CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0413 |
1.0568 |
0.0155 |
1.5% |
1.0425 |
| High |
1.0525 |
1.0611 |
0.0086 |
0.8% |
1.0525 |
| Low |
1.0392 |
1.0464 |
0.0072 |
0.7% |
1.0345 |
| Close |
1.0483 |
1.0486 |
0.0003 |
0.0% |
1.0483 |
| Range |
0.0133 |
0.0147 |
0.0014 |
10.5% |
0.0180 |
| ATR |
0.0126 |
0.0127 |
0.0002 |
1.2% |
0.0000 |
| Volume |
214,663 |
189,261 |
-25,402 |
-11.8% |
518,200 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0961 |
1.0871 |
1.0567 |
|
| R3 |
1.0814 |
1.0724 |
1.0526 |
|
| R2 |
1.0667 |
1.0667 |
1.0513 |
|
| R1 |
1.0577 |
1.0577 |
1.0499 |
1.0549 |
| PP |
1.0520 |
1.0520 |
1.0520 |
1.0506 |
| S1 |
1.0430 |
1.0430 |
1.0473 |
1.0402 |
| S2 |
1.0373 |
1.0373 |
1.0459 |
|
| S3 |
1.0226 |
1.0283 |
1.0446 |
|
| S4 |
1.0079 |
1.0136 |
1.0405 |
|
|
| 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 |
1.0611 |
1.0345 |
0.0266 |
2.5% |
0.0117 |
1.1% |
53% |
True |
False |
134,857 |
| 10 |
1.0771 |
1.0345 |
0.0426 |
4.1% |
0.0118 |
1.1% |
33% |
False |
False |
79,869 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.4% |
0.0131 |
1.2% |
21% |
False |
False |
41,601 |
| 40 |
1.1359 |
1.0345 |
0.1014 |
9.7% |
0.0130 |
1.2% |
14% |
False |
False |
21,062 |
| 60 |
1.1944 |
1.0345 |
0.1599 |
15.2% |
0.0116 |
1.1% |
9% |
False |
False |
14,083 |
| 80 |
1.2268 |
1.0345 |
0.1923 |
18.3% |
0.0094 |
0.9% |
7% |
False |
False |
10,565 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
22.0% |
0.0082 |
0.8% |
6% |
False |
False |
8,454 |
| 120 |
1.2927 |
1.0345 |
0.2582 |
24.6% |
0.0070 |
0.7% |
5% |
False |
False |
7,045 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1236 |
|
2.618 |
1.0996 |
|
1.618 |
1.0849 |
|
1.000 |
1.0758 |
|
0.618 |
1.0702 |
|
HIGH |
1.0611 |
|
0.618 |
1.0555 |
|
0.500 |
1.0538 |
|
0.382 |
1.0520 |
|
LOW |
1.0464 |
|
0.618 |
1.0373 |
|
1.000 |
1.0317 |
|
1.618 |
1.0226 |
|
2.618 |
1.0079 |
|
4.250 |
0.9839 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0538 |
1.0486 |
| PP |
1.0520 |
1.0485 |
| S1 |
1.0503 |
1.0485 |
|