CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0417 |
1.0407 |
-0.0010 |
-0.1% |
1.0689 |
| High |
1.0478 |
1.0452 |
-0.0026 |
-0.2% |
1.0764 |
| Low |
1.0388 |
1.0350 |
-0.0038 |
-0.4% |
1.0357 |
| Close |
1.0414 |
1.0410 |
-0.0004 |
0.0% |
1.0438 |
| Range |
0.0090 |
0.0102 |
0.0012 |
13.3% |
0.0407 |
| ATR |
0.0132 |
0.0129 |
-0.0002 |
-1.6% |
0.0000 |
| Volume |
212,282 |
180,170 |
-32,112 |
-15.1% |
843,283 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0710 |
1.0662 |
1.0466 |
|
| R3 |
1.0608 |
1.0560 |
1.0438 |
|
| R2 |
1.0506 |
1.0506 |
1.0429 |
|
| R1 |
1.0458 |
1.0458 |
1.0419 |
1.0482 |
| PP |
1.0404 |
1.0404 |
1.0404 |
1.0416 |
| S1 |
1.0356 |
1.0356 |
1.0401 |
1.0380 |
| S2 |
1.0302 |
1.0302 |
1.0391 |
|
| S3 |
1.0200 |
1.0254 |
1.0382 |
|
| S4 |
1.0098 |
1.0152 |
1.0354 |
|
|
| 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 |
1.0544 |
1.0340 |
0.0204 |
2.0% |
0.0109 |
1.0% |
34% |
False |
False |
201,016 |
| 10 |
1.0819 |
1.0340 |
0.0479 |
4.6% |
0.0110 |
1.1% |
15% |
False |
False |
176,685 |
| 20 |
1.1009 |
1.0340 |
0.0669 |
6.4% |
0.0134 |
1.3% |
10% |
False |
False |
197,299 |
| 40 |
1.1396 |
1.0340 |
0.1056 |
10.1% |
0.0141 |
1.4% |
7% |
False |
False |
205,241 |
| 60 |
1.1992 |
1.0340 |
0.1652 |
15.9% |
0.0128 |
1.2% |
4% |
False |
False |
178,131 |
| 80 |
1.2375 |
1.0340 |
0.2035 |
19.5% |
0.0116 |
1.1% |
3% |
False |
False |
140,074 |
| 100 |
1.2658 |
1.0340 |
0.2318 |
22.3% |
0.0107 |
1.0% |
3% |
False |
False |
112,081 |
| 120 |
1.2934 |
1.0340 |
0.2594 |
24.9% |
0.0096 |
0.9% |
3% |
False |
False |
93,406 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0886 |
|
2.618 |
1.0719 |
|
1.618 |
1.0617 |
|
1.000 |
1.0554 |
|
0.618 |
1.0515 |
|
HIGH |
1.0452 |
|
0.618 |
1.0413 |
|
0.500 |
1.0401 |
|
0.382 |
1.0389 |
|
LOW |
1.0350 |
|
0.618 |
1.0287 |
|
1.000 |
1.0248 |
|
1.618 |
1.0185 |
|
2.618 |
1.0083 |
|
4.250 |
0.9917 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0407 |
1.0410 |
| PP |
1.0404 |
1.0409 |
| S1 |
1.0401 |
1.0409 |
|