CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 25-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
22-Feb-2013 |
25-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0750 |
1.0629 |
-0.0121 |
-1.1% |
1.0667 |
| High |
1.0772 |
1.1014 |
0.0242 |
2.2% |
1.0788 |
| Low |
1.0700 |
1.0614 |
-0.0086 |
-0.8% |
1.0626 |
| Close |
1.0715 |
1.0806 |
0.0091 |
0.8% |
1.0715 |
| Range |
0.0072 |
0.0400 |
0.0328 |
455.6% |
0.0162 |
| ATR |
0.0122 |
0.0142 |
0.0020 |
16.2% |
0.0000 |
| Volume |
876 |
751 |
-125 |
-14.3% |
6,155 |
|
| Daily Pivots for day following 25-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.2011 |
1.1809 |
1.1026 |
|
| R3 |
1.1611 |
1.1409 |
1.0916 |
|
| R2 |
1.1211 |
1.1211 |
1.0879 |
|
| R1 |
1.1009 |
1.1009 |
1.0843 |
1.1110 |
| PP |
1.0811 |
1.0811 |
1.0811 |
1.0862 |
| S1 |
1.0609 |
1.0609 |
1.0769 |
1.0710 |
| S2 |
1.0411 |
1.0411 |
1.0733 |
|
| S3 |
1.0011 |
1.0209 |
1.0696 |
|
| S4 |
0.9611 |
0.9809 |
1.0586 |
|
|
| 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 |
1.1014 |
1.0614 |
0.0400 |
3.7% |
0.0159 |
1.5% |
48% |
True |
True |
1,381 |
| 10 |
1.1014 |
1.0600 |
0.0414 |
3.8% |
0.0159 |
1.5% |
50% |
True |
False |
1,090 |
| 20 |
1.1072 |
1.0600 |
0.0472 |
4.4% |
0.0135 |
1.2% |
44% |
False |
False |
786 |
| 40 |
1.1693 |
1.0600 |
0.1093 |
10.1% |
0.0121 |
1.1% |
19% |
False |
False |
491 |
| 60 |
1.2242 |
1.0600 |
0.1642 |
15.2% |
0.0093 |
0.9% |
13% |
False |
False |
333 |
| 80 |
1.2650 |
1.0600 |
0.2050 |
19.0% |
0.0079 |
0.7% |
10% |
False |
False |
253 |
| 100 |
1.2839 |
1.0600 |
0.2239 |
20.7% |
0.0065 |
0.6% |
9% |
False |
False |
203 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
21.8% |
0.0055 |
0.5% |
9% |
False |
False |
170 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.2714 |
|
2.618 |
1.2061 |
|
1.618 |
1.1661 |
|
1.000 |
1.1414 |
|
0.618 |
1.1261 |
|
HIGH |
1.1014 |
|
0.618 |
1.0861 |
|
0.500 |
1.0814 |
|
0.382 |
1.0767 |
|
LOW |
1.0614 |
|
0.618 |
1.0367 |
|
1.000 |
1.0214 |
|
1.618 |
0.9967 |
|
2.618 |
0.9567 |
|
4.250 |
0.8914 |
|
|
| Fisher Pivots for day following 25-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0814 |
1.0814 |
| PP |
1.0811 |
1.0811 |
| S1 |
1.0809 |
1.0809 |
|