CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 07-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Feb-2013 |
07-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0713 |
1.0721 |
0.0008 |
0.1% |
1.1002 |
High |
1.0736 |
1.0721 |
-0.0015 |
-0.1% |
1.1083 |
Low |
1.0700 |
1.0675 |
-0.0025 |
-0.2% |
1.0800 |
Close |
1.0730 |
1.0710 |
-0.0020 |
-0.2% |
1.0804 |
Range |
0.0036 |
0.0046 |
0.0010 |
27.8% |
0.0283 |
ATR |
0.0095 |
0.0092 |
-0.0003 |
-3.0% |
0.0000 |
Volume |
6 |
21 |
15 |
250.0% |
191 |
|
Daily Pivots for day following 07-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0840 |
1.0821 |
1.0735 |
|
R3 |
1.0794 |
1.0775 |
1.0723 |
|
R2 |
1.0748 |
1.0748 |
1.0718 |
|
R1 |
1.0729 |
1.0729 |
1.0714 |
1.0716 |
PP |
1.0702 |
1.0702 |
1.0702 |
1.0695 |
S1 |
1.0683 |
1.0683 |
1.0706 |
1.0670 |
S2 |
1.0656 |
1.0656 |
1.0702 |
|
S3 |
1.0610 |
1.0637 |
1.0697 |
|
S4 |
1.0564 |
1.0591 |
1.0685 |
|
|
Weekly Pivots for week ending 01-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1745 |
1.1557 |
1.0960 |
|
R3 |
1.1462 |
1.1274 |
1.0882 |
|
R2 |
1.1179 |
1.1179 |
1.0856 |
|
R1 |
1.0991 |
1.0991 |
1.0830 |
1.0944 |
PP |
1.0896 |
1.0896 |
1.0896 |
1.0872 |
S1 |
1.0708 |
1.0708 |
1.0778 |
1.0661 |
S2 |
1.0613 |
1.0613 |
1.0752 |
|
S3 |
1.0330 |
1.0425 |
1.0726 |
|
S4 |
1.0047 |
1.0142 |
1.0648 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0934 |
1.0675 |
0.0259 |
2.4% |
0.0062 |
0.6% |
14% |
False |
True |
45 |
10 |
1.1087 |
1.0675 |
0.0412 |
3.8% |
0.0063 |
0.6% |
8% |
False |
True |
36 |
20 |
1.1393 |
1.0675 |
0.0718 |
6.7% |
0.0077 |
0.7% |
5% |
False |
True |
31 |
40 |
1.2156 |
1.0675 |
0.1481 |
13.8% |
0.0058 |
0.5% |
2% |
False |
True |
20 |
60 |
1.2640 |
1.0675 |
0.1965 |
18.3% |
0.0046 |
0.4% |
2% |
False |
True |
14 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0917 |
2.618 |
1.0841 |
1.618 |
1.0795 |
1.000 |
1.0767 |
0.618 |
1.0749 |
HIGH |
1.0721 |
0.618 |
1.0703 |
0.500 |
1.0698 |
0.382 |
1.0693 |
LOW |
1.0675 |
0.618 |
1.0647 |
1.000 |
1.0629 |
1.618 |
1.0601 |
2.618 |
1.0555 |
4.250 |
1.0480 |
|
|
Fisher Pivots for day following 07-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0706 |
1.0709 |
PP |
1.0702 |
1.0707 |
S1 |
1.0698 |
1.0706 |
|