CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 09-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Jan-2013 |
09-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1448 |
1.1506 |
0.0058 |
0.5% |
1.1654 |
| High |
1.1518 |
1.1506 |
-0.0012 |
-0.1% |
1.1654 |
| Low |
1.1425 |
1.1383 |
-0.0042 |
-0.4% |
1.1331 |
| Close |
1.1482 |
1.1409 |
-0.0073 |
-0.6% |
1.1360 |
| Range |
0.0093 |
0.0123 |
0.0030 |
32.3% |
0.0323 |
| ATR |
0.0078 |
0.0081 |
0.0003 |
4.2% |
0.0000 |
| Volume |
32 |
174 |
142 |
443.8% |
536 |
|
| Daily Pivots for day following 09-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1802 |
1.1728 |
1.1477 |
|
| R3 |
1.1679 |
1.1605 |
1.1443 |
|
| R2 |
1.1556 |
1.1556 |
1.1432 |
|
| R1 |
1.1482 |
1.1482 |
1.1420 |
1.1458 |
| PP |
1.1433 |
1.1433 |
1.1433 |
1.1420 |
| S1 |
1.1359 |
1.1359 |
1.1398 |
1.1335 |
| S2 |
1.1310 |
1.1310 |
1.1386 |
|
| S3 |
1.1187 |
1.1236 |
1.1375 |
|
| S4 |
1.1064 |
1.1113 |
1.1341 |
|
|
| 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% |
0.0094 |
0.8% |
41% |
False |
False |
142 |
| 10 |
1.1744 |
1.1331 |
0.0413 |
3.6% |
0.0081 |
0.7% |
19% |
False |
False |
114 |
| 20 |
1.2167 |
1.1331 |
0.0836 |
7.3% |
0.0066 |
0.6% |
9% |
False |
False |
72 |
| 40 |
1.2636 |
1.1331 |
0.1305 |
11.4% |
0.0047 |
0.4% |
6% |
False |
False |
41 |
| 60 |
1.2741 |
1.1331 |
0.1410 |
12.4% |
0.0039 |
0.3% |
6% |
False |
False |
29 |
| 80 |
1.2927 |
1.1331 |
0.1596 |
14.0% |
0.0031 |
0.3% |
5% |
False |
False |
22 |
| 100 |
1.2953 |
1.1331 |
0.1622 |
14.2% |
0.0026 |
0.2% |
5% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2029 |
|
2.618 |
1.1828 |
|
1.618 |
1.1705 |
|
1.000 |
1.1629 |
|
0.618 |
1.1582 |
|
HIGH |
1.1506 |
|
0.618 |
1.1459 |
|
0.500 |
1.1445 |
|
0.382 |
1.1430 |
|
LOW |
1.1383 |
|
0.618 |
1.1307 |
|
1.000 |
1.1260 |
|
1.618 |
1.1184 |
|
2.618 |
1.1061 |
|
4.250 |
1.0860 |
|
|
| Fisher Pivots for day following 09-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1445 |
1.1435 |
| PP |
1.1433 |
1.1426 |
| S1 |
1.1421 |
1.1418 |
|