |
0.0105 |
1.0% |
1% |
False |
False |
105,948 |
| 120 |
1.2934 |
1.0357 |
0.2577 |
24.8% |
0.0095 |
0.9% |
1% |
False |
False |
88,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0638 |
|
2.618 |
1.0556 |
|
1.618 |
1.0506 |
|
1.000 |
1.0475 |
|
0.618 |
1.0456 |
|
HIGH |
1.0425 |
|
0.618 |
1.0406 |
|
0.500 |
1.0400 |
|
0.382 |
1.0394 |
|
LOW |
1.0375 |
|
0.618 |
1.0344 |
|
1.000 |
1.0325 |
|
1.618 |
1.0294 |
|
2.618 |
1.0244 |
|
4.250 |
1.0163 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0400 |
1.0510 |
| PP |
1.0396 |
1.0469 |
| S1 |
1.0393 |
1.0429 |
|