CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0798 |
-0.0048 |
-0.4% |
1.0632 |
| High |
1.0869 |
1.0819 |
-0.0050 |
-0.5% |
1.1009 |
| Low |
1.0770 |
1.0675 |
-0.0095 |
-0.9% |
1.0605 |
| Close |
1.0790 |
1.0685 |
-0.0105 |
-1.0% |
1.0685 |
| Range |
0.0099 |
0.0144 |
0.0045 |
45.5% |
0.0404 |
| ATR |
0.0150 |
0.0149 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
157,152 |
181,585 |
24,433 |
15.5% |
1,199,437 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1158 |
1.1066 |
1.0764 |
|
| R3 |
1.1014 |
1.0922 |
1.0725 |
|
| R2 |
1.0870 |
1.0870 |
1.0711 |
|
| R1 |
1.0778 |
1.0778 |
1.0698 |
1.0752 |
| PP |
1.0726 |
1.0726 |
1.0726 |
1.0714 |
| S1 |
1.0634 |
1.0634 |
1.0672 |
1.0608 |
| S2 |
1.0582 |
1.0582 |
1.0659 |
|
| S3 |
1.0438 |
1.0490 |
1.0645 |
|
| S4 |
1.0294 |
1.0346 |
1.0606 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1978 |
1.1736 |
1.0907 |
|
| R3 |
1.1574 |
1.1332 |
1.0796 |
|
| R2 |
1.1170 |
1.1170 |
1.0759 |
|
| R1 |
1.0928 |
1.0928 |
1.0722 |
1.1049 |
| PP |
1.0766 |
1.0766 |
1.0766 |
1.0827 |
| S1 |
1.0524 |
1.0524 |
1.0648 |
1.0645 |
| S2 |
1.0362 |
1.0362 |
1.0611 |
|
| S3 |
0.9958 |
1.0120 |
1.0574 |
|
| S4 |
0.9554 |
0.9716 |
1.0463 |
|
|
| 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 |
3.8% |
0.0199 |
1.9% |
20% |
False |
False |
239,887 |
| 10 |
1.1009 |
1.0605 |
0.0404 |
3.8% |
0.0159 |
1.5% |
20% |
False |
False |
218,374 |
| 20 |
1.1009 |
1.0588 |
0.0421 |
3.9% |
0.0154 |
1.4% |
23% |
False |
False |
216,082 |
| 40 |
1.1531 |
1.0588 |
0.0943 |
8.8% |
0.0144 |
1.3% |
10% |
False |
False |
201,869 |
| 60 |
1.2249 |
1.0588 |
0.1661 |
15.5% |
0.0124 |
1.2% |
6% |
False |
False |
160,015 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.4% |
0.0114 |
1.1% |
5% |
False |
False |
120,276 |
| 100 |
1.2830 |
1.0588 |
0.2242 |
21.0% |
0.0101 |
0.9% |
4% |
False |
False |
96,231 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.1% |
0.0092 |
0.9% |
4% |
False |
False |
80,198 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1431 |
|
2.618 |
1.1196 |
|
1.618 |
1.1052 |
|
1.000 |
1.0963 |
|
0.618 |
1.0908 |
|
HIGH |
1.0819 |
|
0.618 |
1.0764 |
|
0.500 |
1.0747 |
|
0.382 |
1.0730 |
|
LOW |
1.0675 |
|
0.618 |
1.0586 |
|
1.000 |
1.0531 |
|
1.618 |
1.0442 |
|
2.618 |
1.0298 |
|
4.250 |
1.0063 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0747 |
1.0825 |
| PP |
1.0726 |
1.0778 |
| S1 |
1.0706 |
1.0732 |
|