CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0407 |
1.0405 |
-0.0002 |
0.0% |
1.0422 |
| High |
1.0452 |
1.0519 |
0.0067 |
0.6% |
1.0519 |
| Low |
1.0350 |
1.0388 |
0.0038 |
0.4% |
1.0340 |
| Close |
1.0410 |
1.0477 |
0.0067 |
0.6% |
1.0477 |
| Range |
0.0102 |
0.0131 |
0.0029 |
28.4% |
0.0179 |
| ATR |
0.0129 |
0.0130 |
0.0000 |
0.1% |
0.0000 |
| Volume |
180,170 |
49,066 |
-131,104 |
-72.8% |
791,055 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0854 |
1.0797 |
1.0549 |
|
| R3 |
1.0723 |
1.0666 |
1.0513 |
|
| R2 |
1.0592 |
1.0592 |
1.0501 |
|
| R1 |
1.0535 |
1.0535 |
1.0489 |
1.0564 |
| PP |
1.0461 |
1.0461 |
1.0461 |
1.0476 |
| S1 |
1.0404 |
1.0404 |
1.0465 |
1.0433 |
| S2 |
1.0330 |
1.0330 |
1.0453 |
|
| S3 |
1.0199 |
1.0273 |
1.0441 |
|
| S4 |
1.0068 |
1.0142 |
1.0405 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0982 |
1.0909 |
1.0575 |
|
| R3 |
1.0803 |
1.0730 |
1.0526 |
|
| R2 |
1.0624 |
1.0624 |
1.0510 |
|
| R1 |
1.0551 |
1.0551 |
1.0493 |
1.0588 |
| PP |
1.0445 |
1.0445 |
1.0445 |
1.0464 |
| S1 |
1.0372 |
1.0372 |
1.0461 |
1.0409 |
| S2 |
1.0266 |
1.0266 |
1.0444 |
|
| S3 |
1.0087 |
1.0193 |
1.0428 |
|
| S4 |
0.9908 |
1.0014 |
1.0379 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0519 |
1.0340 |
0.0179 |
1.7% |
0.0098 |
0.9% |
77% |
True |
False |
158,211 |
| 10 |
1.0764 |
1.0340 |
0.0424 |
4.0% |
0.0109 |
1.0% |
32% |
False |
False |
163,433 |
| 20 |
1.1009 |
1.0340 |
0.0669 |
6.4% |
0.0134 |
1.3% |
20% |
False |
False |
190,904 |
| 40 |
1.1360 |
1.0340 |
0.1020 |
9.7% |
0.0141 |
1.3% |
13% |
False |
False |
201,072 |
| 60 |
1.1939 |
1.0340 |
0.1599 |
15.3% |
0.0128 |
1.2% |
9% |
False |
False |
176,971 |
| 80 |
1.2345 |
1.0340 |
0.2005 |
19.1% |
0.0117 |
1.1% |
7% |
False |
False |
140,683 |
| 100 |
1.2658 |
1.0340 |
0.2318 |
22.1% |
0.0108 |
1.0% |
6% |
False |
False |
112,571 |
| 120 |
1.2934 |
1.0340 |
0.2594 |
24.8% |
0.0097 |
0.9% |
5% |
False |
False |
93,815 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1076 |
|
2.618 |
1.0862 |
|
1.618 |
1.0731 |
|
1.000 |
1.0650 |
|
0.618 |
1.0600 |
|
HIGH |
1.0519 |
|
0.618 |
1.0469 |
|
0.500 |
1.0454 |
|
0.382 |
1.0438 |
|
LOW |
1.0388 |
|
0.618 |
1.0307 |
|
1.000 |
1.0257 |
|
1.618 |
1.0176 |
|
2.618 |
1.0045 |
|
4.250 |
0.9831 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0469 |
1.0463 |
| PP |
1.0461 |
1.0449 |
| S1 |
1.0454 |
1.0435 |
|