CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 08-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Jan-2013 |
08-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1370 |
1.1448 |
0.0078 |
0.7% |
1.1654 |
| High |
1.1418 |
1.1518 |
0.0100 |
0.9% |
1.1654 |
| Low |
1.1351 |
1.1425 |
0.0074 |
0.7% |
1.1331 |
| Close |
1.1399 |
1.1482 |
0.0083 |
0.7% |
1.1360 |
| Range |
0.0067 |
0.0093 |
0.0026 |
38.8% |
0.0323 |
| ATR |
0.0075 |
0.0078 |
0.0003 |
4.3% |
0.0000 |
| Volume |
310 |
32 |
-278 |
-89.7% |
536 |
|
| Daily Pivots for day following 08-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1754 |
1.1711 |
1.1533 |
|
| R3 |
1.1661 |
1.1618 |
1.1508 |
|
| R2 |
1.1568 |
1.1568 |
1.1499 |
|
| R1 |
1.1525 |
1.1525 |
1.1491 |
1.1547 |
| PP |
1.1475 |
1.1475 |
1.1475 |
1.1486 |
| S1 |
1.1432 |
1.1432 |
1.1473 |
1.1454 |
| S2 |
1.1382 |
1.1382 |
1.1465 |
|
| S3 |
1.1289 |
1.1339 |
1.1456 |
|
| S4 |
1.1196 |
1.1246 |
1.1431 |
|
|
| 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 |
1.1521 |
1.1331 |
0.0190 |
1.7% |
0.0078 |
0.7% |
79% |
False |
False |
141 |
| 10 |
1.1871 |
1.1331 |
0.0540 |
4.7% |
0.0075 |
0.7% |
28% |
False |
False |
99 |
| 20 |
1.2180 |
1.1331 |
0.0849 |
7.4% |
0.0063 |
0.6% |
18% |
False |
False |
63 |
| 40 |
1.2636 |
1.1331 |
0.1305 |
11.4% |
0.0044 |
0.4% |
12% |
False |
False |
37 |
| 60 |
1.2799 |
1.1331 |
0.1468 |
12.8% |
0.0037 |
0.3% |
10% |
False |
False |
26 |
| 80 |
1.2927 |
1.1331 |
0.1596 |
13.9% |
0.0030 |
0.3% |
9% |
False |
False |
20 |
| 100 |
1.2953 |
1.1331 |
0.1622 |
14.1% |
0.0025 |
0.2% |
9% |
False |
False |
16 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1913 |
|
2.618 |
1.1761 |
|
1.618 |
1.1668 |
|
1.000 |
1.1611 |
|
0.618 |
1.1575 |
|
HIGH |
1.1518 |
|
0.618 |
1.1482 |
|
0.500 |
1.1472 |
|
0.382 |
1.1461 |
|
LOW |
1.1425 |
|
0.618 |
1.1368 |
|
1.000 |
1.1332 |
|
1.618 |
1.1275 |
|
2.618 |
1.1182 |
|
4.250 |
1.1030 |
|
|
| Fisher Pivots for day following 08-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1479 |
1.1463 |
| PP |
1.1475 |
1.1444 |
| S1 |
1.1472 |
1.1425 |
|