CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 11-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Mar-2013 |
11-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0510 |
1.0409 |
-0.0101 |
-1.0% |
1.0696 |
| High |
1.0510 |
1.0423 |
-0.0087 |
-0.8% |
1.0764 |
| Low |
1.0400 |
1.0401 |
0.0001 |
0.0% |
1.0400 |
| Close |
1.0453 |
1.0404 |
-0.0049 |
-0.5% |
1.0453 |
| Range |
0.0110 |
0.0022 |
-0.0088 |
-80.0% |
0.0364 |
| ATR |
0.0103 |
0.0100 |
-0.0004 |
-3.5% |
0.0000 |
| Volume |
67 |
44 |
-23 |
-34.3% |
182 |
|
| Daily Pivots for day following 11-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0475 |
1.0462 |
1.0416 |
|
| R3 |
1.0453 |
1.0440 |
1.0410 |
|
| R2 |
1.0431 |
1.0431 |
1.0408 |
|
| R1 |
1.0418 |
1.0418 |
1.0406 |
1.0414 |
| PP |
1.0409 |
1.0409 |
1.0409 |
1.0407 |
| S1 |
1.0396 |
1.0396 |
1.0402 |
1.0392 |
| S2 |
1.0387 |
1.0387 |
1.0400 |
|
| S3 |
1.0365 |
1.0374 |
1.0398 |
|
| S4 |
1.0343 |
1.0352 |
1.0392 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1406 |
1.0653 |
|
| R3 |
1.1267 |
1.1042 |
1.0553 |
|
| R2 |
1.0903 |
1.0903 |
1.0520 |
|
| R1 |
1.0678 |
1.0678 |
1.0486 |
1.0609 |
| PP |
1.0539 |
1.0539 |
1.0539 |
1.0504 |
| S1 |
1.0314 |
1.0314 |
1.0420 |
1.0245 |
| S2 |
1.0175 |
1.0175 |
1.0386 |
|
| S3 |
0.9811 |
0.9950 |
1.0353 |
|
| S4 |
0.9447 |
0.9586 |
1.0253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0764 |
1.0400 |
0.0364 |
3.5% |
0.0071 |
0.7% |
1% |
False |
False |
41 |
| 10 |
1.0984 |
1.0400 |
0.0584 |
5.6% |
0.0087 |
0.8% |
1% |
False |
False |
44 |
| 20 |
1.1017 |
1.0400 |
0.0617 |
5.9% |
0.0090 |
0.9% |
1% |
False |
False |
40 |
| 40 |
1.1393 |
1.0400 |
0.0993 |
9.5% |
0.0084 |
0.8% |
0% |
False |
False |
35 |
| 60 |
1.2125 |
1.0400 |
0.1725 |
16.6% |
0.0070 |
0.7% |
0% |
False |
False |
27 |
| 80 |
1.2640 |
1.0400 |
0.2240 |
21.5% |
0.0058 |
0.6% |
0% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0517 |
|
2.618 |
1.0481 |
|
1.618 |
1.0459 |
|
1.000 |
1.0445 |
|
0.618 |
1.0437 |
|
HIGH |
1.0423 |
|
0.618 |
1.0415 |
|
0.500 |
1.0412 |
|
0.382 |
1.0409 |
|
LOW |
1.0401 |
|
0.618 |
1.0387 |
|
1.000 |
1.0379 |
|
1.618 |
1.0365 |
|
2.618 |
1.0343 |
|
4.250 |
1.0308 |
|
|
| Fisher Pivots for day following 11-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0412 |
1.0535 |
| PP |
1.0409 |
1.0491 |
| S1 |
1.0407 |
1.0448 |
|