CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 01-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
28-Feb-2013 |
01-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0846 |
1.0816 |
-0.0030 |
-0.3% |
1.0629 |
| High |
1.0870 |
1.0816 |
-0.0054 |
-0.5% |
1.1017 |
| Low |
1.0800 |
1.0702 |
-0.0098 |
-0.9% |
1.0629 |
| Close |
1.0808 |
1.0702 |
-0.0106 |
-1.0% |
1.0702 |
| Range |
0.0070 |
0.0114 |
0.0044 |
62.9% |
0.0388 |
| ATR |
0.0106 |
0.0107 |
0.0001 |
0.5% |
0.0000 |
| Volume |
16 |
37 |
21 |
131.3% |
224 |
|
| Daily Pivots for day following 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1082 |
1.1006 |
1.0765 |
|
| R3 |
1.0968 |
1.0892 |
1.0733 |
|
| R2 |
1.0854 |
1.0854 |
1.0723 |
|
| R1 |
1.0778 |
1.0778 |
1.0712 |
1.0759 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0731 |
| S1 |
1.0664 |
1.0664 |
1.0692 |
1.0645 |
| S2 |
1.0626 |
1.0626 |
1.0681 |
|
| S3 |
1.0512 |
1.0550 |
1.0671 |
|
| S4 |
1.0398 |
1.0436 |
1.0639 |
|
|
| Weekly Pivots for week ending 01-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1947 |
1.1712 |
1.0915 |
|
| R3 |
1.1559 |
1.1324 |
1.0809 |
|
| R2 |
1.1171 |
1.1171 |
1.0773 |
|
| R1 |
1.0936 |
1.0936 |
1.0738 |
1.1054 |
| PP |
1.0783 |
1.0783 |
1.0783 |
1.0841 |
| S1 |
1.0548 |
1.0548 |
1.0666 |
1.0666 |
| S2 |
1.0395 |
1.0395 |
1.0631 |
|
| S3 |
1.0007 |
1.0160 |
1.0595 |
|
| S4 |
0.9619 |
0.9772 |
1.0489 |
|
|
| 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% |
0.0172 |
1.6% |
19% |
False |
False |
44 |
| 10 |
1.1017 |
1.0629 |
0.0388 |
3.6% |
0.0112 |
1.0% |
19% |
False |
False |
54 |
| 20 |
1.1017 |
1.0627 |
0.0390 |
3.6% |
0.0091 |
0.8% |
19% |
False |
False |
40 |
| 40 |
1.1528 |
1.0627 |
0.0901 |
8.4% |
0.0082 |
0.8% |
8% |
False |
False |
33 |
| 60 |
1.2254 |
1.0627 |
0.1627 |
15.2% |
0.0066 |
0.6% |
5% |
False |
False |
23 |
| 80 |
1.2640 |
1.0627 |
0.2013 |
18.8% |
0.0053 |
0.5% |
4% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1301 |
|
2.618 |
1.1114 |
|
1.618 |
1.1000 |
|
1.000 |
1.0930 |
|
0.618 |
1.0886 |
|
HIGH |
1.0816 |
|
0.618 |
1.0772 |
|
0.500 |
1.0759 |
|
0.382 |
1.0746 |
|
LOW |
1.0702 |
|
0.618 |
1.0632 |
|
1.000 |
1.0588 |
|
1.618 |
1.0518 |
|
2.618 |
1.0404 |
|
4.250 |
1.0218 |
|
|
| Fisher Pivots for day following 01-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0759 |
1.0832 |
| PP |
1.0740 |
1.0789 |
| S1 |
1.0721 |
1.0745 |
|