CME Japanese Yen Future December 2013
| Trading Metrics calculated at close of trading on 21-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Mar-2013 |
21-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0518 |
1.0527 |
0.0009 |
0.1% |
1.0435 |
| High |
1.0518 |
1.0600 |
0.0082 |
0.8% |
1.0504 |
| Low |
1.0450 |
1.0510 |
0.0060 |
0.6% |
1.0384 |
| Close |
1.0457 |
1.0565 |
0.0108 |
1.0% |
1.0503 |
| Range |
0.0068 |
0.0090 |
0.0022 |
32.4% |
0.0120 |
| ATR |
0.0079 |
0.0083 |
0.0005 |
5.8% |
0.0000 |
| Volume |
20 |
9 |
-11 |
-55.0% |
95 |
|
| Daily Pivots for day following 21-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0828 |
1.0787 |
1.0615 |
|
| R3 |
1.0738 |
1.0697 |
1.0590 |
|
| R2 |
1.0648 |
1.0648 |
1.0582 |
|
| R1 |
1.0607 |
1.0607 |
1.0573 |
1.0628 |
| PP |
1.0558 |
1.0558 |
1.0558 |
1.0569 |
| S1 |
1.0517 |
1.0517 |
1.0557 |
1.0538 |
| S2 |
1.0468 |
1.0468 |
1.0549 |
|
| S3 |
1.0378 |
1.0427 |
1.0540 |
|
| S4 |
1.0288 |
1.0337 |
1.0516 |
|
|
| 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 |
1.0983 |
|
2.618 |
1.0836 |
|
1.618 |
1.0746 |
|
1.000 |
1.0690 |
|
0.618 |
1.0656 |
|
HIGH |
1.0600 |
|
0.618 |
1.0566 |
|
0.500 |
1.0555 |
|
0.382 |
1.0544 |
|
LOW |
1.0510 |
|
0.618 |
1.0454 |
|
1.000 |
1.0420 |
|
1.618 |
1.0364 |
|
2.618 |
1.0274 |
|
4.250 |
1.0128 |
|
|
| Fisher Pivots for day following 21-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0562 |
1.0552 |
| PP |
1.0558 |
1.0538 |
| S1 |
1.0555 |
1.0525 |
|