CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 22-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Mar-2013 |
22-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0425 |
1.0543 |
0.0118 |
1.1% |
1.0559 |
| High |
1.0592 |
1.0625 |
0.0033 |
0.3% |
1.0625 |
| Low |
1.0425 |
1.0543 |
0.0118 |
1.1% |
1.0425 |
| Close |
1.0553 |
1.0602 |
0.0049 |
0.5% |
1.0602 |
| Range |
0.0167 |
0.0082 |
-0.0085 |
-50.9% |
0.0200 |
| ATR |
0.0105 |
0.0103 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
29 |
53 |
24 |
82.8% |
232 |
|
| Daily Pivots for day following 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0836 |
1.0801 |
1.0647 |
|
| R3 |
1.0754 |
1.0719 |
1.0625 |
|
| R2 |
1.0672 |
1.0672 |
1.0617 |
|
| R1 |
1.0637 |
1.0637 |
1.0610 |
1.0655 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0599 |
| S1 |
1.0555 |
1.0555 |
1.0594 |
1.0573 |
| S2 |
1.0508 |
1.0508 |
1.0587 |
|
| S3 |
1.0426 |
1.0473 |
1.0579 |
|
| S4 |
1.0344 |
1.0391 |
1.0557 |
|
|
| Weekly Pivots for week ending 22-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1151 |
1.1076 |
1.0712 |
|
| R3 |
1.0951 |
1.0876 |
1.0657 |
|
| R2 |
1.0751 |
1.0751 |
1.0639 |
|
| R1 |
1.0676 |
1.0676 |
1.0620 |
1.0714 |
| PP |
1.0551 |
1.0551 |
1.0551 |
1.0569 |
| S1 |
1.0476 |
1.0476 |
1.0584 |
1.0514 |
| S2 |
1.0351 |
1.0351 |
1.0565 |
|
| S3 |
1.0151 |
1.0276 |
1.0547 |
|
| S4 |
0.9951 |
1.0076 |
1.0492 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0625 |
1.0425 |
0.0200 |
1.9% |
0.0107 |
1.0% |
89% |
True |
False |
46 |
| 10 |
1.0625 |
1.0361 |
0.0264 |
2.5% |
0.0094 |
0.9% |
91% |
True |
False |
46 |
| 20 |
1.1017 |
1.0361 |
0.0656 |
6.2% |
0.0109 |
1.0% |
37% |
False |
False |
43 |
| 40 |
1.1087 |
1.0361 |
0.0726 |
6.8% |
0.0086 |
0.8% |
33% |
False |
False |
39 |
| 60 |
1.1709 |
1.0361 |
0.1348 |
12.7% |
0.0078 |
0.7% |
18% |
False |
False |
33 |
| 80 |
1.2265 |
1.0361 |
0.1904 |
18.0% |
0.0068 |
0.6% |
13% |
False |
False |
26 |
| 100 |
1.2652 |
1.0361 |
0.2291 |
21.6% |
0.0056 |
0.5% |
11% |
False |
False |
21 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0974 |
|
2.618 |
1.0840 |
|
1.618 |
1.0758 |
|
1.000 |
1.0707 |
|
0.618 |
1.0676 |
|
HIGH |
1.0625 |
|
0.618 |
1.0594 |
|
0.500 |
1.0584 |
|
0.382 |
1.0574 |
|
LOW |
1.0543 |
|
0.618 |
1.0492 |
|
1.000 |
1.0461 |
|
1.618 |
1.0410 |
|
2.618 |
1.0328 |
|
4.250 |
1.0195 |
|
|
| Fisher Pivots for day following 22-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0596 |
1.0576 |
| PP |
1.0590 |
1.0551 |
| S1 |
1.0584 |
1.0525 |
|