CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 11-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
08-Feb-2013 |
11-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0715 |
1.0720 |
0.0005 |
0.0% |
1.0820 |
High |
1.0804 |
1.0726 |
-0.0078 |
-0.7% |
1.0853 |
Low |
1.0703 |
1.0666 |
-0.0037 |
-0.3% |
1.0675 |
Close |
1.0797 |
1.0726 |
-0.0071 |
-0.7% |
1.0797 |
Range |
0.0101 |
0.0060 |
-0.0041 |
-40.6% |
0.0178 |
ATR |
0.0093 |
0.0095 |
0.0003 |
3.0% |
0.0000 |
Volume |
14 |
18 |
4 |
28.6% |
160 |
|
Daily Pivots for day following 11-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0886 |
1.0866 |
1.0759 |
|
R3 |
1.0826 |
1.0806 |
1.0743 |
|
R2 |
1.0766 |
1.0766 |
1.0737 |
|
R1 |
1.0746 |
1.0746 |
1.0732 |
1.0756 |
PP |
1.0706 |
1.0706 |
1.0706 |
1.0711 |
S1 |
1.0686 |
1.0686 |
1.0721 |
1.0696 |
S2 |
1.0646 |
1.0646 |
1.0715 |
|
S3 |
1.0586 |
1.0626 |
1.0710 |
|
S4 |
1.0526 |
1.0566 |
1.0693 |
|
|
Weekly Pivots for week ending 08-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1309 |
1.1231 |
1.0895 |
|
R3 |
1.1131 |
1.1053 |
1.0846 |
|
R2 |
1.0953 |
1.0953 |
1.0830 |
|
R1 |
1.0875 |
1.0875 |
1.0813 |
1.0825 |
PP |
1.0775 |
1.0775 |
1.0775 |
1.0750 |
S1 |
1.0697 |
1.0697 |
1.0781 |
1.0647 |
S2 |
1.0597 |
1.0597 |
1.0764 |
|
S3 |
1.0419 |
1.0519 |
1.0748 |
|
S4 |
1.0241 |
1.0341 |
1.0699 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0804 |
1.0666 |
0.0138 |
1.3% |
0.0051 |
0.5% |
43% |
False |
True |
13 |
10 |
1.1083 |
1.0666 |
0.0417 |
3.9% |
0.0065 |
0.6% |
14% |
False |
True |
35 |
20 |
1.1393 |
1.0666 |
0.0727 |
6.8% |
0.0079 |
0.7% |
8% |
False |
True |
32 |
40 |
1.2016 |
1.0666 |
0.1350 |
12.6% |
0.0060 |
0.6% |
4% |
False |
True |
20 |
60 |
1.2518 |
1.0666 |
0.1852 |
17.3% |
0.0049 |
0.5% |
3% |
False |
True |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0981 |
2.618 |
1.0883 |
1.618 |
1.0823 |
1.000 |
1.0786 |
0.618 |
1.0763 |
HIGH |
1.0726 |
0.618 |
1.0703 |
0.500 |
1.0696 |
0.382 |
1.0689 |
LOW |
1.0666 |
0.618 |
1.0629 |
1.000 |
1.0606 |
1.618 |
1.0569 |
2.618 |
1.0509 |
4.250 |
1.0411 |
|
|
Fisher Pivots for day following 11-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0716 |
1.0735 |
PP |
1.0706 |
1.0732 |
S1 |
1.0696 |
1.0729 |
|