CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 07-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
06-Mar-2013 |
07-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0697 |
1.0658 |
-0.0039 |
-0.4% |
1.0629 |
| High |
1.0699 |
1.0670 |
-0.0029 |
-0.3% |
1.1017 |
| Low |
1.0648 |
1.0542 |
-0.0106 |
-1.0% |
1.0629 |
| Close |
1.0648 |
1.0559 |
-0.0089 |
-0.8% |
1.0702 |
| Range |
0.0051 |
0.0128 |
0.0077 |
151.0% |
0.0388 |
| ATR |
0.0097 |
0.0099 |
0.0002 |
2.3% |
0.0000 |
| Volume |
48 |
16 |
-32 |
-66.7% |
224 |
|
| Daily Pivots for day following 07-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0974 |
1.0895 |
1.0629 |
|
| R3 |
1.0846 |
1.0767 |
1.0594 |
|
| R2 |
1.0718 |
1.0718 |
1.0582 |
|
| R1 |
1.0639 |
1.0639 |
1.0571 |
1.0615 |
| PP |
1.0590 |
1.0590 |
1.0590 |
1.0578 |
| S1 |
1.0511 |
1.0511 |
1.0547 |
1.0487 |
| S2 |
1.0462 |
1.0462 |
1.0536 |
|
| S3 |
1.0334 |
1.0383 |
1.0524 |
|
| S4 |
1.0206 |
1.0255 |
1.0489 |
|
|
| 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 |
1.0816 |
1.0542 |
0.0274 |
2.6% |
0.0075 |
0.7% |
6% |
False |
True |
30 |
| 10 |
1.1017 |
1.0542 |
0.0475 |
4.5% |
0.0112 |
1.1% |
4% |
False |
True |
35 |
| 20 |
1.1017 |
1.0542 |
0.0475 |
4.5% |
0.0090 |
0.9% |
4% |
False |
True |
36 |
| 40 |
1.1455 |
1.0542 |
0.0913 |
8.6% |
0.0083 |
0.8% |
2% |
False |
True |
34 |
| 60 |
1.2200 |
1.0542 |
0.1658 |
15.7% |
0.0069 |
0.7% |
1% |
False |
True |
25 |
| 80 |
1.2640 |
1.0542 |
0.2098 |
19.9% |
0.0057 |
0.5% |
1% |
False |
True |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.1214 |
|
2.618 |
1.1005 |
|
1.618 |
1.0877 |
|
1.000 |
1.0798 |
|
0.618 |
1.0749 |
|
HIGH |
1.0670 |
|
0.618 |
1.0621 |
|
0.500 |
1.0606 |
|
0.382 |
1.0591 |
|
LOW |
1.0542 |
|
0.618 |
1.0463 |
|
1.000 |
1.0414 |
|
1.618 |
1.0335 |
|
2.618 |
1.0207 |
|
4.250 |
0.9998 |
|
|
| Fisher Pivots for day following 07-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0606 |
1.0653 |
| PP |
1.0590 |
1.0622 |
| S1 |
1.0575 |
1.0590 |
|