CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0423 |
1.0533 |
0.0110 |
1.1% |
1.0568 |
| High |
1.0585 |
1.0623 |
0.0038 |
0.4% |
1.0623 |
| Low |
1.0410 |
1.0517 |
0.0107 |
1.0% |
1.0407 |
| Close |
1.0544 |
1.0593 |
0.0049 |
0.5% |
1.0593 |
| Range |
0.0175 |
0.0106 |
-0.0069 |
-39.4% |
0.0216 |
| ATR |
0.0131 |
0.0129 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
185,065 |
154,867 |
-30,198 |
-16.3% |
811,144 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0896 |
1.0850 |
1.0651 |
|
| R3 |
1.0790 |
1.0744 |
1.0622 |
|
| R2 |
1.0684 |
1.0684 |
1.0612 |
|
| R1 |
1.0638 |
1.0638 |
1.0603 |
1.0661 |
| PP |
1.0578 |
1.0578 |
1.0578 |
1.0589 |
| S1 |
1.0532 |
1.0532 |
1.0583 |
1.0555 |
| S2 |
1.0472 |
1.0472 |
1.0574 |
|
| S3 |
1.0366 |
1.0426 |
1.0564 |
|
| S4 |
1.0260 |
1.0320 |
1.0535 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1189 |
1.1107 |
1.0712 |
|
| R3 |
1.0973 |
1.0891 |
1.0652 |
|
| R2 |
1.0757 |
1.0757 |
1.0633 |
|
| R1 |
1.0675 |
1.0675 |
1.0613 |
1.0716 |
| PP |
1.0541 |
1.0541 |
1.0541 |
1.0562 |
| S1 |
1.0459 |
1.0459 |
1.0573 |
1.0500 |
| S2 |
1.0325 |
1.0325 |
1.0553 |
|
| S3 |
1.0109 |
1.0243 |
1.0534 |
|
| S4 |
0.9893 |
1.0027 |
1.0474 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0623 |
1.0407 |
0.0216 |
2.0% |
0.0137 |
1.3% |
86% |
True |
False |
162,228 |
| 10 |
1.0623 |
1.0345 |
0.0278 |
2.6% |
0.0119 |
1.1% |
89% |
True |
False |
132,934 |
| 20 |
1.1014 |
1.0345 |
0.0669 |
6.3% |
0.0138 |
1.3% |
37% |
False |
False |
72,388 |
| 40 |
1.1078 |
1.0345 |
0.0733 |
6.9% |
0.0129 |
1.2% |
34% |
False |
False |
36,581 |
| 60 |
1.1744 |
1.0345 |
0.1399 |
13.2% |
0.0121 |
1.1% |
18% |
False |
False |
24,445 |
| 80 |
1.2242 |
1.0345 |
0.1897 |
17.9% |
0.0100 |
0.9% |
13% |
False |
False |
18,338 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
21.8% |
0.0087 |
0.8% |
11% |
False |
False |
14,673 |
| 120 |
1.2855 |
1.0345 |
0.2510 |
23.7% |
0.0074 |
0.7% |
10% |
False |
False |
12,228 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1074 |
|
2.618 |
1.0901 |
|
1.618 |
1.0795 |
|
1.000 |
1.0729 |
|
0.618 |
1.0689 |
|
HIGH |
1.0623 |
|
0.618 |
1.0583 |
|
0.500 |
1.0570 |
|
0.382 |
1.0557 |
|
LOW |
1.0517 |
|
0.618 |
1.0451 |
|
1.000 |
1.0411 |
|
1.618 |
1.0345 |
|
2.618 |
1.0239 |
|
4.250 |
1.0067 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0585 |
1.0567 |
| PP |
1.0578 |
1.0541 |
| S1 |
1.0570 |
1.0515 |
|