CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0545 |
1.0425 |
-0.0120 |
-1.1% |
1.0695 |
| High |
1.0549 |
1.0444 |
-0.0105 |
-1.0% |
1.0771 |
| Low |
1.0363 |
1.0383 |
0.0020 |
0.2% |
1.0363 |
| Close |
1.0444 |
1.0395 |
-0.0049 |
-0.5% |
1.0444 |
| Range |
0.0186 |
0.0061 |
-0.0125 |
-67.2% |
0.0408 |
| ATR |
0.0136 |
0.0131 |
-0.0005 |
-3.9% |
0.0000 |
| Volume |
50,516 |
33,173 |
-17,343 |
-34.3% |
95,396 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0590 |
1.0554 |
1.0429 |
|
| R3 |
1.0529 |
1.0493 |
1.0412 |
|
| R2 |
1.0468 |
1.0468 |
1.0406 |
|
| R1 |
1.0432 |
1.0432 |
1.0401 |
1.0420 |
| PP |
1.0407 |
1.0407 |
1.0407 |
1.0401 |
| S1 |
1.0371 |
1.0371 |
1.0389 |
1.0359 |
| S2 |
1.0346 |
1.0346 |
1.0384 |
|
| S3 |
1.0285 |
1.0310 |
1.0378 |
|
| S4 |
1.0224 |
1.0249 |
1.0361 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1750 |
1.1505 |
1.0668 |
|
| R3 |
1.1342 |
1.1097 |
1.0556 |
|
| R2 |
1.0934 |
1.0934 |
1.0519 |
|
| R1 |
1.0689 |
1.0689 |
1.0481 |
1.0608 |
| PP |
1.0526 |
1.0526 |
1.0526 |
1.0485 |
| S1 |
1.0281 |
1.0281 |
1.0407 |
1.0200 |
| S2 |
1.0118 |
1.0118 |
1.0369 |
|
| S3 |
0.9710 |
0.9873 |
1.0332 |
|
| S4 |
0.9302 |
0.9465 |
1.0220 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0771 |
1.0363 |
0.0408 |
3.9% |
0.0118 |
1.1% |
8% |
False |
False |
24,881 |
| 10 |
1.0983 |
1.0363 |
0.0620 |
6.0% |
0.0123 |
1.2% |
5% |
False |
False |
15,084 |
| 20 |
1.1014 |
1.0363 |
0.0651 |
6.3% |
0.0141 |
1.4% |
5% |
False |
False |
8,087 |
| 40 |
1.1398 |
1.0363 |
0.1035 |
10.0% |
0.0131 |
1.3% |
3% |
False |
False |
4,232 |
| 60 |
1.2086 |
1.0363 |
0.1723 |
16.6% |
0.0110 |
1.1% |
2% |
False |
False |
2,847 |
| 80 |
1.2636 |
1.0363 |
0.2273 |
21.9% |
0.0090 |
0.9% |
1% |
False |
False |
2,138 |
| 100 |
1.2706 |
1.0363 |
0.2343 |
22.5% |
0.0076 |
0.7% |
1% |
False |
False |
1,711 |
| 120 |
1.2927 |
1.0363 |
0.2564 |
24.7% |
0.0065 |
0.6% |
1% |
False |
False |
1,426 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0703 |
|
2.618 |
1.0604 |
|
1.618 |
1.0543 |
|
1.000 |
1.0505 |
|
0.618 |
1.0482 |
|
HIGH |
1.0444 |
|
0.618 |
1.0421 |
|
0.500 |
1.0414 |
|
0.382 |
1.0406 |
|
LOW |
1.0383 |
|
0.618 |
1.0345 |
|
1.000 |
1.0322 |
|
1.618 |
1.0284 |
|
2.618 |
1.0223 |
|
4.250 |
1.0124 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0414 |
1.0516 |
| PP |
1.0407 |
1.0475 |
| S1 |
1.0401 |
1.0435 |
|