CME Japanese Yen Future March 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0712 |
1.0640 |
-0.0072 |
-0.7% |
1.0632 |
| High |
1.0755 |
1.0662 |
-0.0093 |
-0.9% |
1.1009 |
| Low |
1.0625 |
1.0515 |
-0.0110 |
-1.0% |
1.0605 |
| Close |
1.0632 |
1.0544 |
-0.0088 |
-0.8% |
1.0685 |
| Range |
0.0130 |
0.0147 |
0.0017 |
13.1% |
0.0404 |
| ATR |
0.0138 |
0.0138 |
0.0001 |
0.5% |
0.0000 |
| Volume |
136,809 |
191,055 |
54,246 |
39.7% |
1,199,437 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1015 |
1.0926 |
1.0625 |
|
| R3 |
1.0868 |
1.0779 |
1.0584 |
|
| R2 |
1.0721 |
1.0721 |
1.0571 |
|
| R1 |
1.0632 |
1.0632 |
1.0557 |
1.0603 |
| PP |
1.0574 |
1.0574 |
1.0574 |
1.0559 |
| S1 |
1.0485 |
1.0485 |
1.0531 |
1.0456 |
| S2 |
1.0427 |
1.0427 |
1.0517 |
|
| S3 |
1.0280 |
1.0338 |
1.0504 |
|
| S4 |
1.0133 |
1.0191 |
1.0463 |
|
|
| 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 |
1.0819 |
1.0515 |
0.0304 |
2.9% |
0.0111 |
1.1% |
10% |
False |
True |
152,355 |
| 10 |
1.1009 |
1.0515 |
0.0494 |
4.7% |
0.0148 |
1.4% |
6% |
False |
True |
193,094 |
| 20 |
1.1009 |
1.0515 |
0.0494 |
4.7% |
0.0146 |
1.4% |
6% |
False |
True |
200,234 |
| 40 |
1.1522 |
1.0515 |
0.1007 |
9.6% |
0.0143 |
1.4% |
3% |
False |
True |
201,344 |
| 60 |
1.2188 |
1.0515 |
0.1673 |
15.9% |
0.0125 |
1.2% |
2% |
False |
True |
168,939 |
| 80 |
1.2658 |
1.0515 |
0.2143 |
20.3% |
0.0116 |
1.1% |
1% |
False |
True |
127,527 |
| 100 |
1.2777 |
1.0515 |
0.2262 |
21.5% |
0.0103 |
1.0% |
1% |
False |
True |
102,032 |
| 120 |
1.2934 |
1.0515 |
0.2419 |
22.9% |
0.0094 |
0.9% |
1% |
False |
True |
85,032 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1287 |
|
2.618 |
1.1047 |
|
1.618 |
1.0900 |
|
1.000 |
1.0809 |
|
0.618 |
1.0753 |
|
HIGH |
1.0662 |
|
0.618 |
1.0606 |
|
0.500 |
1.0589 |
|
0.382 |
1.0571 |
|
LOW |
1.0515 |
|
0.618 |
1.0424 |
|
1.000 |
1.0368 |
|
1.618 |
1.0277 |
|
2.618 |
1.0130 |
|
4.250 |
0.9890 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0589 |
1.0640 |
| PP |
1.0574 |
1.0608 |
| S1 |
1.0559 |
1.0576 |
|