CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0422 |
1.0411 |
-0.0011 |
-0.1% |
1.0695 |
| High |
1.0484 |
1.0458 |
-0.0026 |
-0.2% |
1.0771 |
| Low |
1.0394 |
1.0358 |
-0.0036 |
-0.3% |
1.0363 |
| Close |
1.0420 |
1.0416 |
-0.0004 |
0.0% |
1.0444 |
| Range |
0.0090 |
0.0100 |
0.0010 |
11.1% |
0.0408 |
| ATR |
0.0127 |
0.0125 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
91,840 |
99,525 |
7,685 |
8.4% |
95,396 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0711 |
1.0663 |
1.0471 |
|
| R3 |
1.0611 |
1.0563 |
1.0444 |
|
| R2 |
1.0511 |
1.0511 |
1.0434 |
|
| R1 |
1.0463 |
1.0463 |
1.0425 |
1.0487 |
| PP |
1.0411 |
1.0411 |
1.0411 |
1.0423 |
| S1 |
1.0363 |
1.0363 |
1.0407 |
1.0387 |
| S2 |
1.0311 |
1.0311 |
1.0398 |
|
| S3 |
1.0211 |
1.0263 |
1.0389 |
|
| S4 |
1.0111 |
1.0163 |
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 |
1.0549 |
1.0345 |
0.0204 |
2.0% |
0.0111 |
1.1% |
35% |
False |
False |
70,810 |
| 10 |
1.0824 |
1.0345 |
0.0479 |
4.6% |
0.0110 |
1.1% |
15% |
False |
False |
40,318 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.4% |
0.0132 |
1.3% |
11% |
False |
False |
21,491 |
| 40 |
1.1398 |
1.0345 |
0.1053 |
10.1% |
0.0132 |
1.3% |
7% |
False |
False |
10,972 |
| 60 |
1.1960 |
1.0345 |
0.1615 |
15.5% |
0.0113 |
1.1% |
4% |
False |
False |
7,351 |
| 80 |
1.2380 |
1.0345 |
0.2035 |
19.5% |
0.0092 |
0.9% |
3% |
False |
False |
5,517 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
22.1% |
0.0079 |
0.8% |
3% |
False |
False |
4,415 |
| 120 |
1.2927 |
1.0345 |
0.2582 |
24.8% |
0.0067 |
0.6% |
3% |
False |
False |
3,679 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0883 |
|
2.618 |
1.0720 |
|
1.618 |
1.0620 |
|
1.000 |
1.0558 |
|
0.618 |
1.0520 |
|
HIGH |
1.0458 |
|
0.618 |
1.0420 |
|
0.500 |
1.0408 |
|
0.382 |
1.0396 |
|
LOW |
1.0358 |
|
0.618 |
1.0296 |
|
1.000 |
1.0258 |
|
1.618 |
1.0196 |
|
2.618 |
1.0096 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0413 |
1.0416 |
| PP |
1.0411 |
1.0415 |
| S1 |
1.0408 |
1.0415 |
|