CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 28-Feb-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Feb-2013 |
28-Feb-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0917 |
1.0846 |
-0.0071 |
-0.7% |
1.0677 |
| High |
1.0962 |
1.0870 |
-0.0092 |
-0.8% |
1.0780 |
| Low |
1.0840 |
1.0800 |
-0.0040 |
-0.4% |
1.0665 |
| Close |
1.0852 |
1.0808 |
-0.0044 |
-0.4% |
1.0725 |
| Range |
0.0122 |
0.0070 |
-0.0052 |
-42.6% |
0.0115 |
| ATR |
0.0109 |
0.0106 |
-0.0003 |
-2.5% |
0.0000 |
| Volume |
48 |
16 |
-32 |
-66.7% |
313 |
|
| Daily Pivots for day following 28-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1036 |
1.0992 |
1.0847 |
|
| R3 |
1.0966 |
1.0922 |
1.0827 |
|
| R2 |
1.0896 |
1.0896 |
1.0821 |
|
| R1 |
1.0852 |
1.0852 |
1.0814 |
1.0839 |
| PP |
1.0826 |
1.0826 |
1.0826 |
1.0820 |
| S1 |
1.0782 |
1.0782 |
1.0802 |
1.0769 |
| S2 |
1.0756 |
1.0756 |
1.0795 |
|
| S3 |
1.0686 |
1.0712 |
1.0789 |
|
| S4 |
1.0616 |
1.0642 |
1.0770 |
|
|
| Weekly Pivots for week ending 22-Feb-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1068 |
1.1012 |
1.0788 |
|
| R3 |
1.0953 |
1.0897 |
1.0757 |
|
| R2 |
1.0838 |
1.0838 |
1.0746 |
|
| R1 |
1.0782 |
1.0782 |
1.0736 |
1.0810 |
| PP |
1.0723 |
1.0723 |
1.0723 |
1.0738 |
| S1 |
1.0667 |
1.0667 |
1.0714 |
1.0695 |
| S2 |
1.0608 |
1.0608 |
1.0704 |
|
| S3 |
1.0493 |
1.0552 |
1.0693 |
|
| S4 |
1.0378 |
1.0437 |
1.0662 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.1017 |
1.0629 |
0.0388 |
3.6% |
0.0149 |
1.4% |
46% |
False |
False |
40 |
| 10 |
1.1017 |
1.0629 |
0.0388 |
3.6% |
0.0107 |
1.0% |
46% |
False |
False |
50 |
| 20 |
1.1025 |
1.0627 |
0.0398 |
3.7% |
0.0089 |
0.8% |
45% |
False |
False |
40 |
| 40 |
1.1528 |
1.0627 |
0.0901 |
8.3% |
0.0079 |
0.7% |
20% |
False |
False |
32 |
| 60 |
1.2254 |
1.0627 |
0.1627 |
15.1% |
0.0064 |
0.6% |
11% |
False |
False |
23 |
| 80 |
1.2640 |
1.0627 |
0.2013 |
18.6% |
0.0052 |
0.5% |
9% |
False |
False |
18 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1168 |
|
2.618 |
1.1053 |
|
1.618 |
1.0983 |
|
1.000 |
1.0940 |
|
0.618 |
1.0913 |
|
HIGH |
1.0870 |
|
0.618 |
1.0843 |
|
0.500 |
1.0835 |
|
0.382 |
1.0827 |
|
LOW |
1.0800 |
|
0.618 |
1.0757 |
|
1.000 |
1.0730 |
|
1.618 |
1.0687 |
|
2.618 |
1.0617 |
|
4.250 |
1.0503 |
|
|
| Fisher Pivots for day following 28-Feb-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0835 |
1.0892 |
| PP |
1.0826 |
1.0864 |
| S1 |
1.0817 |
1.0836 |
|