CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 05-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
04-Mar-2013 |
05-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0696 |
1.0720 |
0.0024 |
0.2% |
1.0629 |
| High |
1.0734 |
1.0764 |
0.0030 |
0.3% |
1.1017 |
| Low |
1.0696 |
1.0720 |
0.0024 |
0.2% |
1.0629 |
| Close |
1.0720 |
1.0735 |
0.0015 |
0.1% |
1.0702 |
| Range |
0.0038 |
0.0044 |
0.0006 |
15.8% |
0.0388 |
| ATR |
0.0102 |
0.0098 |
-0.0004 |
-4.1% |
0.0000 |
| Volume |
20 |
31 |
11 |
55.0% |
224 |
|
| Daily Pivots for day following 05-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0872 |
1.0847 |
1.0759 |
|
| R3 |
1.0828 |
1.0803 |
1.0747 |
|
| R2 |
1.0784 |
1.0784 |
1.0743 |
|
| R1 |
1.0759 |
1.0759 |
1.0739 |
1.0772 |
| PP |
1.0740 |
1.0740 |
1.0740 |
1.0746 |
| S1 |
1.0715 |
1.0715 |
1.0731 |
1.0728 |
| S2 |
1.0696 |
1.0696 |
1.0727 |
|
| S3 |
1.0652 |
1.0671 |
1.0723 |
|
| S4 |
1.0608 |
1.0627 |
1.0711 |
|
|
| 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 |
1.0962 |
1.0696 |
0.0266 |
2.5% |
0.0078 |
0.7% |
15% |
False |
False |
30 |
| 10 |
1.1017 |
1.0629 |
0.0388 |
3.6% |
0.0109 |
1.0% |
27% |
False |
False |
58 |
| 20 |
1.1017 |
1.0627 |
0.0390 |
3.6% |
0.0084 |
0.8% |
28% |
False |
False |
33 |
| 40 |
1.1528 |
1.0627 |
0.0901 |
8.4% |
0.0082 |
0.8% |
12% |
False |
False |
34 |
| 60 |
1.2200 |
1.0627 |
0.1573 |
14.7% |
0.0067 |
0.6% |
7% |
False |
False |
24 |
| 80 |
1.2640 |
1.0627 |
0.2013 |
18.8% |
0.0054 |
0.5% |
5% |
False |
False |
19 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0951 |
|
2.618 |
1.0879 |
|
1.618 |
1.0835 |
|
1.000 |
1.0808 |
|
0.618 |
1.0791 |
|
HIGH |
1.0764 |
|
0.618 |
1.0747 |
|
0.500 |
1.0742 |
|
0.382 |
1.0737 |
|
LOW |
1.0720 |
|
0.618 |
1.0693 |
|
1.000 |
1.0676 |
|
1.618 |
1.0649 |
|
2.618 |
1.0605 |
|
4.250 |
1.0533 |
|
|
| Fisher Pivots for day following 05-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0742 |
1.0756 |
| PP |
1.0740 |
1.0749 |
| S1 |
1.0737 |
1.0742 |
|