CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0752 |
1.0632 |
-0.0120 |
-1.1% |
1.0654 |
| High |
1.0763 |
1.1009 |
0.0246 |
2.3% |
1.0782 |
| Low |
1.0692 |
1.0605 |
-0.0087 |
-0.8% |
1.0615 |
| Close |
1.0707 |
1.0798 |
0.0091 |
0.8% |
1.0707 |
| Range |
0.0071 |
0.0404 |
0.0333 |
469.0% |
0.0167 |
| ATR |
0.0131 |
0.0150 |
0.0020 |
14.9% |
0.0000 |
| Volume |
151,313 |
302,174 |
150,861 |
99.7% |
716,715 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2016 |
1.1811 |
1.1020 |
|
| R3 |
1.1612 |
1.1407 |
1.0909 |
|
| R2 |
1.1208 |
1.1208 |
1.0872 |
|
| R1 |
1.1003 |
1.1003 |
1.0835 |
1.1106 |
| PP |
1.0804 |
1.0804 |
1.0804 |
1.0855 |
| S1 |
1.0599 |
1.0599 |
1.0761 |
1.0702 |
| S2 |
1.0400 |
1.0400 |
1.0724 |
|
| S3 |
0.9996 |
1.0195 |
1.0687 |
|
| S4 |
0.9592 |
0.9791 |
1.0576 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1202 |
1.1122 |
1.0799 |
|
| R3 |
1.1035 |
1.0955 |
1.0753 |
|
| R2 |
1.0868 |
1.0868 |
1.0738 |
|
| R1 |
1.0788 |
1.0788 |
1.0722 |
1.0828 |
| PP |
1.0701 |
1.0701 |
1.0701 |
1.0722 |
| S1 |
1.0621 |
1.0621 |
1.0692 |
1.0661 |
| S2 |
1.0534 |
1.0534 |
1.0676 |
|
| S3 |
1.0367 |
1.0454 |
1.0661 |
|
| S4 |
1.0200 |
1.0287 |
1.0615 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1009 |
1.0605 |
0.0404 |
3.7% |
0.0163 |
1.5% |
48% |
True |
True |
203,777 |
| 10 |
1.1009 |
1.0588 |
0.0421 |
3.9% |
0.0164 |
1.5% |
50% |
True |
False |
206,573 |
| 20 |
1.1074 |
1.0588 |
0.0486 |
4.5% |
0.0144 |
1.3% |
43% |
False |
False |
204,001 |
| 40 |
1.1707 |
1.0588 |
0.1119 |
10.4% |
0.0139 |
1.3% |
19% |
False |
False |
188,093 |
| 60 |
1.2253 |
1.0588 |
0.1665 |
15.4% |
0.0119 |
1.1% |
13% |
False |
False |
145,297 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.2% |
0.0110 |
1.0% |
10% |
False |
False |
109,063 |
| 100 |
1.2840 |
1.0588 |
0.2252 |
20.9% |
0.0097 |
0.9% |
9% |
False |
False |
87,260 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
21.9% |
0.0088 |
0.8% |
9% |
False |
False |
72,721 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2726 |
|
2.618 |
1.2067 |
|
1.618 |
1.1663 |
|
1.000 |
1.1413 |
|
0.618 |
1.1259 |
|
HIGH |
1.1009 |
|
0.618 |
1.0855 |
|
0.500 |
1.0807 |
|
0.382 |
1.0759 |
|
LOW |
1.0605 |
|
0.618 |
1.0355 |
|
1.000 |
1.0201 |
|
1.618 |
0.9951 |
|
2.618 |
0.9547 |
|
4.250 |
0.8888 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0807 |
1.0807 |
| PP |
1.0804 |
1.0804 |
| S1 |
1.0801 |
1.0801 |
|