CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0405 |
1.0566 |
0.0161 |
1.5% |
1.0422 |
| High |
1.0519 |
1.0603 |
0.0084 |
0.8% |
1.0519 |
| Low |
1.0388 |
1.0477 |
0.0089 |
0.9% |
1.0340 |
| Close |
1.0477 |
1.0530 |
0.0053 |
0.5% |
1.0477 |
| Range |
0.0131 |
0.0126 |
-0.0005 |
-3.8% |
0.0179 |
| ATR |
0.0130 |
0.0129 |
0.0000 |
-0.2% |
0.0000 |
| Volume |
49,066 |
6,251 |
-42,815 |
-87.3% |
791,055 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0915 |
1.0848 |
1.0599 |
|
| R3 |
1.0789 |
1.0722 |
1.0565 |
|
| R2 |
1.0663 |
1.0663 |
1.0553 |
|
| R1 |
1.0596 |
1.0596 |
1.0542 |
1.0567 |
| PP |
1.0537 |
1.0537 |
1.0537 |
1.0522 |
| S1 |
1.0470 |
1.0470 |
1.0518 |
1.0441 |
| S2 |
1.0411 |
1.0411 |
1.0507 |
|
| S3 |
1.0285 |
1.0344 |
1.0495 |
|
| S4 |
1.0159 |
1.0218 |
1.0461 |
|
|
| 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 |
1.0603 |
1.0340 |
0.0263 |
2.5% |
0.0113 |
1.1% |
72% |
True |
False |
133,746 |
| 10 |
1.0764 |
1.0340 |
0.0424 |
4.0% |
0.0115 |
1.1% |
45% |
False |
False |
152,031 |
| 20 |
1.1009 |
1.0340 |
0.0669 |
6.4% |
0.0131 |
1.2% |
28% |
False |
False |
177,837 |
| 40 |
1.1360 |
1.0340 |
0.1020 |
9.7% |
0.0137 |
1.3% |
19% |
False |
False |
194,755 |
| 60 |
1.1934 |
1.0340 |
0.1594 |
15.1% |
0.0129 |
1.2% |
12% |
False |
False |
175,334 |
| 80 |
1.2338 |
1.0340 |
0.1998 |
19.0% |
0.0118 |
1.1% |
10% |
False |
False |
140,754 |
| 100 |
1.2658 |
1.0340 |
0.2318 |
22.0% |
0.0109 |
1.0% |
8% |
False |
False |
112,633 |
| 120 |
1.2934 |
1.0340 |
0.2594 |
24.6% |
0.0098 |
0.9% |
7% |
False |
False |
93,867 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1139 |
|
2.618 |
1.0933 |
|
1.618 |
1.0807 |
|
1.000 |
1.0729 |
|
0.618 |
1.0681 |
|
HIGH |
1.0603 |
|
0.618 |
1.0555 |
|
0.500 |
1.0540 |
|
0.382 |
1.0525 |
|
LOW |
1.0477 |
|
0.618 |
1.0399 |
|
1.000 |
1.0351 |
|
1.618 |
1.0273 |
|
2.618 |
1.0147 |
|
4.250 |
0.9942 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0540 |
1.0512 |
| PP |
1.0537 |
1.0494 |
| S1 |
1.0533 |
1.0477 |
|