CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 28-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2013 |
28-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0586 |
1.0599 |
0.0013 |
0.1% |
1.0568 |
| High |
1.0643 |
1.0659 |
0.0016 |
0.2% |
1.0623 |
| Low |
1.0542 |
1.0594 |
0.0052 |
0.5% |
1.0407 |
| Close |
1.0602 |
1.0633 |
0.0031 |
0.3% |
1.0593 |
| Range |
0.0101 |
0.0065 |
-0.0036 |
-35.6% |
0.0216 |
| ATR |
0.0126 |
0.0122 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
122,335 |
123,589 |
1,254 |
1.0% |
811,144 |
|
| Daily Pivots for day following 28-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0793 |
1.0669 |
|
| R3 |
1.0759 |
1.0728 |
1.0651 |
|
| R2 |
1.0694 |
1.0694 |
1.0645 |
|
| R1 |
1.0663 |
1.0663 |
1.0639 |
1.0679 |
| PP |
1.0629 |
1.0629 |
1.0629 |
1.0636 |
| S1 |
1.0598 |
1.0598 |
1.0627 |
1.0614 |
| S2 |
1.0564 |
1.0564 |
1.0621 |
|
| S3 |
1.0499 |
1.0533 |
1.0615 |
|
| S4 |
1.0434 |
1.0468 |
1.0597 |
|
|
| 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 |
1.0517 |
0.0181 |
1.7% |
0.0104 |
1.0% |
64% |
False |
False |
141,304 |
| 10 |
1.0698 |
1.0392 |
0.0306 |
2.9% |
0.0123 |
1.2% |
79% |
False |
False |
157,746 |
| 20 |
1.0824 |
1.0345 |
0.0479 |
4.5% |
0.0117 |
1.1% |
60% |
False |
False |
99,032 |
| 40 |
1.1018 |
1.0345 |
0.0673 |
6.3% |
0.0131 |
1.2% |
43% |
False |
False |
50,343 |
| 60 |
1.1521 |
1.0345 |
0.1176 |
11.1% |
0.0123 |
1.2% |
24% |
False |
False |
33,635 |
| 80 |
1.2242 |
1.0345 |
0.1897 |
17.8% |
0.0104 |
1.0% |
15% |
False |
False |
25,233 |
| 100 |
1.2636 |
1.0345 |
0.2291 |
21.5% |
0.0090 |
0.8% |
13% |
False |
False |
20,189 |
| 120 |
1.2827 |
1.0345 |
0.2482 |
23.3% |
0.0077 |
0.7% |
12% |
False |
False |
16,825 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0935 |
|
2.618 |
1.0829 |
|
1.618 |
1.0764 |
|
1.000 |
1.0724 |
|
0.618 |
1.0699 |
|
HIGH |
1.0659 |
|
0.618 |
1.0634 |
|
0.500 |
1.0627 |
|
0.382 |
1.0619 |
|
LOW |
1.0594 |
|
0.618 |
1.0554 |
|
1.000 |
1.0529 |
|
1.618 |
1.0489 |
|
2.618 |
1.0424 |
|
4.250 |
1.0318 |
|
|
| Fisher Pivots for day following 28-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0631 |
1.0622 |
| PP |
1.0629 |
1.0612 |
| S1 |
1.0627 |
1.0601 |
|