CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 18-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Mar-2013 |
18-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0450 |
1.0550 |
0.0100 |
1.0% |
1.0435 |
| High |
1.0504 |
1.0595 |
0.0091 |
0.9% |
1.0504 |
| Low |
1.0450 |
1.0505 |
0.0055 |
0.5% |
1.0384 |
| Close |
1.0503 |
1.0505 |
0.0002 |
0.0% |
1.0503 |
| Range |
0.0054 |
0.0090 |
0.0036 |
66.7% |
0.0120 |
| ATR |
0.0079 |
0.0080 |
0.0001 |
1.2% |
0.0000 |
| Volume |
1 |
11 |
10 |
1,000.0% |
95 |
|
| Daily Pivots for day following 18-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0805 |
1.0745 |
1.0555 |
|
| R3 |
1.0715 |
1.0655 |
1.0530 |
|
| R2 |
1.0625 |
1.0625 |
1.0522 |
|
| R1 |
1.0565 |
1.0565 |
1.0513 |
1.0550 |
| PP |
1.0535 |
1.0535 |
1.0535 |
1.0528 |
| S1 |
1.0475 |
1.0475 |
1.0497 |
1.0460 |
| S2 |
1.0445 |
1.0445 |
1.0489 |
|
| S3 |
1.0355 |
1.0385 |
1.0480 |
|
| S4 |
1.0265 |
1.0295 |
1.0456 |
|
|
| Weekly Pivots for week ending 15-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0824 |
1.0783 |
1.0569 |
|
| R3 |
1.0704 |
1.0663 |
1.0536 |
|
| R2 |
1.0584 |
1.0584 |
1.0525 |
|
| R1 |
1.0543 |
1.0543 |
1.0514 |
1.0564 |
| PP |
1.0464 |
1.0464 |
1.0464 |
1.0474 |
| S1 |
1.0423 |
1.0423 |
1.0492 |
1.0444 |
| S2 |
1.0344 |
1.0344 |
1.0481 |
|
| S3 |
1.0224 |
1.0303 |
1.0470 |
|
| S4 |
1.0104 |
1.0183 |
1.0437 |
|
|
|
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0831 |
|
1.618 |
1.0741 |
|
1.000 |
1.0685 |
|
0.618 |
1.0651 |
|
HIGH |
1.0595 |
|
0.618 |
1.0561 |
|
0.500 |
1.0550 |
|
0.382 |
1.0539 |
|
LOW |
1.0505 |
|
0.618 |
1.0449 |
|
1.000 |
1.0415 |
|
1.618 |
1.0359 |
|
2.618 |
1.0269 |
|
4.250 |
1.0123 |
|
|
| Fisher Pivots for day following 18-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0550 |
1.0516 |
| PP |
1.0535 |
1.0512 |
| S1 |
1.0520 |
1.0509 |
|