CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 15-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
14-Mar-2013 |
15-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0418 |
-0.0007 |
-0.1% |
1.0409 |
| High |
1.0460 |
1.0529 |
0.0069 |
0.7% |
1.0529 |
| Low |
1.0370 |
1.0417 |
0.0047 |
0.5% |
1.0361 |
| Close |
1.0425 |
1.0492 |
0.0067 |
0.6% |
1.0492 |
| Range |
0.0090 |
0.0112 |
0.0022 |
24.4% |
0.0168 |
| ATR |
0.0098 |
0.0099 |
0.0001 |
1.0% |
0.0000 |
| Volume |
98 |
37 |
-61 |
-62.2% |
230 |
|
| Daily Pivots for day following 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0815 |
1.0766 |
1.0554 |
|
| R3 |
1.0703 |
1.0654 |
1.0523 |
|
| R2 |
1.0591 |
1.0591 |
1.0513 |
|
| R1 |
1.0542 |
1.0542 |
1.0502 |
1.0567 |
| PP |
1.0479 |
1.0479 |
1.0479 |
1.0492 |
| S1 |
1.0430 |
1.0430 |
1.0482 |
1.0455 |
| S2 |
1.0367 |
1.0367 |
1.0471 |
|
| S3 |
1.0255 |
1.0318 |
1.0461 |
|
| S4 |
1.0143 |
1.0206 |
1.0430 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0965 |
1.0896 |
1.0584 |
|
| R3 |
1.0797 |
1.0728 |
1.0538 |
|
| R2 |
1.0629 |
1.0629 |
1.0523 |
|
| R1 |
1.0560 |
1.0560 |
1.0507 |
1.0595 |
| PP |
1.0461 |
1.0461 |
1.0461 |
1.0478 |
| S1 |
1.0392 |
1.0392 |
1.0477 |
1.0427 |
| S2 |
1.0293 |
1.0293 |
1.0461 |
|
| S3 |
1.0125 |
1.0224 |
1.0446 |
|
| S4 |
0.9957 |
1.0056 |
1.0400 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0529 |
1.0361 |
0.0168 |
1.6% |
0.0081 |
0.8% |
78% |
True |
False |
46 |
| 10 |
1.0764 |
1.0361 |
0.0403 |
3.8% |
0.0078 |
0.7% |
33% |
False |
False |
41 |
| 20 |
1.1017 |
1.0361 |
0.0656 |
6.3% |
0.0095 |
0.9% |
20% |
False |
False |
47 |
| 40 |
1.1393 |
1.0361 |
0.1032 |
9.8% |
0.0089 |
0.8% |
13% |
False |
False |
39 |
| 60 |
1.1956 |
1.0361 |
0.1595 |
15.2% |
0.0073 |
0.7% |
8% |
False |
False |
29 |
| 80 |
1.2360 |
1.0361 |
0.1999 |
19.1% |
0.0062 |
0.6% |
7% |
False |
False |
23 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1005 |
|
2.618 |
1.0822 |
|
1.618 |
1.0710 |
|
1.000 |
1.0641 |
|
0.618 |
1.0598 |
|
HIGH |
1.0529 |
|
0.618 |
1.0486 |
|
0.500 |
1.0473 |
|
0.382 |
1.0460 |
|
LOW |
1.0417 |
|
0.618 |
1.0348 |
|
1.000 |
1.0305 |
|
1.618 |
1.0236 |
|
2.618 |
1.0124 |
|
4.250 |
0.9941 |
|
|
| Fisher Pivots for day following 15-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0486 |
1.0478 |
| PP |
1.0479 |
1.0464 |
| S1 |
1.0473 |
1.0450 |
|