CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 07-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0673 |
1.0694 |
0.0021 |
0.2% |
1.0989 |
| High |
1.0724 |
1.0748 |
0.0024 |
0.2% |
1.1074 |
| Low |
1.0633 |
1.0650 |
0.0017 |
0.2% |
1.0760 |
| Close |
1.0711 |
1.0691 |
-0.0020 |
-0.2% |
1.0785 |
| Range |
0.0091 |
0.0098 |
0.0007 |
7.7% |
0.0314 |
| ATR |
0.0130 |
0.0128 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
202,288 |
211,539 |
9,251 |
4.6% |
916,167 |
|
| Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0990 |
1.0939 |
1.0745 |
|
| R3 |
1.0892 |
1.0841 |
1.0718 |
|
| R2 |
1.0794 |
1.0794 |
1.0709 |
|
| R1 |
1.0743 |
1.0743 |
1.0700 |
1.0720 |
| PP |
1.0696 |
1.0696 |
1.0696 |
1.0685 |
| S1 |
1.0645 |
1.0645 |
1.0682 |
1.0622 |
| S2 |
1.0598 |
1.0598 |
1.0673 |
|
| S3 |
1.0500 |
1.0547 |
1.0664 |
|
| S4 |
1.0402 |
1.0449 |
1.0637 |
|
|
| 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 |
1.0945 |
1.0633 |
0.0312 |
2.9% |
0.0135 |
1.3% |
19% |
False |
False |
221,738 |
| 10 |
1.1119 |
1.0633 |
0.0486 |
4.5% |
0.0120 |
1.1% |
12% |
False |
False |
196,415 |
| 20 |
1.1401 |
1.0633 |
0.0768 |
7.2% |
0.0137 |
1.3% |
8% |
False |
False |
206,125 |
| 40 |
1.2160 |
1.0633 |
0.1527 |
14.3% |
0.0115 |
1.1% |
4% |
False |
False |
157,908 |
| 60 |
1.2630 |
1.0633 |
0.1997 |
18.7% |
0.0106 |
1.0% |
3% |
False |
False |
106,811 |
| 80 |
1.2729 |
1.0633 |
0.2096 |
19.6% |
0.0094 |
0.9% |
3% |
False |
False |
80,126 |
| 100 |
1.2934 |
1.0633 |
0.2301 |
21.5% |
0.0084 |
0.8% |
3% |
False |
False |
64,107 |
| 120 |
1.2950 |
1.0633 |
0.2317 |
21.7% |
0.0075 |
0.7% |
3% |
False |
False |
53,425 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1165 |
|
2.618 |
1.1005 |
|
1.618 |
1.0907 |
|
1.000 |
1.0846 |
|
0.618 |
1.0809 |
|
HIGH |
1.0748 |
|
0.618 |
1.0711 |
|
0.500 |
1.0699 |
|
0.382 |
1.0687 |
|
LOW |
1.0650 |
|
0.618 |
1.0589 |
|
1.000 |
1.0552 |
|
1.618 |
1.0491 |
|
2.618 |
1.0393 |
|
4.250 |
1.0234 |
|
|
| Fisher Pivots for day following 07-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0699 |
1.0750 |
| PP |
1.0696 |
1.0730 |
| S1 |
1.0694 |
1.0711 |
|