CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 12-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
11-Feb-2013 |
12-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0804 |
1.0612 |
-0.0192 |
-1.8% |
1.0776 |
| High |
1.0819 |
1.0766 |
-0.0053 |
-0.5% |
1.0866 |
| Low |
1.0588 |
1.0595 |
0.0007 |
0.1% |
1.0633 |
| Close |
1.0707 |
1.0695 |
-0.0012 |
-0.1% |
1.0777 |
| Range |
0.0231 |
0.0171 |
-0.0060 |
-26.0% |
0.0233 |
| ATR |
0.0139 |
0.0141 |
0.0002 |
1.7% |
0.0000 |
| Volume |
148,561 |
291,574 |
143,013 |
96.3% |
1,098,118 |
|
| Daily Pivots for day following 12-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1198 |
1.1118 |
1.0789 |
|
| R3 |
1.1027 |
1.0947 |
1.0742 |
|
| R2 |
1.0856 |
1.0856 |
1.0726 |
|
| R1 |
1.0776 |
1.0776 |
1.0711 |
1.0816 |
| PP |
1.0685 |
1.0685 |
1.0685 |
1.0706 |
| S1 |
1.0605 |
1.0605 |
1.0679 |
1.0645 |
| S2 |
1.0514 |
1.0514 |
1.0664 |
|
| S3 |
1.0343 |
1.0434 |
1.0648 |
|
| S4 |
1.0172 |
1.0263 |
1.0601 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1458 |
1.1350 |
1.0905 |
|
| R3 |
1.1225 |
1.1117 |
1.0841 |
|
| R2 |
1.0992 |
1.0992 |
1.0820 |
|
| R1 |
1.0884 |
1.0884 |
1.0798 |
1.0938 |
| PP |
1.0759 |
1.0759 |
1.0759 |
1.0786 |
| S1 |
1.0651 |
1.0651 |
1.0756 |
1.0705 |
| S2 |
1.0526 |
1.0526 |
1.0734 |
|
| S3 |
1.0293 |
1.0418 |
1.0713 |
|
| S4 |
1.0060 |
1.0185 |
1.0649 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0854 |
1.0588 |
0.0266 |
2.5% |
0.0155 |
1.4% |
40% |
False |
False |
220,783 |
| 10 |
1.1027 |
1.0588 |
0.0439 |
4.1% |
0.0147 |
1.4% |
24% |
False |
False |
213,581 |
| 20 |
1.1396 |
1.0588 |
0.0808 |
7.6% |
0.0151 |
1.4% |
13% |
False |
False |
216,724 |
| 40 |
1.2011 |
1.0588 |
0.1423 |
13.3% |
0.0124 |
1.2% |
8% |
False |
False |
169,034 |
| 60 |
1.2490 |
1.0588 |
0.1902 |
17.8% |
0.0112 |
1.0% |
6% |
False |
False |
118,306 |
| 80 |
1.2673 |
1.0588 |
0.2085 |
19.5% |
0.0100 |
0.9% |
5% |
False |
False |
88,750 |
| 100 |
1.2934 |
1.0588 |
0.2346 |
21.9% |
0.0087 |
0.8% |
5% |
False |
False |
71,007 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.1% |
0.0079 |
0.7% |
5% |
False |
False |
59,176 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1493 |
|
2.618 |
1.1214 |
|
1.618 |
1.1043 |
|
1.000 |
1.0937 |
|
0.618 |
1.0872 |
|
HIGH |
1.0766 |
|
0.618 |
1.0701 |
|
0.500 |
1.0681 |
|
0.382 |
1.0660 |
|
LOW |
1.0595 |
|
0.618 |
1.0489 |
|
1.000 |
1.0424 |
|
1.618 |
1.0318 |
|
2.618 |
1.0147 |
|
4.250 |
0.9868 |
|
|
| Fisher Pivots for day following 12-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0690 |
1.0721 |
| PP |
1.0685 |
1.0712 |
| S1 |
1.0681 |
1.0704 |
|