CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 19-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0769 |
1.0654 |
-0.0115 |
-1.1% |
1.0804 |
| High |
1.0846 |
1.0721 |
-0.0125 |
-1.2% |
1.0846 |
| Low |
1.0658 |
1.0615 |
-0.0043 |
-0.4% |
1.0588 |
| Close |
1.0706 |
1.0704 |
-0.0002 |
0.0% |
1.0706 |
| Range |
0.0188 |
0.0106 |
-0.0082 |
-43.6% |
0.0258 |
| ATR |
0.0141 |
0.0139 |
-0.0003 |
-1.8% |
0.0000 |
| Volume |
267,592 |
207,099 |
-60,493 |
-22.6% |
1,046,846 |
|
| Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0998 |
1.0957 |
1.0762 |
|
| R3 |
1.0892 |
1.0851 |
1.0733 |
|
| R2 |
1.0786 |
1.0786 |
1.0723 |
|
| R1 |
1.0745 |
1.0745 |
1.0714 |
1.0766 |
| PP |
1.0680 |
1.0680 |
1.0680 |
1.0690 |
| S1 |
1.0639 |
1.0639 |
1.0694 |
1.0660 |
| S2 |
1.0574 |
1.0574 |
1.0685 |
|
| S3 |
1.0468 |
1.0533 |
1.0675 |
|
| S4 |
1.0362 |
1.0427 |
1.0646 |
|
|
| Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1487 |
1.1355 |
1.0848 |
|
| R3 |
1.1229 |
1.1097 |
1.0777 |
|
| R2 |
1.0971 |
1.0971 |
1.0753 |
|
| R1 |
1.0839 |
1.0839 |
1.0730 |
1.0776 |
| PP |
1.0713 |
1.0713 |
1.0713 |
1.0682 |
| S1 |
1.0581 |
1.0581 |
1.0682 |
1.0518 |
| S2 |
1.0455 |
1.0455 |
1.0659 |
|
| S3 |
1.0197 |
1.0323 |
1.0635 |
|
| S4 |
0.9939 |
1.0065 |
1.0564 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0846 |
1.0595 |
0.0251 |
2.3% |
0.0139 |
1.3% |
43% |
False |
False |
221,076 |
| 10 |
1.0866 |
1.0588 |
0.0278 |
2.6% |
0.0149 |
1.4% |
42% |
False |
False |
216,729 |
| 20 |
1.1360 |
1.0588 |
0.0772 |
7.2% |
0.0146 |
1.4% |
15% |
False |
False |
212,683 |
| 40 |
1.1934 |
1.0588 |
0.1346 |
12.6% |
0.0129 |
1.2% |
9% |
False |
False |
176,478 |
| 60 |
1.2258 |
1.0588 |
0.1670 |
15.6% |
0.0114 |
1.1% |
7% |
False |
False |
131,840 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.3% |
0.0104 |
1.0% |
6% |
False |
False |
98,920 |
| 100 |
1.2934 |
1.0588 |
0.2346 |
21.9% |
0.0092 |
0.9% |
5% |
False |
False |
79,144 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.1% |
0.0082 |
0.8% |
5% |
False |
False |
65,957 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1172 |
|
2.618 |
1.0999 |
|
1.618 |
1.0893 |
|
1.000 |
1.0827 |
|
0.618 |
1.0787 |
|
HIGH |
1.0721 |
|
0.618 |
1.0681 |
|
0.500 |
1.0668 |
|
0.382 |
1.0655 |
|
LOW |
1.0615 |
|
0.618 |
1.0549 |
|
1.000 |
1.0509 |
|
1.618 |
1.0443 |
|
2.618 |
1.0337 |
|
4.250 |
1.0165 |
|
|
| Fisher Pivots for day following 19-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0692 |
1.0731 |
| PP |
1.0680 |
1.0722 |
| S1 |
1.0668 |
1.0713 |
|