CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 07-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Jan-2013 |
07-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1454 |
1.1370 |
-0.0084 |
-0.7% |
1.1654 |
| High |
1.1454 |
1.1418 |
-0.0036 |
-0.3% |
1.1654 |
| Low |
1.1331 |
1.1351 |
0.0020 |
0.2% |
1.1331 |
| Close |
1.1360 |
1.1399 |
0.0039 |
0.3% |
1.1360 |
| Range |
0.0123 |
0.0067 |
-0.0056 |
-45.5% |
0.0323 |
| ATR |
0.0075 |
0.0075 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
113 |
310 |
197 |
174.3% |
536 |
|
| Daily Pivots for day following 07-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1590 |
1.1562 |
1.1436 |
|
| R3 |
1.1523 |
1.1495 |
1.1417 |
|
| R2 |
1.1456 |
1.1456 |
1.1411 |
|
| R1 |
1.1428 |
1.1428 |
1.1405 |
1.1442 |
| PP |
1.1389 |
1.1389 |
1.1389 |
1.1397 |
| S1 |
1.1361 |
1.1361 |
1.1393 |
1.1375 |
| S2 |
1.1322 |
1.1322 |
1.1387 |
|
| S3 |
1.1255 |
1.1294 |
1.1381 |
|
| S4 |
1.1188 |
1.1227 |
1.1362 |
|
|
| Weekly Pivots for week ending 04-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2417 |
1.2212 |
1.1538 |
|
| R3 |
1.2094 |
1.1889 |
1.1449 |
|
| R2 |
1.1771 |
1.1771 |
1.1419 |
|
| R1 |
1.1566 |
1.1566 |
1.1390 |
1.1507 |
| PP |
1.1448 |
1.1448 |
1.1448 |
1.1419 |
| S1 |
1.1243 |
1.1243 |
1.1330 |
1.1184 |
| S2 |
1.1125 |
1.1125 |
1.1301 |
|
| S3 |
1.0802 |
1.0920 |
1.1271 |
|
| S4 |
1.0479 |
1.0597 |
1.1182 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1654 |
1.1331 |
0.0323 |
2.8% |
0.0079 |
0.7% |
21% |
False |
False |
169 |
| 10 |
1.1944 |
1.1331 |
0.0613 |
5.4% |
0.0072 |
0.6% |
11% |
False |
False |
100 |
| 20 |
1.2180 |
1.1331 |
0.0849 |
7.4% |
0.0060 |
0.5% |
8% |
False |
False |
62 |
| 40 |
1.2636 |
1.1331 |
0.1305 |
11.4% |
0.0044 |
0.4% |
5% |
False |
False |
36 |
| 60 |
1.2801 |
1.1331 |
0.1470 |
12.9% |
0.0035 |
0.3% |
5% |
False |
False |
26 |
| 80 |
1.2953 |
1.1331 |
0.1622 |
14.2% |
0.0029 |
0.3% |
4% |
False |
False |
20 |
| 100 |
1.2953 |
1.1331 |
0.1622 |
14.2% |
0.0024 |
0.2% |
4% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1703 |
|
2.618 |
1.1593 |
|
1.618 |
1.1526 |
|
1.000 |
1.1485 |
|
0.618 |
1.1459 |
|
HIGH |
1.1418 |
|
0.618 |
1.1392 |
|
0.500 |
1.1385 |
|
0.382 |
1.1377 |
|
LOW |
1.1351 |
|
0.618 |
1.1310 |
|
1.000 |
1.1284 |
|
1.618 |
1.1243 |
|
2.618 |
1.1176 |
|
4.250 |
1.1066 |
|
|
| Fisher Pivots for day following 07-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1394 |
1.1426 |
| PP |
1.1389 |
1.1417 |
| S1 |
1.1385 |
1.1408 |
|