CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0858 |
1.0673 |
-0.0185 |
-1.7% |
1.0989 |
| High |
1.0866 |
1.0724 |
-0.0142 |
-1.3% |
1.1074 |
| Low |
1.0680 |
1.0633 |
-0.0047 |
-0.4% |
1.0760 |
| Close |
1.0712 |
1.0711 |
-0.0001 |
0.0% |
1.0785 |
| Range |
0.0186 |
0.0091 |
-0.0095 |
-51.1% |
0.0314 |
| ATR |
0.0133 |
0.0130 |
-0.0003 |
-2.2% |
0.0000 |
| Volume |
249,562 |
202,288 |
-47,274 |
-18.9% |
916,167 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0962 |
1.0928 |
1.0761 |
|
| R3 |
1.0871 |
1.0837 |
1.0736 |
|
| R2 |
1.0780 |
1.0780 |
1.0728 |
|
| R1 |
1.0746 |
1.0746 |
1.0719 |
1.0763 |
| PP |
1.0689 |
1.0689 |
1.0689 |
1.0698 |
| S1 |
1.0655 |
1.0655 |
1.0703 |
1.0672 |
| S2 |
1.0598 |
1.0598 |
1.0694 |
|
| S3 |
1.0507 |
1.0564 |
1.0686 |
|
| S4 |
1.0416 |
1.0473 |
1.0661 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1815 |
1.1614 |
1.0958 |
|
| R3 |
1.1501 |
1.1300 |
1.0871 |
|
| R2 |
1.1187 |
1.1187 |
1.0843 |
|
| R1 |
1.0986 |
1.0986 |
1.0814 |
1.0930 |
| PP |
1.0873 |
1.0873 |
1.0873 |
1.0845 |
| S1 |
1.0672 |
1.0672 |
1.0756 |
1.0616 |
| S2 |
1.0559 |
1.0559 |
1.0727 |
|
| S3 |
1.0245 |
1.0358 |
1.0699 |
|
| S4 |
0.9931 |
1.0044 |
1.0612 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1023 |
1.0633 |
0.0390 |
3.6% |
0.0140 |
1.3% |
20% |
False |
True |
210,942 |
| 10 |
1.1313 |
1.0633 |
0.0680 |
6.3% |
0.0137 |
1.3% |
11% |
False |
True |
196,644 |
| 20 |
1.1522 |
1.0633 |
0.0889 |
8.3% |
0.0139 |
1.3% |
9% |
False |
True |
202,454 |
| 40 |
1.2188 |
1.0633 |
0.1555 |
14.5% |
0.0115 |
1.1% |
5% |
False |
True |
153,291 |
| 60 |
1.2658 |
1.0633 |
0.2025 |
18.9% |
0.0106 |
1.0% |
4% |
False |
True |
103,291 |
| 80 |
1.2777 |
1.0633 |
0.2144 |
20.0% |
0.0092 |
0.9% |
4% |
False |
True |
77,482 |
| 100 |
1.2934 |
1.0633 |
0.2301 |
21.5% |
0.0084 |
0.8% |
3% |
False |
True |
61,992 |
| 120 |
1.2950 |
1.0633 |
0.2317 |
21.6% |
0.0074 |
0.7% |
3% |
False |
True |
51,662 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1111 |
|
2.618 |
1.0962 |
|
1.618 |
1.0871 |
|
1.000 |
1.0815 |
|
0.618 |
1.0780 |
|
HIGH |
1.0724 |
|
0.618 |
1.0689 |
|
0.500 |
1.0679 |
|
0.382 |
1.0668 |
|
LOW |
1.0633 |
|
0.618 |
1.0577 |
|
1.000 |
1.0542 |
|
1.618 |
1.0486 |
|
2.618 |
1.0395 |
|
4.250 |
1.0246 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0700 |
1.0750 |
| PP |
1.0689 |
1.0737 |
| S1 |
1.0679 |
1.0724 |
|