CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 26-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Feb-2013 |
26-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0632 |
1.0853 |
0.0221 |
2.1% |
1.0654 |
| High |
1.1009 |
1.0977 |
-0.0032 |
-0.3% |
1.0782 |
| Low |
1.0605 |
1.0783 |
0.0178 |
1.7% |
1.0615 |
| Close |
1.0798 |
1.0876 |
0.0078 |
0.7% |
1.0707 |
| Range |
0.0404 |
0.0194 |
-0.0210 |
-52.0% |
0.0167 |
| ATR |
0.0150 |
0.0154 |
0.0003 |
2.1% |
0.0000 |
| Volume |
302,174 |
334,856 |
32,682 |
10.8% |
716,715 |
|
| Daily Pivots for day following 26-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1461 |
1.1362 |
1.0983 |
|
| R3 |
1.1267 |
1.1168 |
1.0929 |
|
| R2 |
1.1073 |
1.1073 |
1.0912 |
|
| R1 |
1.0974 |
1.0974 |
1.0894 |
1.1024 |
| PP |
1.0879 |
1.0879 |
1.0879 |
1.0903 |
| S1 |
1.0780 |
1.0780 |
1.0858 |
1.0830 |
| S2 |
1.0685 |
1.0685 |
1.0840 |
|
| S3 |
1.0491 |
1.0586 |
1.0823 |
|
| S4 |
1.0297 |
1.0392 |
1.0769 |
|
|
| 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% |
0.0180 |
1.7% |
67% |
False |
False |
229,329 |
| 10 |
1.1009 |
1.0595 |
0.0414 |
3.8% |
0.0160 |
1.5% |
68% |
False |
False |
225,203 |
| 20 |
1.1074 |
1.0588 |
0.0486 |
4.5% |
0.0149 |
1.4% |
59% |
False |
False |
212,983 |
| 40 |
1.1660 |
1.0588 |
0.1072 |
9.9% |
0.0141 |
1.3% |
27% |
False |
False |
193,475 |
| 60 |
1.2249 |
1.0588 |
0.1661 |
15.3% |
0.0121 |
1.1% |
17% |
False |
False |
150,863 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.0% |
0.0111 |
1.0% |
14% |
False |
False |
113,248 |
| 100 |
1.2830 |
1.0588 |
0.2242 |
20.6% |
0.0099 |
0.9% |
13% |
False |
False |
90,608 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
21.7% |
0.0090 |
0.8% |
12% |
False |
False |
75,512 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1802 |
|
2.618 |
1.1485 |
|
1.618 |
1.1291 |
|
1.000 |
1.1171 |
|
0.618 |
1.1097 |
|
HIGH |
1.0977 |
|
0.618 |
1.0903 |
|
0.500 |
1.0880 |
|
0.382 |
1.0857 |
|
LOW |
1.0783 |
|
0.618 |
1.0663 |
|
1.000 |
1.0589 |
|
1.618 |
1.0469 |
|
2.618 |
1.0275 |
|
4.250 |
0.9959 |
|
|
| Fisher Pivots for day following 26-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0880 |
1.0853 |
| PP |
1.0879 |
1.0830 |
| S1 |
1.0877 |
1.0807 |
|