CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 03-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
02-Jan-2013 |
03-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1518 |
1.1463 |
-0.0055 |
-0.5% |
1.1852 |
| High |
1.1518 |
1.1521 |
0.0003 |
0.0% |
1.1871 |
| Low |
1.1474 |
1.1459 |
-0.0015 |
-0.1% |
1.1574 |
| Close |
1.1493 |
1.1486 |
-0.0007 |
-0.1% |
1.1634 |
| Range |
0.0044 |
0.0062 |
0.0018 |
40.9% |
0.0297 |
| ATR |
0.0070 |
0.0069 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
170 |
84 |
-86 |
-50.6% |
117 |
|
| Daily Pivots for day following 03-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1675 |
1.1642 |
1.1520 |
|
| R3 |
1.1613 |
1.1580 |
1.1503 |
|
| R2 |
1.1551 |
1.1551 |
1.1497 |
|
| R1 |
1.1518 |
1.1518 |
1.1492 |
1.1535 |
| PP |
1.1489 |
1.1489 |
1.1489 |
1.1497 |
| S1 |
1.1456 |
1.1456 |
1.1480 |
1.1473 |
| S2 |
1.1427 |
1.1427 |
1.1475 |
|
| S3 |
1.1365 |
1.1394 |
1.1469 |
|
| S4 |
1.1303 |
1.1332 |
1.1452 |
|
|
| 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 |
1.1693 |
1.1459 |
0.0234 |
2.0% |
0.0069 |
0.6% |
12% |
False |
True |
97 |
| 10 |
1.1944 |
1.1459 |
0.0485 |
4.2% |
0.0064 |
0.6% |
6% |
False |
True |
69 |
| 20 |
1.2229 |
1.1459 |
0.0770 |
6.7% |
0.0053 |
0.5% |
4% |
False |
True |
41 |
| 40 |
1.2636 |
1.1459 |
0.1177 |
10.2% |
0.0041 |
0.4% |
2% |
False |
True |
26 |
| 60 |
1.2826 |
1.1459 |
0.1367 |
11.9% |
0.0032 |
0.3% |
2% |
False |
True |
19 |
| 80 |
1.2953 |
1.1459 |
0.1494 |
13.0% |
0.0026 |
0.2% |
2% |
False |
True |
14 |
| 100 |
1.2953 |
1.1459 |
0.1494 |
13.0% |
0.0022 |
0.2% |
2% |
False |
True |
12 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1785 |
|
2.618 |
1.1683 |
|
1.618 |
1.1621 |
|
1.000 |
1.1583 |
|
0.618 |
1.1559 |
|
HIGH |
1.1521 |
|
0.618 |
1.1497 |
|
0.500 |
1.1490 |
|
0.382 |
1.1483 |
|
LOW |
1.1459 |
|
0.618 |
1.1421 |
|
1.000 |
1.1397 |
|
1.618 |
1.1359 |
|
2.618 |
1.1297 |
|
4.250 |
1.1196 |
|
|
| Fisher Pivots for day following 03-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1490 |
1.1557 |
| PP |
1.1489 |
1.1533 |
| S1 |
1.1487 |
1.1510 |
|