CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 08-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Feb-2013 |
08-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0708 |
1.0687 |
-0.0021 |
-0.2% |
1.0780 |
| High |
1.0750 |
1.0861 |
0.0111 |
1.0% |
1.0872 |
| Low |
1.0660 |
1.0683 |
0.0023 |
0.2% |
1.0650 |
| Close |
1.0699 |
1.0785 |
0.0086 |
0.8% |
1.0785 |
| Range |
0.0090 |
0.0178 |
0.0088 |
97.8% |
0.0222 |
| ATR |
0.0114 |
0.0118 |
0.0005 |
4.0% |
0.0000 |
| Volume |
1,112 |
380 |
-732 |
-65.8% |
2,549 |
|
| Daily Pivots for day following 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1310 |
1.1226 |
1.0883 |
|
| R3 |
1.1132 |
1.1048 |
1.0834 |
|
| R2 |
1.0954 |
1.0954 |
1.0818 |
|
| R1 |
1.0870 |
1.0870 |
1.0801 |
1.0912 |
| PP |
1.0776 |
1.0776 |
1.0776 |
1.0798 |
| S1 |
1.0692 |
1.0692 |
1.0769 |
1.0734 |
| S2 |
1.0598 |
1.0598 |
1.0752 |
|
| S3 |
1.0420 |
1.0514 |
1.0736 |
|
| S4 |
1.0242 |
1.0336 |
1.0687 |
|
|
| Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1435 |
1.1332 |
1.0907 |
|
| R3 |
1.1213 |
1.1110 |
1.0846 |
|
| R2 |
1.0991 |
1.0991 |
1.0826 |
|
| R1 |
1.0888 |
1.0888 |
1.0805 |
1.0940 |
| PP |
1.0769 |
1.0769 |
1.0769 |
1.0795 |
| S1 |
1.0666 |
1.0666 |
1.0765 |
1.0718 |
| S2 |
1.0547 |
1.0547 |
1.0744 |
|
| S3 |
1.0325 |
1.0444 |
1.0724 |
|
| S4 |
1.0103 |
1.0222 |
1.0663 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0872 |
1.0650 |
0.0222 |
2.1% |
0.0128 |
1.2% |
61% |
False |
False |
509 |
| 10 |
1.1072 |
1.0650 |
0.0422 |
3.9% |
0.0110 |
1.0% |
32% |
False |
False |
482 |
| 20 |
1.1398 |
1.0650 |
0.0748 |
6.9% |
0.0121 |
1.1% |
18% |
False |
False |
377 |
| 40 |
1.2086 |
1.0650 |
0.1436 |
13.3% |
0.0095 |
0.9% |
9% |
False |
False |
227 |
| 60 |
1.2636 |
1.0650 |
0.1986 |
18.4% |
0.0073 |
0.7% |
7% |
False |
False |
155 |
| 80 |
1.2706 |
1.0650 |
0.2056 |
19.1% |
0.0060 |
0.6% |
7% |
False |
False |
117 |
| 100 |
1.2927 |
1.0650 |
0.2277 |
21.1% |
0.0050 |
0.5% |
6% |
False |
False |
94 |
| 120 |
1.2953 |
1.0650 |
0.2303 |
21.4% |
0.0043 |
0.4% |
6% |
False |
False |
79 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1618 |
|
2.618 |
1.1327 |
|
1.618 |
1.1149 |
|
1.000 |
1.1039 |
|
0.618 |
1.0971 |
|
HIGH |
1.0861 |
|
0.618 |
1.0793 |
|
0.500 |
1.0772 |
|
0.382 |
1.0751 |
|
LOW |
1.0683 |
|
0.618 |
1.0573 |
|
1.000 |
1.0505 |
|
1.618 |
1.0395 |
|
2.618 |
1.0217 |
|
4.250 |
0.9927 |
|
|
| Fisher Pivots for day following 08-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0781 |
1.0775 |
| PP |
1.0776 |
1.0765 |
| S1 |
1.0772 |
1.0756 |
|