CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 29-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0972 |
1.1062 |
0.0090 |
0.8% |
1.1107 |
| High |
1.1047 |
1.1072 |
0.0025 |
0.2% |
1.1359 |
| Low |
1.0972 |
1.0998 |
0.0026 |
0.2% |
1.0978 |
| Close |
1.1031 |
1.1035 |
0.0004 |
0.0% |
1.1001 |
| Range |
0.0075 |
0.0074 |
-0.0001 |
-1.3% |
0.0381 |
| ATR |
0.0116 |
0.0113 |
-0.0003 |
-2.6% |
0.0000 |
| Volume |
366 |
116 |
-250 |
-68.3% |
1,427 |
|
| Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1257 |
1.1220 |
1.1076 |
|
| R3 |
1.1183 |
1.1146 |
1.1055 |
|
| R2 |
1.1109 |
1.1109 |
1.1049 |
|
| R1 |
1.1072 |
1.1072 |
1.1042 |
1.1054 |
| PP |
1.1035 |
1.1035 |
1.1035 |
1.1026 |
| S1 |
1.0998 |
1.0998 |
1.1028 |
1.0980 |
| S2 |
1.0961 |
1.0961 |
1.1021 |
|
| S3 |
1.0887 |
1.0924 |
1.1015 |
|
| S4 |
1.0813 |
1.0850 |
1.0994 |
|
|
| Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2256 |
1.2009 |
1.1211 |
|
| R3 |
1.1875 |
1.1628 |
1.1106 |
|
| R2 |
1.1494 |
1.1494 |
1.1071 |
|
| R1 |
1.1247 |
1.1247 |
1.1036 |
1.1180 |
| PP |
1.1113 |
1.1113 |
1.1113 |
1.1079 |
| S1 |
1.0866 |
1.0866 |
1.0966 |
1.0799 |
| S2 |
1.0732 |
1.0732 |
1.0931 |
|
| S3 |
1.0351 |
1.0485 |
1.0896 |
|
| S4 |
0.9970 |
1.0104 |
1.0791 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1359 |
1.0972 |
0.0387 |
3.5% |
0.0115 |
1.0% |
16% |
False |
False |
325 |
| 10 |
1.1398 |
1.0972 |
0.0426 |
3.9% |
0.0133 |
1.2% |
15% |
False |
False |
251 |
| 20 |
1.1654 |
1.0972 |
0.0682 |
6.2% |
0.0108 |
1.0% |
9% |
False |
False |
218 |
| 40 |
1.2242 |
1.0972 |
0.1270 |
11.5% |
0.0076 |
0.7% |
5% |
False |
False |
119 |
| 60 |
1.2636 |
1.0972 |
0.1664 |
15.1% |
0.0061 |
0.6% |
4% |
False |
False |
83 |
| 80 |
1.2827 |
1.0972 |
0.1855 |
16.8% |
0.0049 |
0.4% |
3% |
False |
False |
63 |
| 100 |
1.2953 |
1.0972 |
0.1981 |
18.0% |
0.0041 |
0.4% |
3% |
False |
False |
51 |
| 120 |
1.2953 |
1.0972 |
0.1981 |
18.0% |
0.0035 |
0.3% |
3% |
False |
False |
43 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1266 |
|
1.618 |
1.1192 |
|
1.000 |
1.1146 |
|
0.618 |
1.1118 |
|
HIGH |
1.1072 |
|
0.618 |
1.1044 |
|
0.500 |
1.1035 |
|
0.382 |
1.1026 |
|
LOW |
1.0998 |
|
0.618 |
1.0952 |
|
1.000 |
1.0924 |
|
1.618 |
1.0878 |
|
2.618 |
1.0804 |
|
4.250 |
1.0684 |
|
|
| Fisher Pivots for day following 29-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1035 |
1.1032 |
| PP |
1.1035 |
1.1028 |
| S1 |
1.1035 |
1.1025 |
|