CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 06-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Feb-2013 |
06-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0866 |
1.0690 |
-0.0176 |
-1.6% |
1.0972 |
| High |
1.0872 |
1.0731 |
-0.0141 |
-1.3% |
1.1072 |
| Low |
1.0689 |
1.0650 |
-0.0039 |
-0.4% |
1.0788 |
| Close |
1.0719 |
1.0719 |
0.0000 |
0.0% |
1.0793 |
| Range |
0.0183 |
0.0081 |
-0.0102 |
-55.7% |
0.0284 |
| ATR |
0.0118 |
0.0116 |
-0.0003 |
-2.3% |
0.0000 |
| Volume |
266 |
332 |
66 |
24.8% |
2,278 |
|
| Daily Pivots for day following 06-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0912 |
1.0764 |
|
| R3 |
1.0862 |
1.0831 |
1.0741 |
|
| R2 |
1.0781 |
1.0781 |
1.0734 |
|
| R1 |
1.0750 |
1.0750 |
1.0726 |
1.0766 |
| PP |
1.0700 |
1.0700 |
1.0700 |
1.0708 |
| S1 |
1.0669 |
1.0669 |
1.0712 |
1.0685 |
| S2 |
1.0619 |
1.0619 |
1.0704 |
|
| S3 |
1.0538 |
1.0588 |
1.0697 |
|
| S4 |
1.0457 |
1.0507 |
1.0674 |
|
|
| 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 |
1.1018 |
1.0650 |
0.0368 |
3.4% |
0.0122 |
1.1% |
19% |
False |
True |
536 |
| 10 |
1.1310 |
1.0650 |
0.0660 |
6.2% |
0.0119 |
1.1% |
10% |
False |
True |
402 |
| 20 |
1.1506 |
1.0650 |
0.0856 |
8.0% |
0.0118 |
1.1% |
8% |
False |
True |
317 |
| 40 |
1.2180 |
1.0650 |
0.1530 |
14.3% |
0.0091 |
0.8% |
5% |
False |
True |
190 |
| 60 |
1.2636 |
1.0650 |
0.1986 |
18.5% |
0.0069 |
0.6% |
3% |
False |
True |
130 |
| 80 |
1.2799 |
1.0650 |
0.2149 |
20.0% |
0.0057 |
0.5% |
3% |
False |
True |
99 |
| 100 |
1.2927 |
1.0650 |
0.2277 |
21.2% |
0.0047 |
0.4% |
3% |
False |
True |
79 |
| 120 |
1.2953 |
1.0650 |
0.2303 |
21.5% |
0.0040 |
0.4% |
3% |
False |
True |
66 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1075 |
|
2.618 |
1.0943 |
|
1.618 |
1.0862 |
|
1.000 |
1.0812 |
|
0.618 |
1.0781 |
|
HIGH |
1.0731 |
|
0.618 |
1.0700 |
|
0.500 |
1.0691 |
|
0.382 |
1.0681 |
|
LOW |
1.0650 |
|
0.618 |
1.0600 |
|
1.000 |
1.0569 |
|
1.618 |
1.0519 |
|
2.618 |
1.0438 |
|
4.250 |
1.0306 |
|
|
| Fisher Pivots for day following 06-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0710 |
1.0761 |
| PP |
1.0700 |
1.0747 |
| S1 |
1.0691 |
1.0733 |
|