CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 29-Jan-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Jan-2013 |
29-Jan-2013 |
Change |
Change % |
Previous Week |
Open |
1.1002 |
1.1082 |
0.0080 |
0.7% |
1.1130 |
High |
1.1062 |
1.1083 |
0.0021 |
0.2% |
1.1393 |
Low |
1.1002 |
1.1037 |
0.0035 |
0.3% |
1.1006 |
Close |
1.1042 |
1.1046 |
0.0004 |
0.0% |
1.1013 |
Range |
0.0060 |
0.0046 |
-0.0014 |
-23.3% |
0.0387 |
ATR |
0.0099 |
0.0095 |
-0.0004 |
-3.8% |
0.0000 |
Volume |
19 |
17 |
-2 |
-10.5% |
184 |
|
Daily Pivots for day following 29-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1193 |
1.1166 |
1.1071 |
|
R3 |
1.1147 |
1.1120 |
1.1059 |
|
R2 |
1.1101 |
1.1101 |
1.1054 |
|
R1 |
1.1074 |
1.1074 |
1.1050 |
1.1065 |
PP |
1.1055 |
1.1055 |
1.1055 |
1.1051 |
S1 |
1.1028 |
1.1028 |
1.1042 |
1.1019 |
S2 |
1.1009 |
1.1009 |
1.1038 |
|
S3 |
1.0963 |
1.0982 |
1.1033 |
|
S4 |
1.0917 |
1.0936 |
1.1021 |
|
|
Weekly Pivots for week ending 25-Jan-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.2298 |
1.2043 |
1.1226 |
|
R3 |
1.1911 |
1.1656 |
1.1119 |
|
R2 |
1.1524 |
1.1524 |
1.1084 |
|
R1 |
1.1269 |
1.1269 |
1.1048 |
1.1203 |
PP |
1.1137 |
1.1137 |
1.1137 |
1.1105 |
S1 |
1.0882 |
1.0882 |
1.0978 |
1.0816 |
S2 |
1.0750 |
1.0750 |
1.0942 |
|
S3 |
1.0363 |
1.0495 |
1.0907 |
|
S4 |
0.9976 |
1.0108 |
1.0800 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.1393 |
1.1002 |
0.0391 |
3.5% |
0.0094 |
0.9% |
11% |
False |
False |
41 |
10 |
1.1393 |
1.1002 |
0.0391 |
3.5% |
0.0096 |
0.9% |
11% |
False |
False |
29 |
20 |
1.1569 |
1.1002 |
0.0567 |
5.1% |
0.0067 |
0.6% |
8% |
False |
False |
22 |
40 |
1.2254 |
1.1002 |
0.1252 |
11.3% |
0.0052 |
0.5% |
4% |
False |
False |
13 |
60 |
1.2640 |
1.1002 |
0.1638 |
14.8% |
0.0039 |
0.3% |
3% |
False |
False |
10 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.1279 |
2.618 |
1.1203 |
1.618 |
1.1157 |
1.000 |
1.1129 |
0.618 |
1.1111 |
HIGH |
1.1083 |
0.618 |
1.1065 |
0.500 |
1.1060 |
0.382 |
1.1055 |
LOW |
1.1037 |
0.618 |
1.1009 |
1.000 |
1.0991 |
1.618 |
1.0963 |
2.618 |
1.0917 |
4.250 |
1.0842 |
|
|
Fisher Pivots for day following 29-Jan-2013 |
Pivot |
1 day |
3 day |
R1 |
1.1060 |
1.1046 |
PP |
1.1055 |
1.1045 |
S1 |
1.1051 |
1.1045 |
|