CME Japanese Yen Future September 2013
| Trading Metrics calculated at close of trading on 08-Mar-2013 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
07-Mar-2013 |
08-Mar-2013 |
Change |
Change % |
Previous Week |
| Open |
1.0658 |
1.0510 |
-0.0148 |
-1.4% |
1.0696 |
| High |
1.0670 |
1.0510 |
-0.0160 |
-1.5% |
1.0764 |
| Low |
1.0542 |
1.0400 |
-0.0142 |
-1.3% |
1.0400 |
| Close |
1.0559 |
1.0453 |
-0.0106 |
-1.0% |
1.0453 |
| Range |
0.0128 |
0.0110 |
-0.0018 |
-14.1% |
0.0364 |
| ATR |
0.0099 |
0.0103 |
0.0004 |
4.3% |
0.0000 |
| Volume |
16 |
67 |
51 |
318.8% |
182 |
|
| Daily Pivots for day following 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.0784 |
1.0729 |
1.0514 |
|
| R3 |
1.0674 |
1.0619 |
1.0483 |
|
| R2 |
1.0564 |
1.0564 |
1.0473 |
|
| R1 |
1.0509 |
1.0509 |
1.0463 |
1.0482 |
| PP |
1.0454 |
1.0454 |
1.0454 |
1.0441 |
| S1 |
1.0399 |
1.0399 |
1.0443 |
1.0372 |
| S2 |
1.0344 |
1.0344 |
1.0433 |
|
| S3 |
1.0234 |
1.0289 |
1.0423 |
|
| S4 |
1.0124 |
1.0179 |
1.0393 |
|
|
| Weekly Pivots for week ending 08-Mar-2013 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1.1631 |
1.1406 |
1.0653 |
|
| R3 |
1.1267 |
1.1042 |
1.0553 |
|
| R2 |
1.0903 |
1.0903 |
1.0520 |
|
| R1 |
1.0678 |
1.0678 |
1.0486 |
1.0609 |
| PP |
1.0539 |
1.0539 |
1.0539 |
1.0504 |
| S1 |
1.0314 |
1.0314 |
1.0420 |
1.0245 |
| S2 |
1.0175 |
1.0175 |
1.0386 |
|
| S3 |
0.9811 |
0.9950 |
1.0353 |
|
| S4 |
0.9447 |
0.9586 |
1.0253 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1.0764 |
1.0400 |
0.0364 |
3.5% |
0.0074 |
0.7% |
15% |
False |
True |
36 |
| 10 |
1.1017 |
1.0400 |
0.0617 |
5.9% |
0.0123 |
1.2% |
9% |
False |
True |
40 |
| 20 |
1.1017 |
1.0400 |
0.0617 |
5.9% |
0.0094 |
0.9% |
9% |
False |
True |
38 |
| 40 |
1.1393 |
1.0400 |
0.0993 |
9.5% |
0.0085 |
0.8% |
5% |
False |
True |
34 |
| 60 |
1.2156 |
1.0400 |
0.1756 |
16.8% |
0.0070 |
0.7% |
3% |
False |
True |
26 |
| 80 |
1.2640 |
1.0400 |
0.2240 |
21.4% |
0.0058 |
0.6% |
2% |
False |
True |
20 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1.0978 |
|
2.618 |
1.0798 |
|
1.618 |
1.0688 |
|
1.000 |
1.0620 |
|
0.618 |
1.0578 |
|
HIGH |
1.0510 |
|
0.618 |
1.0468 |
|
0.500 |
1.0455 |
|
0.382 |
1.0442 |
|
LOW |
1.0400 |
|
0.618 |
1.0332 |
|
1.000 |
1.0290 |
|
1.618 |
1.0222 |
|
2.618 |
1.0112 |
|
4.250 |
0.9933 |
|
|
| Fisher Pivots for day following 08-Mar-2013 |
| Pivot |
1 day |
3 day |
| R1 |
1.0455 |
1.0550 |
| PP |
1.0454 |
1.0517 |
| S1 |
1.0454 |
1.0485 |
|