CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 21-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
20-Feb-2013 |
21-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0690 |
1.0676 |
-0.0014 |
-0.1% |
1.0804 |
| High |
1.0740 |
1.0782 |
0.0042 |
0.4% |
1.0846 |
| Low |
1.0635 |
1.0655 |
0.0020 |
0.2% |
1.0588 |
| Close |
1.0659 |
1.0742 |
0.0083 |
0.8% |
1.0706 |
| Range |
0.0105 |
0.0127 |
0.0022 |
21.0% |
0.0258 |
| ATR |
0.0136 |
0.0136 |
-0.0001 |
-0.5% |
0.0000 |
| Volume |
160,722 |
197,581 |
36,859 |
22.9% |
1,046,846 |
|
| Daily Pivots for day following 21-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1052 |
1.0812 |
|
| R3 |
1.0980 |
1.0925 |
1.0777 |
|
| R2 |
1.0853 |
1.0853 |
1.0765 |
|
| R1 |
1.0798 |
1.0798 |
1.0754 |
1.0826 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0740 |
| S1 |
1.0671 |
1.0671 |
1.0730 |
1.0699 |
| S2 |
1.0599 |
1.0599 |
1.0719 |
|
| S3 |
1.0472 |
1.0544 |
1.0707 |
|
| S4 |
1.0345 |
1.0417 |
1.0672 |
|
|
| 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% |
0.0129 |
1.2% |
55% |
False |
False |
201,992 |
| 10 |
1.0854 |
1.0588 |
0.0266 |
2.5% |
0.0144 |
1.3% |
58% |
False |
False |
207,374 |
| 20 |
1.1313 |
1.0588 |
0.0725 |
6.7% |
0.0141 |
1.3% |
21% |
False |
False |
202,009 |
| 40 |
1.1882 |
1.0588 |
0.1294 |
12.0% |
0.0131 |
1.2% |
12% |
False |
False |
179,329 |
| 60 |
1.2253 |
1.0588 |
0.1665 |
15.5% |
0.0114 |
1.1% |
9% |
False |
False |
137,786 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.3% |
0.0106 |
1.0% |
7% |
False |
False |
103,397 |
| 100 |
1.2934 |
1.0588 |
0.2346 |
21.8% |
0.0094 |
0.9% |
7% |
False |
False |
82,725 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.0% |
0.0084 |
0.8% |
7% |
False |
False |
68,943 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1322 |
|
2.618 |
1.1114 |
|
1.618 |
1.0987 |
|
1.000 |
1.0909 |
|
0.618 |
1.0860 |
|
HIGH |
1.0782 |
|
0.618 |
1.0733 |
|
0.500 |
1.0719 |
|
0.382 |
1.0704 |
|
LOW |
1.0655 |
|
0.618 |
1.0577 |
|
1.000 |
1.0528 |
|
1.618 |
1.0450 |
|
2.618 |
1.0323 |
|
4.250 |
1.0115 |
|
|
| Fisher Pivots for day following 21-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0734 |
1.0728 |
| PP |
1.0726 |
1.0713 |
| S1 |
1.0719 |
1.0699 |
|