CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 27-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
26-Feb-2013 |
27-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0862 |
1.0871 |
0.0009 |
0.1% |
1.0667 |
| High |
1.0980 |
1.0983 |
0.0003 |
0.0% |
1.0788 |
| Low |
1.0791 |
1.0830 |
0.0039 |
0.4% |
1.0626 |
| Close |
1.0884 |
1.0842 |
-0.0042 |
-0.4% |
1.0715 |
| Range |
0.0189 |
0.0153 |
-0.0036 |
-19.0% |
0.0162 |
| ATR |
0.0146 |
0.0146 |
0.0001 |
0.4% |
0.0000 |
| Volume |
4,561 |
9,403 |
4,842 |
106.2% |
6,155 |
|
| Daily Pivots for day following 27-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1344 |
1.1246 |
1.0926 |
|
| R3 |
1.1191 |
1.1093 |
1.0884 |
|
| R2 |
1.1038 |
1.1038 |
1.0870 |
|
| R1 |
1.0940 |
1.0940 |
1.0856 |
1.0913 |
| PP |
1.0885 |
1.0885 |
1.0885 |
1.0871 |
| S1 |
1.0787 |
1.0787 |
1.0828 |
1.0760 |
| S2 |
1.0732 |
1.0732 |
1.0814 |
|
| S3 |
1.0579 |
1.0634 |
1.0800 |
|
| S4 |
1.0426 |
1.0481 |
1.0758 |
|
|
| 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% |
0.0188 |
1.7% |
57% |
False |
False |
3,802 |
| 10 |
1.1014 |
1.0614 |
0.0400 |
3.7% |
0.0154 |
1.4% |
57% |
False |
False |
2,368 |
| 20 |
1.1026 |
1.0600 |
0.0426 |
3.9% |
0.0144 |
1.3% |
57% |
False |
False |
1,460 |
| 40 |
1.1654 |
1.0600 |
0.1054 |
9.7% |
0.0126 |
1.2% |
23% |
False |
False |
839 |
| 60 |
1.2242 |
1.0600 |
0.1642 |
15.1% |
0.0099 |
0.9% |
15% |
False |
False |
566 |
| 80 |
1.2636 |
1.0600 |
0.2036 |
18.8% |
0.0082 |
0.8% |
12% |
False |
False |
427 |
| 100 |
1.2827 |
1.0600 |
0.2227 |
20.5% |
0.0068 |
0.6% |
11% |
False |
False |
343 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
21.7% |
0.0058 |
0.5% |
10% |
False |
False |
286 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1633 |
|
2.618 |
1.1384 |
|
1.618 |
1.1231 |
|
1.000 |
1.1136 |
|
0.618 |
1.1078 |
|
HIGH |
1.0983 |
|
0.618 |
1.0925 |
|
0.500 |
1.0907 |
|
0.382 |
1.0888 |
|
LOW |
1.0830 |
|
0.618 |
1.0735 |
|
1.000 |
1.0677 |
|
1.618 |
1.0582 |
|
2.618 |
1.0429 |
|
4.250 |
1.0180 |
|
|
| Fisher Pivots for day following 27-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0907 |
1.0833 |
| PP |
1.0885 |
1.0823 |
| S1 |
1.0864 |
1.0814 |
|