CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 10-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
09-Jan-2013 |
10-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1506 |
1.1373 |
-0.0133 |
-1.2% |
1.1654 |
| High |
1.1506 |
1.1386 |
-0.0120 |
-1.0% |
1.1654 |
| Low |
1.1383 |
1.1298 |
-0.0085 |
-0.7% |
1.1331 |
| Close |
1.1409 |
1.1355 |
-0.0054 |
-0.5% |
1.1360 |
| Range |
0.0123 |
0.0088 |
-0.0035 |
-28.5% |
0.0323 |
| ATR |
0.0081 |
0.0083 |
0.0002 |
2.6% |
0.0000 |
| Volume |
174 |
113 |
-61 |
-35.1% |
536 |
|
| Daily Pivots for day following 10-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1610 |
1.1571 |
1.1403 |
|
| R3 |
1.1522 |
1.1483 |
1.1379 |
|
| R2 |
1.1434 |
1.1434 |
1.1371 |
|
| R1 |
1.1395 |
1.1395 |
1.1363 |
1.1371 |
| PP |
1.1346 |
1.1346 |
1.1346 |
1.1334 |
| S1 |
1.1307 |
1.1307 |
1.1347 |
1.1283 |
| S2 |
1.1258 |
1.1258 |
1.1339 |
|
| S3 |
1.1170 |
1.1219 |
1.1331 |
|
| S4 |
1.1082 |
1.1131 |
1.1307 |
|
|
| 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 |
1.1518 |
1.1298 |
0.0220 |
1.9% |
0.0099 |
0.9% |
26% |
False |
True |
148 |
| 10 |
1.1693 |
1.1298 |
0.0395 |
3.5% |
0.0084 |
0.7% |
14% |
False |
True |
123 |
| 20 |
1.2086 |
1.1298 |
0.0788 |
6.9% |
0.0069 |
0.6% |
7% |
False |
True |
76 |
| 40 |
1.2636 |
1.1298 |
0.1338 |
11.8% |
0.0049 |
0.4% |
4% |
False |
True |
44 |
| 60 |
1.2706 |
1.1298 |
0.1408 |
12.4% |
0.0040 |
0.4% |
4% |
False |
True |
31 |
| 80 |
1.2927 |
1.1298 |
0.1629 |
14.3% |
0.0032 |
0.3% |
3% |
False |
True |
24 |
| 100 |
1.2953 |
1.1298 |
0.1655 |
14.6% |
0.0027 |
0.2% |
3% |
False |
True |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1760 |
|
2.618 |
1.1616 |
|
1.618 |
1.1528 |
|
1.000 |
1.1474 |
|
0.618 |
1.1440 |
|
HIGH |
1.1386 |
|
0.618 |
1.1352 |
|
0.500 |
1.1342 |
|
0.382 |
1.1332 |
|
LOW |
1.1298 |
|
0.618 |
1.1244 |
|
1.000 |
1.1210 |
|
1.618 |
1.1156 |
|
2.618 |
1.1068 |
|
4.250 |
1.0924 |
|
|
| Fisher Pivots for day following 10-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1351 |
1.1408 |
| PP |
1.1346 |
1.1390 |
| S1 |
1.1342 |
1.1373 |
|