CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0612 |
1.0726 |
0.0114 |
1.1% |
1.0776 |
| High |
1.0766 |
1.0777 |
0.0011 |
0.1% |
1.0866 |
| Low |
1.0595 |
1.0666 |
0.0071 |
0.7% |
1.0633 |
| Close |
1.0695 |
1.0701 |
0.0006 |
0.1% |
1.0777 |
| Range |
0.0171 |
0.0111 |
-0.0060 |
-35.1% |
0.0233 |
| ATR |
0.0141 |
0.0139 |
-0.0002 |
-1.5% |
0.0000 |
| Volume |
291,574 |
162,152 |
-129,422 |
-44.4% |
1,098,118 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1048 |
1.0985 |
1.0762 |
|
| R3 |
1.0937 |
1.0874 |
1.0732 |
|
| R2 |
1.0826 |
1.0826 |
1.0721 |
|
| R1 |
1.0763 |
1.0763 |
1.0711 |
1.0739 |
| PP |
1.0715 |
1.0715 |
1.0715 |
1.0703 |
| S1 |
1.0652 |
1.0652 |
1.0691 |
1.0628 |
| S2 |
1.0604 |
1.0604 |
1.0681 |
|
| S3 |
1.0493 |
1.0541 |
1.0670 |
|
| S4 |
1.0382 |
1.0430 |
1.0640 |
|
|
| 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% |
0.0159 |
1.5% |
42% |
False |
False |
212,756 |
| 10 |
1.1023 |
1.0588 |
0.0435 |
4.1% |
0.0150 |
1.4% |
26% |
False |
False |
211,849 |
| 20 |
1.1396 |
1.0588 |
0.0808 |
7.6% |
0.0148 |
1.4% |
14% |
False |
False |
213,184 |
| 40 |
1.1992 |
1.0588 |
0.1404 |
13.1% |
0.0125 |
1.2% |
8% |
False |
False |
168,547 |
| 60 |
1.2375 |
1.0588 |
0.1787 |
16.7% |
0.0111 |
1.0% |
6% |
False |
False |
120,999 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.3% |
0.0100 |
0.9% |
5% |
False |
False |
90,777 |
| 100 |
1.2934 |
1.0588 |
0.2346 |
21.9% |
0.0088 |
0.8% |
5% |
False |
False |
72,628 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.1% |
0.0079 |
0.7% |
5% |
False |
False |
60,527 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1249 |
|
2.618 |
1.1068 |
|
1.618 |
1.0957 |
|
1.000 |
1.0888 |
|
0.618 |
1.0846 |
|
HIGH |
1.0777 |
|
0.618 |
1.0735 |
|
0.500 |
1.0722 |
|
0.382 |
1.0708 |
|
LOW |
1.0666 |
|
0.618 |
1.0597 |
|
1.000 |
1.0555 |
|
1.618 |
1.0486 |
|
2.618 |
1.0375 |
|
4.250 |
1.0194 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0722 |
1.0704 |
| PP |
1.0715 |
1.0703 |
| S1 |
1.0708 |
1.0702 |
|