CME Japanese Yen Future September 2013
Trading Metrics calculated at close of trading on 19-Feb-2013 |
Day Change Summary |
|
Previous |
Current |
|
|
|
|
15-Feb-2013 |
19-Feb-2013 |
Change |
Change % |
Previous Week |
Open |
1.0779 |
1.0677 |
-0.0102 |
-0.9% |
1.0720 |
High |
1.0779 |
1.0721 |
-0.0058 |
-0.5% |
1.0780 |
Low |
1.0724 |
1.0665 |
-0.0059 |
-0.6% |
1.0627 |
Close |
1.0724 |
1.0721 |
-0.0003 |
0.0% |
1.0724 |
Range |
0.0055 |
0.0056 |
0.0001 |
1.8% |
0.0153 |
ATR |
0.0088 |
0.0086 |
-0.0002 |
-2.3% |
0.0000 |
Volume |
7 |
2 |
-5 |
-71.4% |
39 |
|
Daily Pivots for day following 19-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.0870 |
1.0852 |
1.0752 |
|
R3 |
1.0814 |
1.0796 |
1.0736 |
|
R2 |
1.0758 |
1.0758 |
1.0731 |
|
R1 |
1.0740 |
1.0740 |
1.0726 |
1.0749 |
PP |
1.0702 |
1.0702 |
1.0702 |
1.0707 |
S1 |
1.0684 |
1.0684 |
1.0716 |
1.0693 |
S2 |
1.0646 |
1.0646 |
1.0711 |
|
S3 |
1.0590 |
1.0628 |
1.0706 |
|
S4 |
1.0534 |
1.0572 |
1.0690 |
|
|
Weekly Pivots for week ending 15-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
R4 |
1.1169 |
1.1100 |
1.0808 |
|
R3 |
1.1016 |
1.0947 |
1.0766 |
|
R2 |
1.0863 |
1.0863 |
1.0752 |
|
R1 |
1.0794 |
1.0794 |
1.0738 |
1.0829 |
PP |
1.0710 |
1.0710 |
1.0710 |
1.0728 |
S1 |
1.0641 |
1.0641 |
1.0710 |
1.0676 |
S2 |
1.0557 |
1.0557 |
1.0696 |
|
S3 |
1.0404 |
1.0488 |
1.0682 |
|
S4 |
1.0251 |
1.0335 |
1.0640 |
|
|
High/Low/Range Statistics |
Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
5 |
1.0780 |
1.0627 |
0.0153 |
1.4% |
0.0066 |
0.6% |
61% |
False |
False |
4 |
10 |
1.0804 |
1.0627 |
0.0177 |
1.7% |
0.0058 |
0.5% |
53% |
False |
False |
8 |
20 |
1.1393 |
1.0627 |
0.0766 |
7.1% |
0.0078 |
0.7% |
12% |
False |
False |
28 |
40 |
1.1956 |
1.0627 |
0.1329 |
12.4% |
0.0063 |
0.6% |
7% |
False |
False |
20 |
60 |
1.2265 |
1.0627 |
0.1638 |
15.3% |
0.0052 |
0.5% |
6% |
False |
False |
15 |
|
|
Fibonacci Retracements and Extensions |
4.250 |
1.0959 |
2.618 |
1.0868 |
1.618 |
1.0812 |
1.000 |
1.0777 |
0.618 |
1.0756 |
HIGH |
1.0721 |
0.618 |
1.0700 |
0.500 |
1.0693 |
0.382 |
1.0686 |
LOW |
1.0665 |
0.618 |
1.0630 |
1.000 |
1.0609 |
1.618 |
1.0574 |
2.618 |
1.0518 |
4.250 |
1.0427 |
|
|
Fisher Pivots for day following 19-Feb-2013 |
Pivot |
1 day |
3 day |
R1 |
1.0712 |
1.0722 |
PP |
1.0702 |
1.0722 |
S1 |
1.0693 |
1.0721 |
|