CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 11-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0687 |
1.0814 |
0.0127 |
1.2% |
1.0780 |
| High |
1.0861 |
1.0827 |
-0.0034 |
-0.3% |
1.0872 |
| Low |
1.0683 |
1.0600 |
-0.0083 |
-0.8% |
1.0650 |
| Close |
1.0785 |
1.0715 |
-0.0070 |
-0.6% |
1.0785 |
| Range |
0.0178 |
0.0227 |
0.0049 |
27.5% |
0.0222 |
| ATR |
0.0118 |
0.0126 |
0.0008 |
6.5% |
0.0000 |
| Volume |
380 |
597 |
217 |
57.1% |
2,549 |
|
| Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1395 |
1.1282 |
1.0840 |
|
| R3 |
1.1168 |
1.1055 |
1.0777 |
|
| R2 |
1.0941 |
1.0941 |
1.0757 |
|
| R1 |
1.0828 |
1.0828 |
1.0736 |
1.0771 |
| PP |
1.0714 |
1.0714 |
1.0714 |
1.0686 |
| S1 |
1.0601 |
1.0601 |
1.0694 |
1.0544 |
| S2 |
1.0487 |
1.0487 |
1.0673 |
|
| S3 |
1.0260 |
1.0374 |
1.0653 |
|
| S4 |
1.0033 |
1.0147 |
1.0590 |
|
|
| 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 |
1.0600 |
0.0272 |
2.5% |
0.0152 |
1.4% |
42% |
False |
True |
537 |
| 10 |
1.1072 |
1.0600 |
0.0472 |
4.4% |
0.0125 |
1.2% |
24% |
False |
True |
505 |
| 20 |
1.1398 |
1.0600 |
0.0798 |
7.4% |
0.0128 |
1.2% |
14% |
False |
True |
379 |
| 40 |
1.2010 |
1.0600 |
0.1410 |
13.2% |
0.0099 |
0.9% |
8% |
False |
True |
240 |
| 60 |
1.2607 |
1.0600 |
0.2007 |
18.7% |
0.0076 |
0.7% |
6% |
False |
True |
165 |
| 80 |
1.2693 |
1.0600 |
0.2093 |
19.5% |
0.0063 |
0.6% |
5% |
False |
True |
125 |
| 100 |
1.2927 |
1.0600 |
0.2327 |
21.7% |
0.0052 |
0.5% |
5% |
False |
True |
100 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.0% |
0.0045 |
0.4% |
5% |
False |
True |
84 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1792 |
|
2.618 |
1.1421 |
|
1.618 |
1.1194 |
|
1.000 |
1.1054 |
|
0.618 |
1.0967 |
|
HIGH |
1.0827 |
|
0.618 |
1.0740 |
|
0.500 |
1.0714 |
|
0.382 |
1.0687 |
|
LOW |
1.0600 |
|
0.618 |
1.0460 |
|
1.000 |
1.0373 |
|
1.618 |
1.0233 |
|
2.618 |
1.0006 |
|
4.250 |
0.9635 |
|
|
| Fisher Pivots for day following 11-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0715 |
1.0731 |
| PP |
1.0714 |
1.0725 |
| S1 |
1.0714 |
1.0720 |
|