CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 19-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
18-Mar-2013 |
19-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0568 |
1.0502 |
-0.0066 |
-0.6% |
1.0425 |
| High |
1.0611 |
1.0564 |
-0.0047 |
-0.4% |
1.0525 |
| Low |
1.0464 |
1.0451 |
-0.0013 |
-0.1% |
1.0345 |
| Close |
1.0486 |
1.0521 |
0.0035 |
0.3% |
1.0483 |
| Range |
0.0147 |
0.0113 |
-0.0034 |
-23.1% |
0.0180 |
| ATR |
0.0127 |
0.0126 |
-0.0001 |
-0.8% |
0.0000 |
| Volume |
189,261 |
153,054 |
-36,207 |
-19.1% |
518,200 |
|
| Daily Pivots for day following 19-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0851 |
1.0799 |
1.0583 |
|
| R3 |
1.0738 |
1.0686 |
1.0552 |
|
| R2 |
1.0625 |
1.0625 |
1.0542 |
|
| R1 |
1.0573 |
1.0573 |
1.0531 |
1.0599 |
| PP |
1.0512 |
1.0512 |
1.0512 |
1.0525 |
| S1 |
1.0460 |
1.0460 |
1.0511 |
1.0486 |
| S2 |
1.0399 |
1.0399 |
1.0500 |
|
| S3 |
1.0286 |
1.0347 |
1.0490 |
|
| S4 |
1.0173 |
1.0234 |
1.0459 |
|
|
| 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 |
1.0358 |
0.0253 |
2.4% |
0.0117 |
1.1% |
64% |
False |
False |
149,668 |
| 10 |
1.0760 |
1.0345 |
0.0415 |
3.9% |
0.0122 |
1.2% |
42% |
False |
False |
93,459 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.4% |
0.0131 |
1.2% |
26% |
False |
False |
49,213 |
| 40 |
1.1359 |
1.0345 |
0.1014 |
9.6% |
0.0132 |
1.3% |
17% |
False |
False |
24,883 |
| 60 |
1.1944 |
1.0345 |
0.1599 |
15.2% |
0.0117 |
1.1% |
11% |
False |
False |
16,633 |
| 80 |
1.2250 |
1.0345 |
0.1905 |
18.1% |
0.0096 |
0.9% |
9% |
False |
False |
12,478 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
21.9% |
0.0083 |
0.8% |
8% |
False |
False |
9,985 |
| 120 |
1.2927 |
1.0345 |
0.2582 |
24.5% |
0.0070 |
0.7% |
7% |
False |
False |
8,321 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1044 |
|
2.618 |
1.0860 |
|
1.618 |
1.0747 |
|
1.000 |
1.0677 |
|
0.618 |
1.0634 |
|
HIGH |
1.0564 |
|
0.618 |
1.0521 |
|
0.500 |
1.0508 |
|
0.382 |
1.0494 |
|
LOW |
1.0451 |
|
0.618 |
1.0381 |
|
1.000 |
1.0338 |
|
1.618 |
1.0268 |
|
2.618 |
1.0155 |
|
4.250 |
0.9971 |
|
|
| Fisher Pivots for day following 19-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0517 |
1.0515 |
| PP |
1.0512 |
1.0508 |
| S1 |
1.0508 |
1.0502 |
|