CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 26-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Mar-2013 |
26-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0590 |
1.0629 |
0.0039 |
0.4% |
1.0559 |
| High |
1.0702 |
1.0640 |
-0.0062 |
-0.6% |
1.0625 |
| Low |
1.0553 |
1.0592 |
0.0039 |
0.4% |
1.0425 |
| Close |
1.0650 |
1.0597 |
-0.0053 |
-0.5% |
1.0602 |
| Range |
0.0149 |
0.0048 |
-0.0101 |
-67.8% |
0.0200 |
| ATR |
0.0106 |
0.0103 |
-0.0003 |
-3.2% |
0.0000 |
| Volume |
162 |
84 |
-78 |
-48.1% |
232 |
|
| Daily Pivots for day following 26-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0754 |
1.0723 |
1.0623 |
|
| R3 |
1.0706 |
1.0675 |
1.0610 |
|
| R2 |
1.0658 |
1.0658 |
1.0606 |
|
| R1 |
1.0627 |
1.0627 |
1.0601 |
1.0619 |
| PP |
1.0610 |
1.0610 |
1.0610 |
1.0605 |
| S1 |
1.0579 |
1.0579 |
1.0593 |
1.0571 |
| S2 |
1.0562 |
1.0562 |
1.0588 |
|
| S3 |
1.0514 |
1.0531 |
1.0584 |
|
| S4 |
1.0466 |
1.0483 |
1.0571 |
|
|
| 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 |
1.0702 |
1.0425 |
0.0277 |
2.6% |
0.0106 |
1.0% |
62% |
False |
False |
73 |
| 10 |
1.0702 |
1.0370 |
0.0332 |
3.1% |
0.0102 |
1.0% |
68% |
False |
False |
64 |
| 20 |
1.0962 |
1.0361 |
0.0601 |
5.7% |
0.0091 |
0.9% |
39% |
False |
False |
49 |
| 40 |
1.1083 |
1.0361 |
0.0722 |
6.8% |
0.0087 |
0.8% |
33% |
False |
False |
44 |
| 60 |
1.1646 |
1.0361 |
0.1285 |
12.1% |
0.0081 |
0.8% |
18% |
False |
False |
37 |
| 80 |
1.2254 |
1.0361 |
0.1893 |
17.9% |
0.0069 |
0.7% |
12% |
False |
False |
29 |
| 100 |
1.2640 |
1.0361 |
0.2279 |
21.5% |
0.0058 |
0.5% |
10% |
False |
False |
24 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0844 |
|
2.618 |
1.0766 |
|
1.618 |
1.0718 |
|
1.000 |
1.0688 |
|
0.618 |
1.0670 |
|
HIGH |
1.0640 |
|
0.618 |
1.0622 |
|
0.500 |
1.0616 |
|
0.382 |
1.0610 |
|
LOW |
1.0592 |
|
0.618 |
1.0562 |
|
1.000 |
1.0544 |
|
1.618 |
1.0514 |
|
2.618 |
1.0466 |
|
4.250 |
1.0388 |
|
|
| Fisher Pivots for day following 26-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0616 |
1.0623 |
| PP |
1.0610 |
1.0614 |
| S1 |
1.0603 |
1.0606 |
|