CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 13-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
12-Feb-2013 |
13-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0633 |
1.0713 |
0.0080 |
0.8% |
1.0820 |
High |
1.0780 |
1.0719 |
-0.0061 |
-0.6% |
1.0853 |
Low |
1.0627 |
1.0713 |
0.0086 |
0.8% |
1.0675 |
Close |
1.0713 |
1.0719 |
0.0006 |
0.1% |
1.0797 |
Range |
0.0153 |
0.0006 |
-0.0147 |
-96.1% |
0.0178 |
ATR |
0.0099 |
0.0093 |
-0.0007 |
-6.7% |
0.0000 |
Volume |
5 |
8 |
3 |
60.0% |
160 |
|
Daily Pivots for day following 13-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0735 |
1.0733 |
1.0722 |
|
R3 |
1.0729 |
1.0727 |
1.0721 |
|
R2 |
1.0723 |
1.0723 |
1.0720 |
|
R1 |
1.0721 |
1.0721 |
1.0720 |
1.0722 |
PP |
1.0717 |
1.0717 |
1.0717 |
1.0718 |
S1 |
1.0715 |
1.0715 |
1.0718 |
1.0716 |
S2 |
1.0711 |
1.0711 |
1.0718 |
|
S3 |
1.0705 |
1.0709 |
1.0717 |
|
S4 |
1.0699 |
1.0703 |
1.0716 |
|
|
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 |
1.0627 |
0.0177 |
1.7% |
0.0073 |
0.7% |
52% |
False |
False |
13 |
10 |
1.1025 |
1.0627 |
0.0398 |
3.7% |
0.0071 |
0.7% |
23% |
False |
False |
30 |
20 |
1.1393 |
1.0627 |
0.0766 |
7.1% |
0.0082 |
0.8% |
12% |
False |
False |
31 |
40 |
1.1961 |
1.0627 |
0.1334 |
12.4% |
0.0062 |
0.6% |
7% |
False |
False |
21 |
60 |
1.2360 |
1.0627 |
0.1733 |
16.2% |
0.0051 |
0.5% |
5% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0745 |
2.618 |
1.0735 |
1.618 |
1.0729 |
1.000 |
1.0725 |
0.618 |
1.0723 |
HIGH |
1.0719 |
0.618 |
1.0717 |
0.500 |
1.0716 |
0.382 |
1.0715 |
LOW |
1.0713 |
0.618 |
1.0709 |
1.000 |
1.0707 |
1.618 |
1.0703 |
2.618 |
1.0697 |
4.250 |
1.0688 |
|
|
Fisher Pivots for day following 13-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0718 |
1.0714 |
PP |
1.0717 |
1.0709 |
S1 |
1.0716 |
1.0704 |
|