CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 31-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
30-Jan-2013 |
31-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1026 |
1.1003 |
-0.0023 |
-0.2% |
1.1107 |
| High |
1.1026 |
1.1018 |
-0.0008 |
-0.1% |
1.1359 |
| Low |
1.0955 |
1.0916 |
-0.0039 |
-0.4% |
1.0978 |
| Close |
1.0976 |
1.0953 |
-0.0023 |
-0.2% |
1.1001 |
| Range |
0.0071 |
0.0102 |
0.0031 |
43.7% |
0.0381 |
| ATR |
0.0110 |
0.0110 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
170 |
1,138 |
968 |
569.4% |
1,427 |
|
| Daily Pivots for day following 31-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1268 |
1.1213 |
1.1009 |
|
| R3 |
1.1166 |
1.1111 |
1.0981 |
|
| R2 |
1.1064 |
1.1064 |
1.0972 |
|
| R1 |
1.1009 |
1.1009 |
1.0962 |
1.0986 |
| PP |
1.0962 |
1.0962 |
1.0962 |
1.0951 |
| S1 |
1.0907 |
1.0907 |
1.0944 |
1.0884 |
| S2 |
1.0860 |
1.0860 |
1.0934 |
|
| S3 |
1.0758 |
1.0805 |
1.0925 |
|
| S4 |
1.0656 |
1.0703 |
1.0897 |
|
|
| 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 |
1.1078 |
1.0916 |
0.0162 |
1.5% |
0.0084 |
0.8% |
23% |
False |
True |
459 |
| 10 |
1.1359 |
1.0916 |
0.0443 |
4.0% |
0.0127 |
1.2% |
8% |
False |
True |
360 |
| 20 |
1.1521 |
1.0916 |
0.0605 |
5.5% |
0.0110 |
1.0% |
6% |
False |
True |
266 |
| 40 |
1.2242 |
1.0916 |
0.1326 |
12.1% |
0.0080 |
0.7% |
3% |
False |
True |
152 |
| 60 |
1.2636 |
1.0916 |
0.1720 |
15.7% |
0.0063 |
0.6% |
2% |
False |
True |
104 |
| 80 |
1.2827 |
1.0916 |
0.1911 |
17.4% |
0.0051 |
0.5% |
2% |
False |
True |
80 |
| 100 |
1.2953 |
1.0916 |
0.2037 |
18.6% |
0.0042 |
0.4% |
2% |
False |
True |
64 |
| 120 |
1.2953 |
1.0916 |
0.2037 |
18.6% |
0.0036 |
0.3% |
2% |
False |
True |
54 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1452 |
|
2.618 |
1.1285 |
|
1.618 |
1.1183 |
|
1.000 |
1.1120 |
|
0.618 |
1.1081 |
|
HIGH |
1.1018 |
|
0.618 |
1.0979 |
|
0.500 |
1.0967 |
|
0.382 |
1.0955 |
|
LOW |
1.0916 |
|
0.618 |
1.0853 |
|
1.000 |
1.0814 |
|
1.618 |
1.0751 |
|
2.618 |
1.0649 |
|
4.250 |
1.0483 |
|
|
| Fisher Pivots for day following 31-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0967 |
1.0994 |
| PP |
1.0962 |
1.0980 |
| S1 |
1.0958 |
1.0967 |
|