CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0851 |
1.0807 |
-0.0044 |
-0.4% |
1.0629 |
| High |
1.0876 |
1.0824 |
-0.0052 |
-0.5% |
1.1014 |
| Low |
1.0780 |
1.0684 |
-0.0096 |
-0.9% |
1.0614 |
| Close |
1.0797 |
1.0692 |
-0.0105 |
-1.0% |
1.0692 |
| Range |
0.0096 |
0.0140 |
0.0044 |
45.8% |
0.0400 |
| ATR |
0.0142 |
0.0142 |
0.0000 |
-0.1% |
0.0000 |
| Volume |
4,057 |
4,252 |
195 |
4.8% |
23,024 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1153 |
1.1063 |
1.0769 |
|
| R3 |
1.1013 |
1.0923 |
1.0731 |
|
| R2 |
1.0873 |
1.0873 |
1.0718 |
|
| R1 |
1.0783 |
1.0783 |
1.0705 |
1.0758 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0721 |
| S1 |
1.0643 |
1.0643 |
1.0679 |
1.0618 |
| S2 |
1.0593 |
1.0593 |
1.0666 |
|
| S3 |
1.0453 |
1.0503 |
1.0654 |
|
| S4 |
1.0313 |
1.0363 |
1.0615 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1973 |
1.1733 |
1.0912 |
|
| R3 |
1.1573 |
1.1333 |
1.0802 |
|
| R2 |
1.1173 |
1.1173 |
1.0765 |
|
| R1 |
1.0933 |
1.0933 |
1.0729 |
1.1053 |
| PP |
1.0773 |
1.0773 |
1.0773 |
1.0834 |
| S1 |
1.0533 |
1.0533 |
1.0655 |
1.0653 |
| S2 |
1.0373 |
1.0373 |
1.0619 |
|
| S3 |
0.9973 |
1.0133 |
1.0582 |
|
| S4 |
0.9573 |
0.9733 |
1.0472 |
|
|
| 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% |
0.0196 |
1.8% |
20% |
False |
False |
4,604 |
| 10 |
1.1014 |
1.0614 |
0.0400 |
3.7% |
0.0156 |
1.5% |
20% |
False |
False |
3,008 |
| 20 |
1.1014 |
1.0600 |
0.0414 |
3.9% |
0.0147 |
1.4% |
22% |
False |
False |
1,810 |
| 40 |
1.1521 |
1.0600 |
0.0921 |
8.6% |
0.0129 |
1.2% |
10% |
False |
False |
1,038 |
| 60 |
1.2242 |
1.0600 |
0.1642 |
15.4% |
0.0103 |
1.0% |
6% |
False |
False |
704 |
| 80 |
1.2636 |
1.0600 |
0.2036 |
19.0% |
0.0084 |
0.8% |
5% |
False |
False |
531 |
| 100 |
1.2827 |
1.0600 |
0.2227 |
20.8% |
0.0070 |
0.7% |
4% |
False |
False |
426 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.0% |
0.0060 |
0.6% |
4% |
False |
False |
355 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1419 |
|
2.618 |
1.1191 |
|
1.618 |
1.1051 |
|
1.000 |
1.0964 |
|
0.618 |
1.0911 |
|
HIGH |
1.0824 |
|
0.618 |
1.0771 |
|
0.500 |
1.0754 |
|
0.382 |
1.0737 |
|
LOW |
1.0684 |
|
0.618 |
1.0597 |
|
1.000 |
1.0544 |
|
1.618 |
1.0457 |
|
2.618 |
1.0317 |
|
4.250 |
1.0089 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0754 |
1.0834 |
| PP |
1.0733 |
1.0786 |
| S1 |
1.0713 |
1.0739 |
|