CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 27-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Mar-2013 |
27-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0623 |
1.0586 |
-0.0037 |
-0.3% |
1.0568 |
| High |
1.0660 |
1.0643 |
-0.0017 |
-0.2% |
1.0623 |
| Low |
1.0574 |
1.0542 |
-0.0032 |
-0.3% |
1.0407 |
| Close |
1.0588 |
1.0602 |
0.0014 |
0.1% |
1.0593 |
| Range |
0.0086 |
0.0101 |
0.0015 |
17.4% |
0.0216 |
| ATR |
0.0128 |
0.0126 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
131,913 |
122,335 |
-9,578 |
-7.3% |
811,144 |
|
| Daily Pivots for day following 27-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0899 |
1.0851 |
1.0658 |
|
| R3 |
1.0798 |
1.0750 |
1.0630 |
|
| R2 |
1.0697 |
1.0697 |
1.0621 |
|
| R1 |
1.0649 |
1.0649 |
1.0611 |
1.0673 |
| PP |
1.0596 |
1.0596 |
1.0596 |
1.0608 |
| S1 |
1.0548 |
1.0548 |
1.0593 |
1.0572 |
| S2 |
1.0495 |
1.0495 |
1.0583 |
|
| S3 |
1.0394 |
1.0447 |
1.0574 |
|
| S4 |
1.0293 |
1.0346 |
1.0546 |
|
|
| 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 |
1.0410 |
0.0288 |
2.7% |
0.0126 |
1.2% |
67% |
False |
False |
153,600 |
| 10 |
1.0698 |
1.0358 |
0.0340 |
3.2% |
0.0127 |
1.2% |
72% |
False |
False |
155,340 |
| 20 |
1.0876 |
1.0345 |
0.0531 |
5.0% |
0.0118 |
1.1% |
48% |
False |
False |
93,055 |
| 40 |
1.1026 |
1.0345 |
0.0681 |
6.4% |
0.0131 |
1.2% |
38% |
False |
False |
47,258 |
| 60 |
1.1654 |
1.0345 |
0.1309 |
12.3% |
0.0124 |
1.2% |
20% |
False |
False |
31,578 |
| 80 |
1.2242 |
1.0345 |
0.1897 |
17.9% |
0.0104 |
1.0% |
14% |
False |
False |
23,688 |
| 100 |
1.2636 |
1.0345 |
0.2291 |
21.6% |
0.0089 |
0.8% |
11% |
False |
False |
18,953 |
| 120 |
1.2827 |
1.0345 |
0.2482 |
23.4% |
0.0076 |
0.7% |
10% |
False |
False |
15,795 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1072 |
|
2.618 |
1.0907 |
|
1.618 |
1.0806 |
|
1.000 |
1.0744 |
|
0.618 |
1.0705 |
|
HIGH |
1.0643 |
|
0.618 |
1.0604 |
|
0.500 |
1.0593 |
|
0.382 |
1.0581 |
|
LOW |
1.0542 |
|
0.618 |
1.0480 |
|
1.000 |
1.0441 |
|
1.618 |
1.0379 |
|
2.618 |
1.0278 |
|
4.250 |
1.0113 |
|
|
| Fisher Pivots for day following 27-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0599 |
1.0617 |
| PP |
1.0596 |
1.0612 |
| S1 |
1.0593 |
1.0607 |
|