CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0584 |
1.0623 |
0.0039 |
0.4% |
1.0568 |
| High |
1.0698 |
1.0660 |
-0.0038 |
-0.4% |
1.0623 |
| Low |
1.0536 |
1.0574 |
0.0038 |
0.4% |
1.0407 |
| Close |
1.0641 |
1.0588 |
-0.0053 |
-0.5% |
1.0593 |
| Range |
0.0162 |
0.0086 |
-0.0076 |
-46.9% |
0.0216 |
| ATR |
0.0131 |
0.0128 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
173,820 |
131,913 |
-41,907 |
-24.1% |
811,144 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0865 |
1.0813 |
1.0635 |
|
| R3 |
1.0779 |
1.0727 |
1.0612 |
|
| R2 |
1.0693 |
1.0693 |
1.0604 |
|
| R1 |
1.0641 |
1.0641 |
1.0596 |
1.0624 |
| PP |
1.0607 |
1.0607 |
1.0607 |
1.0599 |
| S1 |
1.0555 |
1.0555 |
1.0580 |
1.0538 |
| S2 |
1.0521 |
1.0521 |
1.0572 |
|
| S3 |
1.0435 |
1.0469 |
1.0564 |
|
| S4 |
1.0349 |
1.0383 |
1.0541 |
|
|
| 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% |
0.0135 |
1.3% |
62% |
False |
False |
154,912 |
| 10 |
1.0698 |
1.0358 |
0.0340 |
3.2% |
0.0126 |
1.2% |
68% |
False |
False |
152,290 |
| 20 |
1.0983 |
1.0345 |
0.0638 |
6.0% |
0.0121 |
1.1% |
38% |
False |
False |
87,409 |
| 40 |
1.1072 |
1.0345 |
0.0727 |
6.9% |
0.0131 |
1.2% |
33% |
False |
False |
44,202 |
| 60 |
1.1654 |
1.0345 |
0.1309 |
12.4% |
0.0123 |
1.2% |
19% |
False |
False |
29,539 |
| 80 |
1.2242 |
1.0345 |
0.1897 |
17.9% |
0.0102 |
1.0% |
13% |
False |
False |
22,159 |
| 100 |
1.2636 |
1.0345 |
0.2291 |
21.6% |
0.0088 |
0.8% |
11% |
False |
False |
17,730 |
| 120 |
1.2827 |
1.0345 |
0.2482 |
23.4% |
0.0076 |
0.7% |
10% |
False |
False |
14,775 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1026 |
|
2.618 |
1.0885 |
|
1.618 |
1.0799 |
|
1.000 |
1.0746 |
|
0.618 |
1.0713 |
|
HIGH |
1.0660 |
|
0.618 |
1.0627 |
|
0.500 |
1.0617 |
|
0.382 |
1.0607 |
|
LOW |
1.0574 |
|
0.618 |
1.0521 |
|
1.000 |
1.0488 |
|
1.618 |
1.0435 |
|
2.618 |
1.0349 |
|
4.250 |
1.0209 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0617 |
1.0608 |
| PP |
1.0607 |
1.0601 |
| S1 |
1.0598 |
1.0595 |
|