CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 30-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
29-Jan-2013 |
30-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1062 |
1.1026 |
-0.0036 |
-0.3% |
1.1107 |
| High |
1.1072 |
1.1026 |
-0.0046 |
-0.4% |
1.1359 |
| Low |
1.0998 |
1.0955 |
-0.0043 |
-0.4% |
1.0978 |
| Close |
1.1035 |
1.0976 |
-0.0059 |
-0.5% |
1.1001 |
| Range |
0.0074 |
0.0071 |
-0.0003 |
-4.1% |
0.0381 |
| ATR |
0.0113 |
0.0110 |
-0.0002 |
-2.1% |
0.0000 |
| Volume |
116 |
170 |
54 |
46.6% |
1,427 |
|
| Daily Pivots for day following 30-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1199 |
1.1158 |
1.1015 |
|
| R3 |
1.1128 |
1.1087 |
1.0996 |
|
| R2 |
1.1057 |
1.1057 |
1.0989 |
|
| R1 |
1.1016 |
1.1016 |
1.0983 |
1.1001 |
| PP |
1.0986 |
1.0986 |
1.0986 |
1.0978 |
| S1 |
1.0945 |
1.0945 |
1.0969 |
1.0930 |
| S2 |
1.0915 |
1.0915 |
1.0963 |
|
| S3 |
1.0844 |
1.0874 |
1.0956 |
|
| S4 |
1.0773 |
1.0803 |
1.0937 |
|
|
| 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 |
1.1310 |
1.0955 |
0.0355 |
3.2% |
0.0115 |
1.0% |
6% |
False |
True |
268 |
| 10 |
1.1398 |
1.0955 |
0.0443 |
4.0% |
0.0126 |
1.2% |
5% |
False |
True |
261 |
| 20 |
1.1521 |
1.0955 |
0.0566 |
5.2% |
0.0107 |
1.0% |
4% |
False |
True |
218 |
| 40 |
1.2242 |
1.0955 |
0.1287 |
11.7% |
0.0078 |
0.7% |
2% |
False |
True |
123 |
| 60 |
1.2636 |
1.0955 |
0.1681 |
15.3% |
0.0062 |
0.6% |
1% |
False |
True |
86 |
| 80 |
1.2827 |
1.0955 |
0.1872 |
17.1% |
0.0050 |
0.5% |
1% |
False |
True |
65 |
| 100 |
1.2953 |
1.0955 |
0.1998 |
18.2% |
0.0041 |
0.4% |
1% |
False |
True |
53 |
| 120 |
1.2953 |
1.0955 |
0.1998 |
18.2% |
0.0035 |
0.3% |
1% |
False |
True |
44 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1328 |
|
2.618 |
1.1212 |
|
1.618 |
1.1141 |
|
1.000 |
1.1097 |
|
0.618 |
1.1070 |
|
HIGH |
1.1026 |
|
0.618 |
1.0999 |
|
0.500 |
1.0991 |
|
0.382 |
1.0982 |
|
LOW |
1.0955 |
|
0.618 |
1.0911 |
|
1.000 |
1.0884 |
|
1.618 |
1.0840 |
|
2.618 |
1.0769 |
|
4.250 |
1.0653 |
|
|
| Fisher Pivots for day following 30-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0991 |
1.1014 |
| PP |
1.0986 |
1.1001 |
| S1 |
1.0981 |
1.0989 |
|