CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 14-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Feb-2013 |
14-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0713 |
1.0720 |
0.0007 |
0.1% |
1.0820 |
| High |
1.0719 |
1.0774 |
0.0055 |
0.5% |
1.0853 |
| Low |
1.0713 |
1.0716 |
0.0003 |
0.0% |
1.0675 |
| Close |
1.0719 |
1.0771 |
0.0052 |
0.5% |
1.0797 |
| Range |
0.0006 |
0.0058 |
0.0052 |
866.7% |
0.0178 |
| ATR |
0.0093 |
0.0090 |
-0.0002 |
-2.7% |
0.0000 |
| Volume |
8 |
1 |
-7 |
-87.5% |
160 |
|
| Daily Pivots for day following 14-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0928 |
1.0907 |
1.0803 |
|
| R3 |
1.0870 |
1.0849 |
1.0787 |
|
| R2 |
1.0812 |
1.0812 |
1.0782 |
|
| R1 |
1.0791 |
1.0791 |
1.0776 |
1.0802 |
| PP |
1.0754 |
1.0754 |
1.0754 |
1.0759 |
| S1 |
1.0733 |
1.0733 |
1.0766 |
1.0744 |
| S2 |
1.0696 |
1.0696 |
1.0760 |
|
| S3 |
1.0638 |
1.0675 |
1.0755 |
|
| S4 |
1.0580 |
1.0617 |
1.0739 |
|
|
| 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 |
1.6% |
0.0076 |
0.7% |
81% |
False |
False |
9 |
| 10 |
1.0934 |
1.0627 |
0.0307 |
2.9% |
0.0069 |
0.6% |
47% |
False |
False |
27 |
| 20 |
1.1393 |
1.0627 |
0.0766 |
7.1% |
0.0083 |
0.8% |
19% |
False |
False |
30 |
| 40 |
1.1956 |
1.0627 |
0.1329 |
12.3% |
0.0062 |
0.6% |
11% |
False |
False |
21 |
| 60 |
1.2360 |
1.0627 |
0.1733 |
16.1% |
0.0052 |
0.5% |
8% |
False |
False |
15 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1021 |
|
2.618 |
1.0926 |
|
1.618 |
1.0868 |
|
1.000 |
1.0832 |
|
0.618 |
1.0810 |
|
HIGH |
1.0774 |
|
0.618 |
1.0752 |
|
0.500 |
1.0745 |
|
0.382 |
1.0738 |
|
LOW |
1.0716 |
|
0.618 |
1.0680 |
|
1.000 |
1.0658 |
|
1.618 |
1.0622 |
|
2.618 |
1.0564 |
|
4.250 |
1.0470 |
|
|
| Fisher Pivots for day following 14-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0762 |
1.0749 |
| PP |
1.0754 |
1.0726 |
| S1 |
1.0745 |
1.0704 |
|