CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0695 |
1.0705 |
0.0010 |
0.1% |
1.0629 |
| High |
1.0741 |
1.0771 |
0.0030 |
0.3% |
1.1014 |
| Low |
1.0680 |
1.0701 |
0.0021 |
0.2% |
1.0614 |
| Close |
1.0712 |
1.0726 |
0.0014 |
0.1% |
1.0692 |
| Range |
0.0061 |
0.0070 |
0.0009 |
14.8% |
0.0400 |
| ATR |
0.0136 |
0.0132 |
-0.0005 |
-3.5% |
0.0000 |
| Volume |
4,164 |
17,149 |
12,985 |
311.8% |
23,024 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0943 |
1.0904 |
1.0765 |
|
| R3 |
1.0873 |
1.0834 |
1.0745 |
|
| R2 |
1.0803 |
1.0803 |
1.0739 |
|
| R1 |
1.0764 |
1.0764 |
1.0732 |
1.0784 |
| PP |
1.0733 |
1.0733 |
1.0733 |
1.0742 |
| S1 |
1.0694 |
1.0694 |
1.0720 |
1.0714 |
| S2 |
1.0663 |
1.0663 |
1.0713 |
|
| S3 |
1.0593 |
1.0624 |
1.0707 |
|
| S4 |
1.0523 |
1.0554 |
1.0688 |
|
|
| 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 |
1.0983 |
1.0680 |
0.0303 |
2.8% |
0.0104 |
1.0% |
15% |
False |
False |
7,805 |
| 10 |
1.1014 |
1.0614 |
0.0400 |
3.7% |
0.0141 |
1.3% |
28% |
False |
False |
4,967 |
| 20 |
1.1014 |
1.0600 |
0.0414 |
3.9% |
0.0142 |
1.3% |
30% |
False |
False |
2,829 |
| 40 |
1.1518 |
1.0600 |
0.0918 |
8.6% |
0.0127 |
1.2% |
14% |
False |
False |
1,566 |
| 60 |
1.2180 |
1.0600 |
0.1580 |
14.7% |
0.0104 |
1.0% |
8% |
False |
False |
1,060 |
| 80 |
1.2636 |
1.0600 |
0.2036 |
19.0% |
0.0085 |
0.8% |
6% |
False |
False |
797 |
| 100 |
1.2826 |
1.0600 |
0.2226 |
20.8% |
0.0071 |
0.7% |
6% |
False |
False |
639 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
21.9% |
0.0061 |
0.6% |
5% |
False |
False |
533 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1069 |
|
2.618 |
1.0954 |
|
1.618 |
1.0884 |
|
1.000 |
1.0841 |
|
0.618 |
1.0814 |
|
HIGH |
1.0771 |
|
0.618 |
1.0744 |
|
0.500 |
1.0736 |
|
0.382 |
1.0728 |
|
LOW |
1.0701 |
|
0.618 |
1.0658 |
|
1.000 |
1.0631 |
|
1.618 |
1.0588 |
|
2.618 |
1.0518 |
|
4.250 |
1.0404 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0736 |
1.0752 |
| PP |
1.0733 |
1.0743 |
| S1 |
1.0729 |
1.0735 |
|