CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 20-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Mar-2013 |
20-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0509 |
1.0518 |
0.0009 |
0.1% |
1.0435 |
| High |
1.0550 |
1.0518 |
-0.0032 |
-0.3% |
1.0504 |
| Low |
1.0508 |
1.0450 |
-0.0058 |
-0.6% |
1.0384 |
| Close |
1.0543 |
1.0457 |
-0.0086 |
-0.8% |
1.0503 |
| Range |
0.0042 |
0.0068 |
0.0026 |
61.9% |
0.0120 |
| ATR |
0.0078 |
0.0079 |
0.0001 |
1.4% |
0.0000 |
| Volume |
11 |
20 |
9 |
81.8% |
95 |
|
| Daily Pivots for day following 20-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0679 |
1.0636 |
1.0494 |
|
| R3 |
1.0611 |
1.0568 |
1.0476 |
|
| R2 |
1.0543 |
1.0543 |
1.0469 |
|
| R1 |
1.0500 |
1.0500 |
1.0463 |
1.0488 |
| PP |
1.0475 |
1.0475 |
1.0475 |
1.0469 |
| S1 |
1.0432 |
1.0432 |
1.0451 |
1.0420 |
| S2 |
1.0407 |
1.0407 |
1.0445 |
|
| S3 |
1.0339 |
1.0364 |
1.0438 |
|
| S4 |
1.0271 |
1.0296 |
1.0420 |
|
|
| 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 |
1.0807 |
|
2.618 |
1.0696 |
|
1.618 |
1.0628 |
|
1.000 |
1.0586 |
|
0.618 |
1.0560 |
|
HIGH |
1.0518 |
|
0.618 |
1.0492 |
|
0.500 |
1.0484 |
|
0.382 |
1.0476 |
|
LOW |
1.0450 |
|
0.618 |
1.0408 |
|
1.000 |
1.0382 |
|
1.618 |
1.0340 |
|
2.618 |
1.0272 |
|
4.250 |
1.0161 |
|
|
| Fisher Pivots for day following 20-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0484 |
1.0523 |
| PP |
1.0475 |
1.0501 |
| S1 |
1.0466 |
1.0479 |
|