CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 02-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Dec-2012 |
02-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1654 |
1.1518 |
-0.0136 |
-1.2% |
1.1852 |
| High |
1.1654 |
1.1518 |
-0.0136 |
-1.2% |
1.1871 |
| Low |
1.1553 |
1.1474 |
-0.0079 |
-0.7% |
1.1574 |
| Close |
1.1558 |
1.1493 |
-0.0065 |
-0.6% |
1.1634 |
| Range |
0.0101 |
0.0044 |
-0.0057 |
-56.4% |
0.0297 |
| ATR |
0.0068 |
0.0070 |
0.0001 |
1.6% |
0.0000 |
| Volume |
169 |
170 |
1 |
0.6% |
117 |
|
| Daily Pivots for day following 02-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1627 |
1.1604 |
1.1517 |
|
| R3 |
1.1583 |
1.1560 |
1.1505 |
|
| R2 |
1.1539 |
1.1539 |
1.1501 |
|
| R1 |
1.1516 |
1.1516 |
1.1497 |
1.1506 |
| PP |
1.1495 |
1.1495 |
1.1495 |
1.1490 |
| S1 |
1.1472 |
1.1472 |
1.1489 |
1.1462 |
| S2 |
1.1451 |
1.1451 |
1.1485 |
|
| S3 |
1.1407 |
1.1428 |
1.1481 |
|
| S4 |
1.1363 |
1.1384 |
1.1469 |
|
|
| Weekly Pivots for week ending 28-Dec-2012 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2584 |
1.2406 |
1.1797 |
|
| R3 |
1.2287 |
1.2109 |
1.1716 |
|
| R2 |
1.1990 |
1.1990 |
1.1688 |
|
| R1 |
1.1812 |
1.1812 |
1.1661 |
1.1753 |
| PP |
1.1693 |
1.1693 |
1.1693 |
1.1663 |
| S1 |
1.1515 |
1.1515 |
1.1607 |
1.1456 |
| S2 |
1.1396 |
1.1396 |
1.1580 |
|
| S3 |
1.1099 |
1.1218 |
1.1552 |
|
| S4 |
1.0802 |
1.0921 |
1.1471 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1744 |
1.1474 |
0.0270 |
2.3% |
0.0068 |
0.6% |
7% |
False |
True |
86 |
| 10 |
1.1944 |
1.1474 |
0.0470 |
4.1% |
0.0063 |
0.5% |
4% |
False |
True |
62 |
| 20 |
1.2242 |
1.1474 |
0.0768 |
6.7% |
0.0051 |
0.4% |
2% |
False |
True |
37 |
| 40 |
1.2636 |
1.1474 |
0.1162 |
10.1% |
0.0040 |
0.3% |
2% |
False |
True |
24 |
| 60 |
1.2827 |
1.1474 |
0.1353 |
11.8% |
0.0031 |
0.3% |
1% |
False |
True |
17 |
| 80 |
1.2953 |
1.1474 |
0.1479 |
12.9% |
0.0026 |
0.2% |
1% |
False |
True |
13 |
| 100 |
1.2953 |
1.1474 |
0.1479 |
12.9% |
0.0022 |
0.2% |
1% |
False |
True |
11 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1705 |
|
2.618 |
1.1633 |
|
1.618 |
1.1589 |
|
1.000 |
1.1562 |
|
0.618 |
1.1545 |
|
HIGH |
1.1518 |
|
0.618 |
1.1501 |
|
0.500 |
1.1496 |
|
0.382 |
1.1491 |
|
LOW |
1.1474 |
|
0.618 |
1.1447 |
|
1.000 |
1.1430 |
|
1.618 |
1.1403 |
|
2.618 |
1.1359 |
|
4.250 |
1.1287 |
|
|
| Fisher Pivots for day following 02-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1496 |
1.1564 |
| PP |
1.1495 |
1.1540 |
| S1 |
1.1494 |
1.1517 |
|