CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0411 |
1.0413 |
0.0002 |
0.0% |
1.0425 |
| High |
1.0458 |
1.0525 |
0.0067 |
0.6% |
1.0525 |
| Low |
1.0358 |
1.0392 |
0.0034 |
0.3% |
1.0345 |
| Close |
1.0416 |
1.0483 |
0.0067 |
0.6% |
1.0483 |
| Range |
0.0100 |
0.0133 |
0.0033 |
33.0% |
0.0180 |
| ATR |
0.0125 |
0.0126 |
0.0001 |
0.4% |
0.0000 |
| Volume |
99,525 |
214,663 |
115,138 |
115.7% |
518,200 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0866 |
1.0807 |
1.0556 |
|
| R3 |
1.0733 |
1.0674 |
1.0520 |
|
| R2 |
1.0600 |
1.0600 |
1.0507 |
|
| R1 |
1.0541 |
1.0541 |
1.0495 |
1.0571 |
| PP |
1.0467 |
1.0467 |
1.0467 |
1.0481 |
| S1 |
1.0408 |
1.0408 |
1.0471 |
1.0438 |
| S2 |
1.0334 |
1.0334 |
1.0459 |
|
| S3 |
1.0201 |
1.0275 |
1.0446 |
|
| S4 |
1.0068 |
1.0142 |
1.0410 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0991 |
1.0917 |
1.0582 |
|
| R3 |
1.0811 |
1.0737 |
1.0533 |
|
| R2 |
1.0631 |
1.0631 |
1.0516 |
|
| R1 |
1.0557 |
1.0557 |
1.0500 |
1.0594 |
| PP |
1.0451 |
1.0451 |
1.0451 |
1.0470 |
| S1 |
1.0377 |
1.0377 |
1.0467 |
1.0414 |
| S2 |
1.0271 |
1.0271 |
1.0450 |
|
| S3 |
1.0091 |
1.0197 |
1.0434 |
|
| S4 |
0.9911 |
1.0017 |
1.0384 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0525 |
1.0345 |
0.0180 |
1.7% |
0.0100 |
1.0% |
77% |
True |
False |
103,640 |
| 10 |
1.0771 |
1.0345 |
0.0426 |
4.1% |
0.0109 |
1.0% |
32% |
False |
False |
61,359 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.4% |
0.0132 |
1.3% |
21% |
False |
False |
32,183 |
| 40 |
1.1359 |
1.0345 |
0.1014 |
9.7% |
0.0133 |
1.3% |
14% |
False |
False |
16,335 |
| 60 |
1.1944 |
1.0345 |
0.1599 |
15.3% |
0.0114 |
1.1% |
9% |
False |
False |
10,929 |
| 80 |
1.2322 |
1.0345 |
0.1977 |
18.9% |
0.0093 |
0.9% |
7% |
False |
False |
8,200 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
22.0% |
0.0081 |
0.8% |
6% |
False |
False |
6,561 |
| 120 |
1.2927 |
1.0345 |
0.2582 |
24.6% |
0.0069 |
0.7% |
5% |
False |
False |
5,468 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1090 |
|
2.618 |
1.0873 |
|
1.618 |
1.0740 |
|
1.000 |
1.0658 |
|
0.618 |
1.0607 |
|
HIGH |
1.0525 |
|
0.618 |
1.0474 |
|
0.500 |
1.0459 |
|
0.382 |
1.0443 |
|
LOW |
1.0392 |
|
0.618 |
1.0310 |
|
1.000 |
1.0259 |
|
1.618 |
1.0177 |
|
2.618 |
1.0044 |
|
4.250 |
0.9827 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0475 |
1.0469 |
| PP |
1.0467 |
1.0455 |
| S1 |
1.0459 |
1.0442 |
|