CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 05-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Feb-2013 |
05-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0780 |
1.0866 |
0.0086 |
0.8% |
1.0972 |
| High |
1.0854 |
1.0872 |
0.0018 |
0.2% |
1.1072 |
| Low |
1.0744 |
1.0689 |
-0.0055 |
-0.5% |
1.0788 |
| Close |
1.0835 |
1.0719 |
-0.0116 |
-1.1% |
1.0793 |
| Range |
0.0110 |
0.0183 |
0.0073 |
66.4% |
0.0284 |
| ATR |
0.0113 |
0.0118 |
0.0005 |
4.4% |
0.0000 |
| Volume |
459 |
266 |
-193 |
-42.0% |
2,278 |
|
| Daily Pivots for day following 05-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1309 |
1.1197 |
1.0820 |
|
| R3 |
1.1126 |
1.1014 |
1.0769 |
|
| R2 |
1.0943 |
1.0943 |
1.0753 |
|
| R1 |
1.0831 |
1.0831 |
1.0736 |
1.0796 |
| PP |
1.0760 |
1.0760 |
1.0760 |
1.0742 |
| S1 |
1.0648 |
1.0648 |
1.0702 |
1.0613 |
| S2 |
1.0577 |
1.0577 |
1.0685 |
|
| S3 |
1.0394 |
1.0465 |
1.0669 |
|
| S4 |
1.0211 |
1.0282 |
1.0618 |
|
|
| 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 |
1.1026 |
1.0689 |
0.0337 |
3.1% |
0.0120 |
1.1% |
9% |
False |
True |
504 |
| 10 |
1.1359 |
1.0689 |
0.0670 |
6.3% |
0.0118 |
1.1% |
4% |
False |
True |
414 |
| 20 |
1.1518 |
1.0689 |
0.0829 |
7.7% |
0.0118 |
1.1% |
4% |
False |
True |
302 |
| 40 |
1.2180 |
1.0689 |
0.1491 |
13.9% |
0.0089 |
0.8% |
2% |
False |
True |
182 |
| 60 |
1.2636 |
1.0689 |
0.1947 |
18.2% |
0.0069 |
0.6% |
2% |
False |
True |
124 |
| 80 |
1.2801 |
1.0689 |
0.2112 |
19.7% |
0.0056 |
0.5% |
1% |
False |
True |
95 |
| 100 |
1.2953 |
1.0689 |
0.2264 |
21.1% |
0.0047 |
0.4% |
1% |
False |
True |
76 |
| 120 |
1.2953 |
1.0689 |
0.2264 |
21.1% |
0.0040 |
0.4% |
1% |
False |
True |
64 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1650 |
|
2.618 |
1.1351 |
|
1.618 |
1.1168 |
|
1.000 |
1.1055 |
|
0.618 |
1.0985 |
|
HIGH |
1.0872 |
|
0.618 |
1.0802 |
|
0.500 |
1.0781 |
|
0.382 |
1.0759 |
|
LOW |
1.0689 |
|
0.618 |
1.0576 |
|
1.000 |
1.0506 |
|
1.618 |
1.0393 |
|
2.618 |
1.0210 |
|
4.250 |
0.9911 |
|
|
| Fisher Pivots for day following 05-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0806 |
| PP |
1.0760 |
1.0777 |
| S1 |
1.0740 |
1.0748 |
|