CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 01-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
31-Jan-2013 |
01-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.1003 |
1.0919 |
-0.0084 |
-0.8% |
1.0972 |
| High |
1.1018 |
1.0923 |
-0.0095 |
-0.9% |
1.1072 |
| Low |
1.0916 |
1.0788 |
-0.0128 |
-1.2% |
1.0788 |
| Close |
1.0953 |
1.0793 |
-0.0160 |
-1.5% |
1.0793 |
| Range |
0.0102 |
0.0135 |
0.0033 |
32.4% |
0.0284 |
| ATR |
0.0110 |
0.0114 |
0.0004 |
3.6% |
0.0000 |
| Volume |
1,138 |
488 |
-650 |
-57.1% |
2,278 |
|
| Daily Pivots for day following 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1240 |
1.1151 |
1.0867 |
|
| R3 |
1.1105 |
1.1016 |
1.0830 |
|
| R2 |
1.0970 |
1.0970 |
1.0818 |
|
| R1 |
1.0881 |
1.0881 |
1.0805 |
1.0858 |
| PP |
1.0835 |
1.0835 |
1.0835 |
1.0823 |
| S1 |
1.0746 |
1.0746 |
1.0781 |
1.0723 |
| S2 |
1.0700 |
1.0700 |
1.0768 |
|
| S3 |
1.0565 |
1.0611 |
1.0756 |
|
| S4 |
1.0430 |
1.0476 |
1.0719 |
|
|
| Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1736 |
1.1549 |
1.0949 |
|
| R3 |
1.1452 |
1.1265 |
1.0871 |
|
| R2 |
1.1168 |
1.1168 |
1.0845 |
|
| R1 |
1.0981 |
1.0981 |
1.0819 |
1.0933 |
| PP |
1.0884 |
1.0884 |
1.0884 |
1.0860 |
| S1 |
1.0697 |
1.0697 |
1.0767 |
1.0649 |
| S2 |
1.0600 |
1.0600 |
1.0741 |
|
| S3 |
1.0316 |
1.0413 |
1.0715 |
|
| S4 |
1.0032 |
1.0129 |
1.0637 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1072 |
1.0788 |
0.0284 |
2.6% |
0.0091 |
0.8% |
2% |
False |
True |
455 |
| 10 |
1.1359 |
1.0788 |
0.0571 |
5.3% |
0.0117 |
1.1% |
1% |
False |
True |
392 |
| 20 |
1.1518 |
1.0788 |
0.0730 |
6.8% |
0.0113 |
1.0% |
1% |
False |
True |
286 |
| 40 |
1.2229 |
1.0788 |
0.1441 |
13.4% |
0.0083 |
0.8% |
0% |
False |
True |
164 |
| 60 |
1.2636 |
1.0788 |
0.1848 |
17.1% |
0.0065 |
0.6% |
0% |
False |
True |
112 |
| 80 |
1.2826 |
1.0788 |
0.2038 |
18.9% |
0.0052 |
0.5% |
0% |
False |
True |
86 |
| 100 |
1.2953 |
1.0788 |
0.2165 |
20.1% |
0.0044 |
0.4% |
0% |
False |
True |
69 |
| 120 |
1.2953 |
1.0788 |
0.2165 |
20.1% |
0.0037 |
0.3% |
0% |
False |
True |
58 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1497 |
|
2.618 |
1.1276 |
|
1.618 |
1.1141 |
|
1.000 |
1.1058 |
|
0.618 |
1.1006 |
|
HIGH |
1.0923 |
|
0.618 |
1.0871 |
|
0.500 |
1.0856 |
|
0.382 |
1.0840 |
|
LOW |
1.0788 |
|
0.618 |
1.0705 |
|
1.000 |
1.0653 |
|
1.618 |
1.0570 |
|
2.618 |
1.0435 |
|
4.250 |
1.0214 |
|
|
| Fisher Pivots for day following 01-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0856 |
1.0907 |
| PP |
1.0835 |
1.0869 |
| S1 |
1.0814 |
1.0831 |
|