CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 22-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
21-Feb-2013 |
22-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0684 |
1.0750 |
0.0066 |
0.6% |
1.0667 |
| High |
1.0788 |
1.0772 |
-0.0016 |
-0.1% |
1.0788 |
| Low |
1.0662 |
1.0700 |
0.0038 |
0.4% |
1.0626 |
| Close |
1.0750 |
1.0715 |
-0.0035 |
-0.3% |
1.0715 |
| Range |
0.0126 |
0.0072 |
-0.0054 |
-42.9% |
0.0162 |
| ATR |
0.0126 |
0.0122 |
-0.0004 |
-3.1% |
0.0000 |
| Volume |
3,421 |
876 |
-2,545 |
-74.4% |
6,155 |
|
| Daily Pivots for day following 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0945 |
1.0902 |
1.0755 |
|
| R3 |
1.0873 |
1.0830 |
1.0735 |
|
| R2 |
1.0801 |
1.0801 |
1.0728 |
|
| R1 |
1.0758 |
1.0758 |
1.0722 |
1.0744 |
| PP |
1.0729 |
1.0729 |
1.0729 |
1.0722 |
| S1 |
1.0686 |
1.0686 |
1.0708 |
1.0672 |
| S2 |
1.0657 |
1.0657 |
1.0702 |
|
| S3 |
1.0585 |
1.0614 |
1.0695 |
|
| S4 |
1.0513 |
1.0542 |
1.0675 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1196 |
1.1117 |
1.0804 |
|
| R3 |
1.1034 |
1.0955 |
1.0760 |
|
| R2 |
1.0872 |
1.0872 |
1.0745 |
|
| R1 |
1.0793 |
1.0793 |
1.0730 |
1.0833 |
| PP |
1.0710 |
1.0710 |
1.0710 |
1.0729 |
| S1 |
1.0631 |
1.0631 |
1.0700 |
1.0671 |
| S2 |
1.0548 |
1.0548 |
1.0685 |
|
| S3 |
1.0386 |
1.0469 |
1.0670 |
|
| S4 |
1.0224 |
1.0307 |
1.0626 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0848 |
1.0626 |
0.0222 |
2.1% |
0.0115 |
1.1% |
40% |
False |
False |
1,411 |
| 10 |
1.0861 |
1.0600 |
0.0261 |
2.4% |
0.0137 |
1.3% |
44% |
False |
False |
1,053 |
| 20 |
1.1078 |
1.0600 |
0.0478 |
4.5% |
0.0120 |
1.1% |
24% |
False |
False |
774 |
| 40 |
1.1744 |
1.0600 |
0.1144 |
10.7% |
0.0113 |
1.1% |
10% |
False |
False |
473 |
| 60 |
1.2242 |
1.0600 |
0.1642 |
15.3% |
0.0087 |
0.8% |
7% |
False |
False |
321 |
| 80 |
1.2650 |
1.0600 |
0.2050 |
19.1% |
0.0074 |
0.7% |
6% |
False |
False |
244 |
| 100 |
1.2855 |
1.0600 |
0.2255 |
21.0% |
0.0061 |
0.6% |
5% |
False |
False |
196 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.0% |
0.0052 |
0.5% |
5% |
False |
False |
163 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1078 |
|
2.618 |
1.0960 |
|
1.618 |
1.0888 |
|
1.000 |
1.0844 |
|
0.618 |
1.0816 |
|
HIGH |
1.0772 |
|
0.618 |
1.0744 |
|
0.500 |
1.0736 |
|
0.382 |
1.0728 |
|
LOW |
1.0700 |
|
0.618 |
1.0656 |
|
1.000 |
1.0628 |
|
1.618 |
1.0584 |
|
2.618 |
1.0512 |
|
4.250 |
1.0394 |
|
|
| Fisher Pivots for day following 22-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0717 |
| PP |
1.0729 |
1.0716 |
| S1 |
1.0722 |
1.0716 |
|