CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 23-Jan-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Jan-2013 |
23-Jan-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1130 |
1.1364 |
0.0234 |
2.1% |
1.1195 |
| High |
1.1295 |
1.1393 |
0.0098 |
0.9% |
1.1375 |
| Low |
1.1130 |
1.1300 |
0.0170 |
1.5% |
1.1127 |
| Close |
1.1295 |
1.1304 |
0.0009 |
0.1% |
1.1133 |
| Range |
0.0165 |
0.0093 |
-0.0072 |
-43.6% |
0.0248 |
| ATR |
0.0090 |
0.0091 |
0.0001 |
0.6% |
0.0000 |
| Volume |
15 |
68 |
53 |
353.3% |
94 |
|
| Daily Pivots for day following 23-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1611 |
1.1551 |
1.1355 |
|
| R3 |
1.1518 |
1.1458 |
1.1330 |
|
| R2 |
1.1425 |
1.1425 |
1.1321 |
|
| R1 |
1.1365 |
1.1365 |
1.1313 |
1.1349 |
| PP |
1.1332 |
1.1332 |
1.1332 |
1.1324 |
| S1 |
1.1272 |
1.1272 |
1.1295 |
1.1256 |
| S2 |
1.1239 |
1.1239 |
1.1287 |
|
| S3 |
1.1146 |
1.1179 |
1.1278 |
|
| S4 |
1.1053 |
1.1086 |
1.1253 |
|
|
| Weekly Pivots for week ending 18-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1956 |
1.1792 |
1.1269 |
|
| R3 |
1.1708 |
1.1544 |
1.1201 |
|
| R2 |
1.1460 |
1.1460 |
1.1178 |
|
| R1 |
1.1296 |
1.1296 |
1.1156 |
1.1254 |
| PP |
1.1212 |
1.1212 |
1.1212 |
1.1191 |
| S1 |
1.1048 |
1.1048 |
1.1110 |
1.1006 |
| S2 |
1.0964 |
1.0964 |
1.1088 |
|
| S3 |
1.0716 |
1.0800 |
1.1065 |
|
| S4 |
1.0468 |
1.0552 |
1.0997 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1393 |
1.1127 |
0.0266 |
2.4% |
0.0102 |
0.9% |
67% |
True |
False |
29 |
| 10 |
1.1455 |
1.1127 |
0.0328 |
2.9% |
0.0076 |
0.7% |
54% |
False |
False |
23 |
| 20 |
1.1888 |
1.1127 |
0.0761 |
6.7% |
0.0056 |
0.5% |
23% |
False |
False |
16 |
| 40 |
1.2265 |
1.1127 |
0.1138 |
10.1% |
0.0045 |
0.4% |
16% |
False |
False |
10 |
| 60 |
1.2652 |
1.1127 |
0.1525 |
13.5% |
0.0034 |
0.3% |
12% |
False |
False |
8 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1788 |
|
2.618 |
1.1636 |
|
1.618 |
1.1543 |
|
1.000 |
1.1486 |
|
0.618 |
1.1450 |
|
HIGH |
1.1393 |
|
0.618 |
1.1357 |
|
0.500 |
1.1347 |
|
0.382 |
1.1336 |
|
LOW |
1.1300 |
|
0.618 |
1.1243 |
|
1.000 |
1.1207 |
|
1.618 |
1.1150 |
|
2.618 |
1.1057 |
|
4.250 |
1.0905 |
|
|
| Fisher Pivots for day following 23-Jan-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.1347 |
1.1290 |
| PP |
1.1332 |
1.1276 |
| S1 |
1.1318 |
1.1262 |
|