CME Japanese Yen Future June 2013
| Trading Metrics calculated at close of trading on 06-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
05-Mar-2013 |
06-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0705 |
1.0721 |
0.0016 |
0.1% |
1.0629 |
| High |
1.0771 |
1.0760 |
-0.0011 |
-0.1% |
1.1014 |
| Low |
1.0701 |
1.0633 |
-0.0068 |
-0.6% |
1.0614 |
| Close |
1.0726 |
1.0639 |
-0.0087 |
-0.8% |
1.0692 |
| Range |
0.0070 |
0.0127 |
0.0057 |
81.4% |
0.0400 |
| ATR |
0.0132 |
0.0131 |
0.0000 |
-0.3% |
0.0000 |
| Volume |
17,149 |
11,880 |
-5,269 |
-30.7% |
23,024 |
|
| Daily Pivots for day following 06-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1058 |
1.0976 |
1.0709 |
|
| R3 |
1.0931 |
1.0849 |
1.0674 |
|
| R2 |
1.0804 |
1.0804 |
1.0662 |
|
| R1 |
1.0722 |
1.0722 |
1.0651 |
1.0700 |
| PP |
1.0677 |
1.0677 |
1.0677 |
1.0666 |
| S1 |
1.0595 |
1.0595 |
1.0627 |
1.0573 |
| S2 |
1.0550 |
1.0550 |
1.0616 |
|
| S3 |
1.0423 |
1.0468 |
1.0604 |
|
| S4 |
1.0296 |
1.0341 |
1.0569 |
|
|
| 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 |
1.0876 |
1.0633 |
0.0243 |
2.3% |
0.0099 |
0.9% |
2% |
False |
True |
8,300 |
| 10 |
1.1014 |
1.0614 |
0.0400 |
3.8% |
0.0143 |
1.3% |
6% |
False |
False |
6,051 |
| 20 |
1.1014 |
1.0600 |
0.0414 |
3.9% |
0.0139 |
1.3% |
9% |
False |
False |
3,409 |
| 40 |
1.1518 |
1.0600 |
0.0918 |
8.6% |
0.0129 |
1.2% |
4% |
False |
False |
1,855 |
| 60 |
1.2180 |
1.0600 |
0.1580 |
14.9% |
0.0106 |
1.0% |
2% |
False |
False |
1,258 |
| 80 |
1.2636 |
1.0600 |
0.2036 |
19.1% |
0.0086 |
0.8% |
2% |
False |
False |
946 |
| 100 |
1.2801 |
1.0600 |
0.2201 |
20.7% |
0.0073 |
0.7% |
2% |
False |
False |
758 |
| 120 |
1.2953 |
1.0600 |
0.2353 |
22.1% |
0.0062 |
0.6% |
2% |
False |
False |
632 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1300 |
|
2.618 |
1.1092 |
|
1.618 |
1.0965 |
|
1.000 |
1.0887 |
|
0.618 |
1.0838 |
|
HIGH |
1.0760 |
|
0.618 |
1.0711 |
|
0.500 |
1.0697 |
|
0.382 |
1.0682 |
|
LOW |
1.0633 |
|
0.618 |
1.0555 |
|
1.000 |
1.0506 |
|
1.618 |
1.0428 |
|
2.618 |
1.0301 |
|
4.250 |
1.0093 |
|
|
| Fisher Pivots for day following 06-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0697 |
1.0702 |
| PP |
1.0677 |
1.0681 |
| S1 |
1.0658 |
1.0660 |
|