CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 14-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Mar-2013 |
14-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0425 |
-0.0025 |
-0.2% |
1.0696 |
| High |
1.0490 |
1.0460 |
-0.0030 |
-0.3% |
1.0764 |
| Low |
1.0406 |
1.0370 |
-0.0036 |
-0.3% |
1.0400 |
| Close |
1.0429 |
1.0425 |
-0.0004 |
0.0% |
1.0453 |
| Range |
0.0084 |
0.0090 |
0.0006 |
7.1% |
0.0364 |
| ATR |
0.0099 |
0.0098 |
-0.0001 |
-0.6% |
0.0000 |
| Volume |
27 |
98 |
71 |
263.0% |
182 |
|
| Daily Pivots for day following 14-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0688 |
1.0647 |
1.0475 |
|
| R3 |
1.0598 |
1.0557 |
1.0450 |
|
| R2 |
1.0508 |
1.0508 |
1.0442 |
|
| R1 |
1.0467 |
1.0467 |
1.0433 |
1.0470 |
| PP |
1.0418 |
1.0418 |
1.0418 |
1.0420 |
| S1 |
1.0377 |
1.0377 |
1.0417 |
1.0380 |
| S2 |
1.0328 |
1.0328 |
1.0409 |
|
| S3 |
1.0238 |
1.0287 |
1.0400 |
|
| S4 |
1.0148 |
1.0197 |
1.0376 |
|
|
| 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 |
1.0510 |
1.0361 |
0.0149 |
1.4% |
0.0081 |
0.8% |
43% |
False |
False |
52 |
| 10 |
1.0816 |
1.0361 |
0.0455 |
4.4% |
0.0078 |
0.7% |
14% |
False |
False |
41 |
| 20 |
1.1017 |
1.0361 |
0.0656 |
6.3% |
0.0092 |
0.9% |
10% |
False |
False |
46 |
| 40 |
1.1393 |
1.0361 |
0.1032 |
9.9% |
0.0087 |
0.8% |
6% |
False |
False |
38 |
| 60 |
1.1961 |
1.0361 |
0.1600 |
15.3% |
0.0072 |
0.7% |
4% |
False |
False |
29 |
| 80 |
1.2360 |
1.0361 |
0.1999 |
19.2% |
0.0061 |
0.6% |
3% |
False |
False |
22 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0843 |
|
2.618 |
1.0696 |
|
1.618 |
1.0606 |
|
1.000 |
1.0550 |
|
0.618 |
1.0516 |
|
HIGH |
1.0460 |
|
0.618 |
1.0426 |
|
0.500 |
1.0415 |
|
0.382 |
1.0404 |
|
LOW |
1.0370 |
|
0.618 |
1.0314 |
|
1.000 |
1.0280 |
|
1.618 |
1.0224 |
|
2.618 |
1.0134 |
|
4.250 |
0.9988 |
|
|
| Fisher Pivots for day following 14-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0422 |
1.0426 |
| PP |
1.0418 |
1.0425 |
| S1 |
1.0415 |
1.0425 |
|