CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 20-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
19-Feb-2013 |
20-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0654 |
1.0690 |
0.0036 |
0.3% |
1.0804 |
| High |
1.0721 |
1.0740 |
0.0019 |
0.2% |
1.0846 |
| Low |
1.0615 |
1.0635 |
0.0020 |
0.2% |
1.0588 |
| Close |
1.0704 |
1.0659 |
-0.0045 |
-0.4% |
1.0706 |
| Range |
0.0106 |
0.0105 |
-0.0001 |
-0.9% |
0.0258 |
| ATR |
0.0139 |
0.0136 |
-0.0002 |
-1.7% |
0.0000 |
| Volume |
207,099 |
160,722 |
-46,377 |
-22.4% |
1,046,846 |
|
| Daily Pivots for day following 20-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0993 |
1.0931 |
1.0717 |
|
| R3 |
1.0888 |
1.0826 |
1.0688 |
|
| R2 |
1.0783 |
1.0783 |
1.0678 |
|
| R1 |
1.0721 |
1.0721 |
1.0669 |
1.0700 |
| PP |
1.0678 |
1.0678 |
1.0678 |
1.0667 |
| S1 |
1.0616 |
1.0616 |
1.0649 |
1.0595 |
| S2 |
1.0573 |
1.0573 |
1.0640 |
|
| S3 |
1.0468 |
1.0511 |
1.0630 |
|
| S4 |
1.0363 |
1.0406 |
1.0601 |
|
|
| 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 |
1.0615 |
0.0231 |
2.2% |
0.0126 |
1.2% |
19% |
False |
False |
194,906 |
| 10 |
1.0854 |
1.0588 |
0.0266 |
2.5% |
0.0141 |
1.3% |
27% |
False |
False |
207,845 |
| 20 |
1.1360 |
1.0588 |
0.0772 |
7.2% |
0.0139 |
1.3% |
9% |
False |
False |
201,516 |
| 40 |
1.1934 |
1.0588 |
0.1346 |
12.6% |
0.0130 |
1.2% |
5% |
False |
False |
177,350 |
| 60 |
1.2253 |
1.0588 |
0.1665 |
15.6% |
0.0113 |
1.1% |
4% |
False |
False |
134,510 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.4% |
0.0105 |
1.0% |
3% |
False |
False |
100,928 |
| 100 |
1.2934 |
1.0588 |
0.2346 |
22.0% |
0.0092 |
0.9% |
3% |
False |
False |
80,751 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.2% |
0.0083 |
0.8% |
3% |
False |
False |
67,296 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1186 |
|
2.618 |
1.1015 |
|
1.618 |
1.0910 |
|
1.000 |
1.0845 |
|
0.618 |
1.0805 |
|
HIGH |
1.0740 |
|
0.618 |
1.0700 |
|
0.500 |
1.0688 |
|
0.382 |
1.0675 |
|
LOW |
1.0635 |
|
0.618 |
1.0570 |
|
1.000 |
1.0530 |
|
1.618 |
1.0465 |
|
2.618 |
1.0360 |
|
4.250 |
1.0189 |
|
|
| Fisher Pivots for day following 20-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0688 |
1.0731 |
| PP |
1.0678 |
1.0707 |
| S1 |
1.0669 |
1.0683 |
|