CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 12-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Mar-2013 |
12-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0435 |
1.0384 |
-0.0051 |
-0.5% |
1.0700 |
| High |
1.0435 |
1.0451 |
0.0016 |
0.2% |
1.0778 |
| Low |
1.0409 |
1.0384 |
-0.0025 |
-0.2% |
1.0408 |
| Close |
1.0415 |
1.0451 |
0.0036 |
0.3% |
1.0464 |
| Range |
0.0026 |
0.0067 |
0.0041 |
157.7% |
0.0370 |
| ATR |
0.0092 |
0.0090 |
-0.0002 |
-1.9% |
0.0000 |
| Volume |
26 |
5 |
-21 |
-80.8% |
12 |
|
| Daily Pivots for day following 12-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0630 |
1.0607 |
1.0488 |
|
| R3 |
1.0563 |
1.0540 |
1.0469 |
|
| R2 |
1.0496 |
1.0496 |
1.0463 |
|
| R1 |
1.0473 |
1.0473 |
1.0457 |
1.0485 |
| PP |
1.0429 |
1.0429 |
1.0429 |
1.0434 |
| S1 |
1.0406 |
1.0406 |
1.0445 |
1.0418 |
| S2 |
1.0362 |
1.0362 |
1.0439 |
|
| S3 |
1.0295 |
1.0339 |
1.0433 |
|
| S4 |
1.0228 |
1.0272 |
1.0414 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1660 |
1.1432 |
1.0668 |
|
| R3 |
1.1290 |
1.1062 |
1.0566 |
|
| R2 |
1.0920 |
1.0920 |
1.0532 |
|
| R1 |
1.0692 |
1.0692 |
1.0498 |
1.0621 |
| PP |
1.0550 |
1.0550 |
1.0550 |
1.0515 |
| S1 |
1.0322 |
1.0322 |
1.0430 |
1.0251 |
| S2 |
1.0180 |
1.0180 |
1.0396 |
|
| S3 |
0.9810 |
0.9952 |
1.0362 |
|
| S4 |
0.9440 |
0.9582 |
1.0261 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0736 |
|
2.618 |
1.0626 |
|
1.618 |
1.0559 |
|
1.000 |
1.0518 |
|
0.618 |
1.0492 |
|
HIGH |
1.0451 |
|
0.618 |
1.0425 |
|
0.500 |
1.0418 |
|
0.382 |
1.0410 |
|
LOW |
1.0384 |
|
0.618 |
1.0343 |
|
1.000 |
1.0317 |
|
1.618 |
1.0276 |
|
2.618 |
1.0209 |
|
4.250 |
1.0099 |
|
|
| Fisher Pivots for day following 12-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0440 |
1.0451 |
| PP |
1.0429 |
1.0450 |
| S1 |
1.0418 |
1.0450 |
|