CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 24-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
23-Jan-2013 |
24-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.1364 |
1.1280 |
-0.0084 |
-0.7% |
1.1195 |
High |
1.1393 |
1.1280 |
-0.0113 |
-1.0% |
1.1375 |
Low |
1.1300 |
1.1089 |
-0.0211 |
-1.9% |
1.1127 |
Close |
1.1304 |
1.1139 |
-0.0165 |
-1.5% |
1.1133 |
Range |
0.0093 |
0.0191 |
0.0098 |
105.4% |
0.0248 |
ATR |
0.0091 |
0.0100 |
0.0009 |
9.8% |
0.0000 |
Volume |
68 |
78 |
10 |
14.7% |
94 |
|
Daily Pivots for day following 24-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1742 |
1.1632 |
1.1244 |
|
R3 |
1.1551 |
1.1441 |
1.1192 |
|
R2 |
1.1360 |
1.1360 |
1.1174 |
|
R1 |
1.1250 |
1.1250 |
1.1157 |
1.1210 |
PP |
1.1169 |
1.1169 |
1.1169 |
1.1149 |
S1 |
1.1059 |
1.1059 |
1.1121 |
1.1019 |
S2 |
1.0978 |
1.0978 |
1.1104 |
|
S3 |
1.0787 |
1.0868 |
1.1086 |
|
S4 |
1.0596 |
1.0677 |
1.1034 |
|
|
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 |
1.1089 |
0.0304 |
2.7% |
0.0130 |
1.2% |
16% |
False |
True |
41 |
10 |
1.1393 |
1.1089 |
0.0304 |
2.7% |
0.0092 |
0.8% |
16% |
False |
True |
26 |
20 |
1.1709 |
1.1089 |
0.0620 |
5.6% |
0.0062 |
0.6% |
8% |
False |
True |
19 |
40 |
1.2265 |
1.1089 |
0.1176 |
10.6% |
0.0049 |
0.4% |
4% |
False |
True |
12 |
60 |
1.2652 |
1.1089 |
0.1563 |
14.0% |
0.0036 |
0.3% |
3% |
False |
True |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.2092 |
2.618 |
1.1780 |
1.618 |
1.1589 |
1.000 |
1.1471 |
0.618 |
1.1398 |
HIGH |
1.1280 |
0.618 |
1.1207 |
0.500 |
1.1185 |
0.382 |
1.1162 |
LOW |
1.1089 |
0.618 |
1.0971 |
1.000 |
1.0898 |
1.618 |
1.0780 |
2.618 |
1.0589 |
4.250 |
1.0277 |
|
|
Fisher Pivots for day following 24-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1185 |
1.1241 |
PP |
1.1169 |
1.1207 |
S1 |
1.1154 |
1.1173 |
|