CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 04-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
01-Mar-2013 |
04-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0798 |
1.0689 |
-0.0109 |
-1.0% |
1.0632 |
| High |
1.0819 |
1.0733 |
-0.0086 |
-0.8% |
1.1009 |
| Low |
1.0675 |
1.0670 |
-0.0005 |
0.0% |
1.0605 |
| Close |
1.0685 |
1.0704 |
0.0019 |
0.2% |
1.0685 |
| Range |
0.0144 |
0.0063 |
-0.0081 |
-56.3% |
0.0404 |
| ATR |
0.0149 |
0.0143 |
-0.0006 |
-4.1% |
0.0000 |
| Volume |
181,585 |
120,279 |
-61,306 |
-33.8% |
1,199,437 |
|
| Daily Pivots for day following 04-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0891 |
1.0861 |
1.0739 |
|
| R3 |
1.0828 |
1.0798 |
1.0721 |
|
| R2 |
1.0765 |
1.0765 |
1.0716 |
|
| R1 |
1.0735 |
1.0735 |
1.0710 |
1.0750 |
| PP |
1.0702 |
1.0702 |
1.0702 |
1.0710 |
| S1 |
1.0672 |
1.0672 |
1.0698 |
1.0687 |
| S2 |
1.0639 |
1.0639 |
1.0692 |
|
| S3 |
1.0576 |
1.0609 |
1.0687 |
|
| S4 |
1.0513 |
1.0546 |
1.0669 |
|
|
| 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 |
1.0977 |
1.0670 |
0.0307 |
2.9% |
0.0131 |
1.2% |
11% |
False |
True |
203,508 |
| 10 |
1.1009 |
1.0605 |
0.0404 |
3.8% |
0.0147 |
1.4% |
25% |
False |
False |
203,643 |
| 20 |
1.1009 |
1.0588 |
0.0421 |
3.9% |
0.0148 |
1.4% |
28% |
False |
False |
209,069 |
| 40 |
1.1522 |
1.0588 |
0.0934 |
8.7% |
0.0143 |
1.3% |
12% |
False |
False |
202,009 |
| 60 |
1.2231 |
1.0588 |
0.1643 |
15.3% |
0.0124 |
1.2% |
7% |
False |
False |
161,899 |
| 80 |
1.2658 |
1.0588 |
0.2070 |
19.3% |
0.0114 |
1.1% |
6% |
False |
False |
121,779 |
| 100 |
1.2830 |
1.0588 |
0.2242 |
20.9% |
0.0101 |
0.9% |
5% |
False |
False |
97,434 |
| 120 |
1.2950 |
1.0588 |
0.2362 |
22.1% |
0.0093 |
0.9% |
5% |
False |
False |
81,200 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1001 |
|
2.618 |
1.0898 |
|
1.618 |
1.0835 |
|
1.000 |
1.0796 |
|
0.618 |
1.0772 |
|
HIGH |
1.0733 |
|
0.618 |
1.0709 |
|
0.500 |
1.0702 |
|
0.382 |
1.0694 |
|
LOW |
1.0670 |
|
0.618 |
1.0631 |
|
1.000 |
1.0607 |
|
1.618 |
1.0568 |
|
2.618 |
1.0505 |
|
4.250 |
1.0402 |
|
|
| Fisher Pivots for day following 04-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0703 |
1.0770 |
| PP |
1.0702 |
1.0748 |
| S1 |
1.0702 |
1.0726 |
|