CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 13-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0615 |
1.0729 |
0.0114 |
1.1% |
1.0780 |
| High |
1.0775 |
1.0780 |
0.0005 |
0.0% |
1.0872 |
| Low |
1.0607 |
1.0676 |
0.0069 |
0.7% |
1.0650 |
| Close |
1.0703 |
1.0708 |
0.0005 |
0.0% |
1.0785 |
| Range |
0.0168 |
0.0104 |
-0.0064 |
-38.1% |
0.0222 |
| ATR |
0.0129 |
0.0127 |
-0.0002 |
-1.4% |
0.0000 |
| Volume |
588 |
1,096 |
508 |
86.4% |
2,549 |
|
| Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1033 |
1.0975 |
1.0765 |
|
| R3 |
1.0929 |
1.0871 |
1.0737 |
|
| R2 |
1.0825 |
1.0825 |
1.0727 |
|
| R1 |
1.0767 |
1.0767 |
1.0718 |
1.0744 |
| PP |
1.0721 |
1.0721 |
1.0721 |
1.0710 |
| S1 |
1.0663 |
1.0663 |
1.0698 |
1.0640 |
| S2 |
1.0617 |
1.0617 |
1.0689 |
|
| S3 |
1.0513 |
1.0559 |
1.0679 |
|
| S4 |
1.0409 |
1.0455 |
1.0651 |
|
|
| 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 |
1.0861 |
1.0600 |
0.0261 |
2.4% |
0.0153 |
1.4% |
41% |
False |
False |
754 |
| 10 |
1.1018 |
1.0600 |
0.0418 |
3.9% |
0.0138 |
1.3% |
26% |
False |
False |
645 |
| 20 |
1.1398 |
1.0600 |
0.0798 |
7.5% |
0.0132 |
1.2% |
14% |
False |
False |
453 |
| 40 |
1.1960 |
1.0600 |
0.1360 |
12.7% |
0.0104 |
1.0% |
8% |
False |
False |
282 |
| 60 |
1.2380 |
1.0600 |
0.1780 |
16.6% |
0.0078 |
0.7% |
6% |
False |
False |
193 |
| 80 |
1.2650 |
1.0600 |
0.2050 |
19.1% |
0.0066 |
0.6% |
5% |
False |
False |
146 |
| 100 |
1.2927 |
1.0600 |
0.2327 |
21.7% |
0.0055 |
0.5% |
5% |
False |
False |
117 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.0% |
0.0046 |
0.4% |
5% |
False |
False |
98 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1222 |
|
2.618 |
1.1052 |
|
1.618 |
1.0948 |
|
1.000 |
1.0884 |
|
0.618 |
1.0844 |
|
HIGH |
1.0780 |
|
0.618 |
1.0740 |
|
0.500 |
1.0728 |
|
0.382 |
1.0716 |
|
LOW |
1.0676 |
|
0.618 |
1.0612 |
|
1.000 |
1.0572 |
|
1.618 |
1.0508 |
|
2.618 |
1.0404 |
|
4.250 |
1.0234 |
|
|
| Fisher Pivots for day following 13-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0728 |
1.0714 |
| PP |
1.0721 |
1.0712 |
| S1 |
1.0715 |
1.0710 |
|