CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 25-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Mar-2013 |
25-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0533 |
1.0584 |
0.0051 |
0.5% |
1.0568 |
| High |
1.0623 |
1.0698 |
0.0075 |
0.7% |
1.0623 |
| Low |
1.0517 |
1.0536 |
0.0019 |
0.2% |
1.0407 |
| Close |
1.0593 |
1.0641 |
0.0048 |
0.5% |
1.0593 |
| Range |
0.0106 |
0.0162 |
0.0056 |
52.8% |
0.0216 |
| ATR |
0.0129 |
0.0131 |
0.0002 |
1.8% |
0.0000 |
| Volume |
154,867 |
173,820 |
18,953 |
12.2% |
811,144 |
|
| Daily Pivots for day following 25-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1111 |
1.1038 |
1.0730 |
|
| R3 |
1.0949 |
1.0876 |
1.0686 |
|
| R2 |
1.0787 |
1.0787 |
1.0671 |
|
| R1 |
1.0714 |
1.0714 |
1.0656 |
1.0751 |
| PP |
1.0625 |
1.0625 |
1.0625 |
1.0643 |
| S1 |
1.0552 |
1.0552 |
1.0626 |
1.0589 |
| S2 |
1.0463 |
1.0463 |
1.0611 |
|
| S3 |
1.0301 |
1.0390 |
1.0596 |
|
| S4 |
1.0139 |
1.0228 |
1.0552 |
|
|
| 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 |
1.0698 |
1.0407 |
0.0291 |
2.7% |
0.0140 |
1.3% |
80% |
True |
False |
159,140 |
| 10 |
1.0698 |
1.0345 |
0.0353 |
3.3% |
0.0129 |
1.2% |
84% |
True |
False |
146,999 |
| 20 |
1.0983 |
1.0345 |
0.0638 |
6.0% |
0.0126 |
1.2% |
46% |
False |
False |
81,041 |
| 40 |
1.1072 |
1.0345 |
0.0727 |
6.8% |
0.0130 |
1.2% |
41% |
False |
False |
40,914 |
| 60 |
1.1693 |
1.0345 |
0.1348 |
12.7% |
0.0123 |
1.2% |
22% |
False |
False |
27,341 |
| 80 |
1.2242 |
1.0345 |
0.1897 |
17.8% |
0.0101 |
1.0% |
16% |
False |
False |
20,510 |
| 100 |
1.2650 |
1.0345 |
0.2305 |
21.7% |
0.0088 |
0.8% |
13% |
False |
False |
16,411 |
| 120 |
1.2839 |
1.0345 |
0.2494 |
23.4% |
0.0075 |
0.7% |
12% |
False |
False |
13,676 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1387 |
|
2.618 |
1.1122 |
|
1.618 |
1.0960 |
|
1.000 |
1.0860 |
|
0.618 |
1.0798 |
|
HIGH |
1.0698 |
|
0.618 |
1.0636 |
|
0.500 |
1.0617 |
|
0.382 |
1.0598 |
|
LOW |
1.0536 |
|
0.618 |
1.0436 |
|
1.000 |
1.0374 |
|
1.618 |
1.0274 |
|
2.618 |
1.0112 |
|
4.250 |
0.9848 |
|
|
| Fisher Pivots for day following 25-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0633 |
1.0612 |
| PP |
1.0625 |
1.0583 |
| S1 |
1.0617 |
1.0554 |
|