CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0874 |
1.0846 |
-0.0028 |
-0.3% |
1.0654 |
| High |
1.0974 |
1.0869 |
-0.0105 |
-1.0% |
1.0782 |
| Low |
1.0818 |
1.0770 |
-0.0048 |
-0.4% |
1.0615 |
| Close |
1.0834 |
1.0790 |
-0.0044 |
-0.4% |
1.0707 |
| Range |
0.0156 |
0.0099 |
-0.0057 |
-36.5% |
0.0167 |
| ATR |
0.0154 |
0.0150 |
-0.0004 |
-2.5% |
0.0000 |
| Volume |
223,670 |
157,152 |
-66,518 |
-29.7% |
716,715 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1107 |
1.1047 |
1.0844 |
|
| R3 |
1.1008 |
1.0948 |
1.0817 |
|
| R2 |
1.0909 |
1.0909 |
1.0808 |
|
| R1 |
1.0849 |
1.0849 |
1.0799 |
1.0830 |
| PP |
1.0810 |
1.0810 |
1.0810 |
1.0800 |
| S1 |
1.0750 |
1.0750 |
1.0781 |
1.0731 |
| S2 |
1.0711 |
1.0711 |
1.0772 |
|
| S3 |
1.0612 |
1.0651 |
1.0763 |
|
| S4 |
1.0513 |
1.0552 |
1.0736 |
|
|
| 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% |
0.0185 |
1.7% |
46% |
False |
False |
233,833 |
| 10 |
1.1009 |
1.0605 |
0.0404 |
3.7% |
0.0157 |
1.5% |
46% |
False |
False |
217,912 |
| 20 |
1.1023 |
1.0588 |
0.0435 |
4.0% |
0.0153 |
1.4% |
46% |
False |
False |
214,881 |
| 40 |
1.1531 |
1.0588 |
0.0943 |
8.7% |
0.0142 |
1.3% |
21% |
False |
False |
199,118 |
| 60 |
1.2249 |
1.0588 |
0.1661 |
15.4% |
0.0123 |
1.1% |
12% |
False |
False |
157,107 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.2% |
0.0113 |
1.0% |
10% |
False |
False |
118,007 |
| 100 |
1.2830 |
1.0588 |
0.2242 |
20.8% |
0.0100 |
0.9% |
9% |
False |
False |
94,415 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
21.9% |
0.0092 |
0.9% |
9% |
False |
False |
78,685 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1290 |
|
2.618 |
1.1128 |
|
1.618 |
1.1029 |
|
1.000 |
1.0968 |
|
0.618 |
1.0930 |
|
HIGH |
1.0869 |
|
0.618 |
1.0831 |
|
0.500 |
1.0820 |
|
0.382 |
1.0808 |
|
LOW |
1.0770 |
|
0.618 |
1.0709 |
|
1.000 |
1.0671 |
|
1.618 |
1.0610 |
|
2.618 |
1.0511 |
|
4.250 |
1.0349 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0820 |
1.0874 |
| PP |
1.0810 |
1.0846 |
| S1 |
1.0800 |
1.0818 |
|